ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	116-235	116-312	0-077	0.2%	115-080
High	117-017	117-137	0-120	0.3%	116-287
Low	116-175	116-290	0-115	0.3%	115-012
Close	116-275	117-097	0-142	0.4%	116-170
Range	0-162	0-167	0-005	3.1%	1-275
ATR	0-275	0-269	-0-007	-2.4%	0-000
Volume	273,145	240,487	-32,658	-12.0%	1,234,861

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-249	118-180	117-189
R3	118-082	118-013	117-143
R2	117-235	117-235	117-128
R1	117-166	117-166	117-112	117-200
PP	117-068	117-068	117-068	117-085
S1	116-319	116-319	117-082	117-034
S2	116-221	116-221	117-066
S3	116-054	116-152	117-051
S4	115-207	115-305	117-005

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	117-137	115-225	1-232	1.5%	0-226	0.6%	93%	True	False	237,455
10	117-137	114-282	2-175	2.2%	0-222	0.6%	95%	True	False	273,654
20	117-137	113-017	4-120	3.7%	0-254	0.7%	97%	True	False	318,143
40	117-137	111-075	6-062	5.3%	0-308	0.8%	98%	True	False	420,210
60	117-137	111-062	6-075	5.3%	0-305	0.8%	98%	True	False	529,512
80	117-137	109-260	7-197	6.5%	0-269	0.7%	98%	True	False	403,452
100	117-137	109-050	8-087	7.1%	0-247	0.7%	98%	True	False	323,087

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-057
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-207
2.618	118-254
1.618	118-087
1.000	117-304
0.618	117-240
HIGH	117-137
0.618	117-073
0.500	117-054
0.382	117-034
LOW	116-290
0.618	116-187
1.000	116-123
1.618	116-020
2.618	115-173
4.250	114-220

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	117-082	117-041
PP	117-068	116-305
S1	117-054	116-248

Download as Excel Spreadsheet

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

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