ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	112-190	112-240	0-050	0.1%	112-140
High	112-247	113-252	1-005	0.9%	112-287
Low	112-052	112-202	0-150	0.4%	111-075
Close	112-175	113-225	1-050	1.0%	112-167
Range	0-195	1-050	0-175	89.7%	1-212
ATR	1-024	1-028	0-004	1.1%	0-000
Volume	376,574	324,839	-51,735	-13.7%	1,821,732

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-270	116-137	114-108
R3	115-220	115-087	114-007
R2	114-170	114-170	113-293
R1	114-037	114-037	113-259	114-104
PP	113-120	113-120	113-120	113-153
S1	112-307	112-307	113-191	113-054
S2	112-070	112-070	113-157
S3	111-020	111-257	113-123
S4	109-290	110-207	113-022

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	113-252	111-175	2-077	2.0%	0-279	0.8%	96%	True	False	403,444
10	114-260	111-075	3-185	3.1%	1-041	1.0%	69%	False	False	439,724
20	114-260	111-075	3-185	3.1%	1-041	1.0%	69%	False	False	522,277
40	115-000	111-062	3-258	3.3%	1-010	0.9%	66%	False	False	635,197
60	115-000	109-260	5-060	4.6%	0-273	0.8%	75%	False	False	431,888
80	115-000	109-050	5-270	5.1%	0-245	0.7%	78%	False	False	324,323

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-080
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-224
2.618	116-261
1.618	115-211
1.000	114-302
0.618	114-161
HIGH	113-252
0.618	113-111
0.500	113-067
0.382	113-023
LOW	112-202
0.618	111-293
1.000	111-152
1.618	110-243
2.618	109-193
4.250	107-230

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	113-172	113-147
PP	113-120	113-070
S1	113-067	112-312

Download as Excel Spreadsheet

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

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