ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	112-130	112-190	0-060	0.2%	112-140
High	112-287	112-247	-0-040	-0.1%	112-287
Low	112-052	112-052	0-000	0.0%	111-075
Close	112-167	112-175	0-008	0.0%	112-167
Range	0-235	0-195	-0-040	-17.0%	1-212
ATR	1-036	1-024	-0-011	-3.2%	0-000
Volume	494,627	376,574	-118,053	-23.9%	1,821,732

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-103	114-014	112-282
R3	113-228	113-139	112-229
R2	113-033	113-033	112-211
R1	112-264	112-264	112-193	112-211
PP	112-158	112-158	112-158	112-132
S1	112-069	112-069	112-157	112-016
S2	111-283	111-283	112-139
S3	111-088	111-194	112-121
S4	110-213	110-319	112-068

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-066	116-168	113-140
R3	115-174	114-276	112-313
R2	113-282	113-282	112-265
R1	113-064	113-064	112-216	113-173
PP	112-070	112-070	112-070	112-124
S1	111-172	111-172	112-118	111-281
S2	110-178	110-178	112-069
S3	108-286	109-280	112-021
S4	107-074	108-068	111-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-287	111-075	1-212	1.5%	0-252	0.7%	79%	False	False	351,276
10	114-260	111-075	3-185	3.2%	1-028	1.0%	37%	False	False	464,548
20	114-260	111-075	3-185	3.2%	1-031	1.0%	37%	False	False	532,618
40	115-000	111-062	3-258	3.4%	1-005	0.9%	36%	False	False	629,436
60	115-000	109-260	5-060	4.6%	0-270	0.7%	53%	False	False	426,491

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-083
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	115-116
2.618	114-118
1.618	113-243
1.000	113-122
0.618	113-048
HIGH	112-247
0.618	112-173
0.500	112-150
0.382	112-126
LOW	112-052
0.618	111-251
1.000	111-177
1.618	111-056
2.618	110-181
4.250	109-183

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	112-166	112-145
PP	112-158	112-115
S1	112-150	112-084

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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