ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	119-100	120-197	1-097	1.1%	118-052
High	120-267	120-312	0-045	0.1%	119-140
Low	119-067	120-140	1-073	1.0%	117-115
Close	120-152	120-225	0-073	0.2%	119-110
Range	1-200	0-172	-1-028	-66.9%	2-025
ATR	0-303	0-293	-0-009	-3.1%	0-000
Volume	133,508	168,133	34,625	25.9%	2,042,447

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-102	122-015	121-000
R3	121-250	121-163	120-272
R2	121-078	121-078	120-257
R1	120-311	120-311	120-241	121-034
PP	120-226	120-226	120-226	120-247
S1	120-139	120-139	120-209	120-182
S2	120-054	120-054	120-193
S3	119-202	119-287	120-178
S4	119-030	119-115	120-130

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	120-312	117-147	3-165	2.9%	1-008	0.8%	92%	True	False	369,560
10	120-312	116-290	4-022	3.4%	0-296	0.8%	93%	True	False	389,038
20	120-312	114-015	6-297	5.7%	0-270	0.7%	96%	True	False	331,292
40	120-312	111-075	9-237	8.1%	0-293	0.8%	97%	True	False	374,577
60	120-312	111-075	9-237	8.1%	0-318	0.8%	97%	True	False	506,064
80	120-312	110-180	10-132	8.6%	0-286	0.7%	97%	True	False	448,667
100	120-312	109-050	11-262	9.8%	0-263	0.7%	98%	True	False	359,403

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-045
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123-083
2.618	122-122
1.618	121-270
1.000	121-164
0.618	121-098
HIGH	120-312
0.618	120-246
0.500	120-226
0.382	120-206
LOW	120-140
0.618	120-034
1.000	119-288
1.618	119-182
2.618	119-010
4.250	118-049

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	120-226	120-117
PP	120-226	120-010
S1	120-225	119-222

Download as Excel Spreadsheet

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

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