ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	118-147	118-207	0-060	0.2%	118-052
High	118-295	119-140	0-165	0.4%	119-140
Low	118-090	118-132	0-042	0.1%	117-115
Close	118-247	119-110	0-183	0.5%	119-110
Range	0-205	1-008	0-123	60.0%	2-025
ATR	0-283	0-286	0-003	1.1%	0-000
Volume	662,576	393,942	-268,634	-40.5%	2,042,447

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-045	121-245	119-290
R3	121-037	120-237	119-200
R2	120-029	120-029	119-170
R1	119-229	119-229	119-140	119-289
PP	119-021	119-021	119-021	119-050
S1	118-221	118-221	119-080	118-281
S2	118-013	118-013	119-050
S3	117-005	117-213	119-020
S4	115-317	116-205	118-250

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-303	124-072	120-156
R3	122-278	122-047	119-293
R2	120-253	120-253	119-232
R1	120-022	120-022	119-171	120-138
PP	118-228	118-228	118-228	118-286
S1	117-317	117-317	119-049	118-112
S2	116-203	116-203	118-308
S3	114-178	115-292	118-247
S4	112-153	113-267	118-064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	117-115	2-025	1.7%	0-298	0.8%	95%	True	False	512,619
10	119-140	116-040	3-100	2.8%	0-268	0.7%	97%	True	False	421,342
20	119-140	113-020	6-120	5.3%	0-271	0.7%	99%	True	False	353,017
40	119-140	111-075	8-065	6.9%	0-291	0.8%	99%	True	False	395,909
60	119-140	111-062	8-078	6.9%	1-000	0.8%	99%	True	False	523,391
80	119-140	110-180	8-280	7.4%	0-281	0.7%	99%	True	False	445,041
100	119-140	109-050	10-090	8.6%	0-260	0.7%	99%	True	False	356,405

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123-254
2.618	122-039
1.618	121-031
1.000	120-148
0.618	120-023
HIGH	119-140
0.618	119-015
0.500	118-296
0.382	118-257
LOW	118-132
0.618	117-249
1.000	117-124
1.618	116-241
2.618	115-233
4.250	114-018

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	119-065	119-014
PP	119-021	118-239
S1	118-296	118-144

Download as Excel Spreadsheet

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

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