ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	116-077	116-235	0-158	0.4%	115-080
High	116-287	117-017	0-050	0.1%	116-287
Low	116-040	116-175	0-135	0.4%	115-012
Close	116-170	116-275	0-105	0.3%	116-170
Range	0-247	0-162	-0-085	-34.4%	1-275
ATR	0-284	0-275	-0-008	-2.9%	0-000
Volume	351,535	273,145	-78,390	-22.3%	1,234,861

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-108	118-034	117-044
R3	117-266	117-192	117-000
R2	117-104	117-104	116-305
R1	117-030	117-030	116-290	117-067
PP	116-262	116-262	116-262	116-281
S1	116-188	116-188	116-260	116-225
S2	116-100	116-100	116-245
S3	115-258	116-026	116-230
S4	115-096	115-184	116-186

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-235	120-317	117-177
R3	119-280	119-042	117-014
R2	118-005	118-005	116-279
R1	117-087	117-087	116-225	117-206
PP	116-050	116-050	116-050	116-109
S1	115-132	115-132	116-115	115-251
S2	114-095	114-095	116-061
S3	112-140	113-177	116-006
S4	110-185	111-222	115-163

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-017	115-210	1-127	1.2%	0-214	0.6%	86%	True	False	232,995
10	117-017	114-015	3-002	2.6%	0-244	0.7%	94%	True	False	273,545
20	117-017	112-202	4-135	3.8%	0-264	0.7%	96%	True	False	322,361
40	117-017	111-075	5-262	5.0%	0-308	0.8%	97%	True	False	427,489
60	117-017	111-062	5-275	5.0%	0-305	0.8%	97%	True	False	527,078
80	117-017	109-260	7-077	6.2%	0-269	0.7%	97%	True	False	400,458

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	119-066
2.618	118-121
1.618	117-279
1.000	117-179
0.618	117-117
HIGH	117-017
0.618	116-275
0.500	116-256
0.382	116-237
LOW	116-175
0.618	116-075
1.000	116-013
1.618	115-233
2.618	115-071
4.250	114-126

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	116-269	116-241
PP	116-262	116-206
S1	116-256	116-172

Download as Excel Spreadsheet

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

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