ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	118-052	117-157	-0-215	-0.6%	116-235
High	118-087	118-240	0-153	0.4%	118-245
Low	117-115	117-147	0-032	0.1%	116-175
Close	117-165	118-165	1-000	0.9%	118-150
Range	0-292	1-093	0-121	41.4%	2-070
ATR	0-279	0-289	0-010	3.4%	0-000
Volume	496,287	489,642	-6,645	-1.3%	1,819,446

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-036	121-194	119-072
R3	120-263	120-101	118-279
R2	119-170	119-170	118-241
R1	119-008	119-008	118-203	119-089
PP	118-077	118-077	118-077	118-118
S1	117-235	117-235	118-127	117-316
S2	116-304	116-304	118-089
S3	115-211	116-142	118-051
S4	114-118	115-049	117-258

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	117-015	1-230	1.5%	0-313	0.8%	85%	False	False	458,348
10	118-245	115-225	3-020	2.6%	0-270	0.7%	92%	False	False	347,902
20	118-245	113-017	5-228	4.8%	0-268	0.7%	96%	False	False	337,283
40	118-245	111-075	7-170	6.4%	0-295	0.8%	97%	False	False	397,873
60	118-245	111-062	7-183	6.4%	0-317	0.8%	97%	False	False	526,775
80	118-245	110-070	8-175	7.2%	0-278	0.7%	97%	False	False	431,932
100	118-245	109-050	9-195	8.1%	0-257	0.7%	97%	False	False	345,868

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	124-075
2.618	122-041
1.618	120-268
1.000	120-013
0.618	119-175
HIGH	118-240
0.618	118-082
0.500	118-034
0.382	117-305
LOW	117-147
0.618	116-212
1.000	116-054
1.618	115-119
2.618	114-026
4.250	111-312

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	118-121	118-116
PP	118-077	118-067
S1	118-034	118-018

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

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