ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	116-312	117-095	0-103	0.3%	115-080
High	117-137	117-292	0-155	0.4%	116-287
Low	116-290	117-015	0-045	0.1%	115-012
Close	117-097	117-212	0-115	0.3%	116-170
Range	0-167	0-277	0-110	65.9%	1-275
ATR	0-269	0-269	0-001	0.2%	0-000
Volume	240,487	360,898	120,411	50.1%	1,234,861

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-044	119-245	118-044
R3	119-087	118-288	117-288
R2	118-130	118-130	117-263
R1	118-011	118-011	117-237	118-070
PP	117-173	117-173	117-173	117-203
S1	117-054	117-054	117-187	117-114
S2	116-216	116-216	117-161
S3	115-259	116-097	117-136
S4	114-302	115-140	117-060

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	117-292	116-007	1-285	1.6%	0-222	0.6%	87%	True	False	301,852
10	117-292	115-012	2-280	2.4%	0-225	0.6%	91%	True	False	270,317
20	117-292	113-017	4-275	4.1%	0-259	0.7%	95%	True	False	318,068
40	117-292	111-075	6-217	5.7%	0-308	0.8%	96%	True	False	413,271
60	117-292	111-062	6-230	5.7%	0-307	0.8%	96%	True	False	529,469
80	117-292	109-260	8-032	6.9%	0-270	0.7%	97%	True	False	407,938
100	117-292	109-050	8-242	7.4%	0-249	0.7%	97%	True	False	326,696

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	0-057
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-189
2.618	120-057
1.618	119-100
1.000	118-249
0.618	118-143
HIGH	117-292
0.618	117-186
0.500	117-154
0.382	117-121
LOW	117-015
0.618	116-164
1.000	116-058
1.618	115-207
2.618	114-250
4.250	113-118

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	117-192	117-166
PP	117-173	117-120
S1	117-154	117-074

Download as Excel Spreadsheet

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

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