ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	113-140	113-267	0-127	0.3%	112-140
High	113-297	114-050	0-073	0.2%	112-287
Low	113-120	113-082	-0-038	-0.1%	111-075
Close	113-267	114-005	0-058	0.2%	112-167
Range	0-177	0-288	0-111	62.7%	1-212
ATR	1-016	1-013	-0-003	-1.0%	0-000
Volume	362,415	313,909	-48,506	-13.4%	1,821,732

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-163	116-052	114-163
R3	115-195	115-084	114-084
R2	114-227	114-227	114-058
R1	114-116	114-116	114-031	114-172
PP	113-259	113-259	113-259	113-287
S1	113-148	113-148	113-299	113-204
S2	112-291	112-291	113-272
S3	112-003	112-180	113-246
S4	111-035	111-212	113-167

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	114-050	112-052	1-318	1.7%	0-253	0.7%	93%	True	False	374,472
10	114-050	111-075	2-295	2.6%	0-300	0.8%	95%	True	False	363,128
20	114-260	111-075	3-185	3.1%	1-038	1.0%	78%	False	False	492,188
40	115-000	111-062	3-258	3.3%	1-014	0.9%	74%	False	False	628,926
60	115-000	110-060	4-260	4.2%	0-275	0.8%	80%	False	False	443,103
80	115-000	109-050	5-270	5.1%	0-249	0.7%	83%	False	False	332,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-075
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-314
2.618	116-164
1.618	115-196
1.000	115-018
0.618	114-228
HIGH	114-050
0.618	113-260
0.500	113-226
0.382	113-192
LOW	113-082
0.618	112-224
1.000	112-114
1.618	111-256
2.618	110-288
4.250	109-138

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	113-292	113-259
PP	113-259	113-192
S1	113-226	113-126

Download as Excel Spreadsheet

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

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