ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	118-207	119-100	0-213	0.6%	118-052
High	119-140	120-267	1-127	1.2%	119-140
Low	118-132	119-067	0-255	0.7%	117-115
Close	119-110	120-152	1-042	0.9%	119-110
Range	1-008	1-200	0-192	58.5%	2-025
ATR	0-286	0-303	0-017	5.8%	0-000
Volume	393,942	133,508	-260,434	-66.1%	2,042,447

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-015	124-124	121-118
R3	123-135	122-244	120-295
R2	121-255	121-255	120-247
R1	121-044	121-044	120-200	121-150
PP	120-055	120-055	120-055	120-108
S1	119-164	119-164	120-104	119-270
S2	118-175	118-175	120-057
S3	116-295	117-284	120-009
S4	115-095	116-084	119-186

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	120-267	117-115	3-152	2.9%	1-032	0.9%	90%	True	False	435,191
10	120-267	116-175	4-092	3.6%	0-295	0.8%	92%	True	False	399,540
20	120-267	113-020	7-247	6.5%	0-281	0.7%	95%	True	False	342,092
40	120-267	111-075	9-192	8.0%	0-296	0.8%	96%	True	False	387,013
60	120-267	111-062	9-205	8.0%	1-002	0.8%	96%	True	False	516,514
80	120-267	110-180	10-087	8.5%	0-285	0.7%	97%	True	False	446,590
100	120-267	109-050	11-217	9.7%	0-264	0.7%	97%	True	False	357,722

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	0-045
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	127-237
2.618	125-028
1.618	123-148
1.000	122-147
0.618	121-268
HIGH	120-267
0.618	120-068
0.500	120-007
0.382	119-266
LOW	119-067
0.618	118-066
1.000	117-187
1.618	116-186
2.618	114-306
4.250	112-097

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	120-104	120-054
PP	120-055	119-276
S1	120-007	119-178

Download as Excel Spreadsheet

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

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