ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	118-175	118-052	-0-123	-0.3%	116-235
High	118-212	118-087	-0-125	-0.3%	118-245
Low	117-280	117-115	-0-165	-0.4%	116-175
Close	118-150	117-165	-0-305	-0.8%	118-150
Range	0-252	0-292	0-040	15.9%	2-070
ATR	0-273	0-279	0-006	2.1%	0-000
Volume	520,650	496,287	-24,363	-4.7%	1,819,446

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-145	119-287	118-006
R3	119-173	118-315	117-245
R2	118-201	118-201	117-219
R1	118-023	118-023	117-192	117-286
PP	117-229	117-229	117-229	117-200
S1	117-051	117-051	117-138	116-314
S2	116-257	116-257	117-111
S3	115-285	116-079	117-085
S4	114-313	115-107	117-004

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-187	123-238	119-220
R3	122-117	121-168	119-025
R2	120-047	120-047	118-280
R1	119-098	119-098	118-215	119-232
PP	117-297	117-297	117-297	118-044
S1	117-028	117-028	118-085	117-162
S2	115-227	115-227	118-020
S3	113-157	114-278	117-275
S4	111-087	112-208	117-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-245	116-290	1-275	1.6%	0-264	0.7%	33%	False	False	408,517
10	118-245	115-210	3-035	2.6%	0-239	0.6%	60%	False	False	320,756
20	118-245	113-017	5-228	4.9%	0-260	0.7%	78%	False	False	330,743
40	118-245	111-075	7-170	6.4%	0-298	0.8%	83%	False	False	403,015
60	118-245	111-062	7-183	6.4%	0-314	0.8%	83%	False	False	526,705
80	118-245	110-070	8-175	7.3%	0-274	0.7%	85%	False	False	425,815
100	118-245	109-050	9-195	8.2%	0-255	0.7%	87%	False	False	340,981

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-048
2.618	120-211
1.618	119-239
1.000	119-059
0.618	118-267
HIGH	118-087
0.618	117-295
0.500	117-261
0.382	117-227
LOW	117-115
0.618	116-255
1.000	116-143
1.618	115-283
2.618	114-311
4.250	113-154

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	117-261	118-020
PP	117-229	117-282
S1	117-197	117-223

Download as Excel Spreadsheet

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

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