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

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

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