ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	120-197	120-192	-0-005	0.0%	118-052
High	120-312	121-080	0-088	0.2%	119-140
Low	120-140	120-125	-0-015	0.0%	117-115
Close	120-225	121-012	0-107	0.3%	119-110
Range	0-172	0-275	0-103	59.9%	2-025
ATR	0-293	0-292	-0-001	-0.4%	0-000
Volume	168,133	109,167	-58,966	-35.1%	2,042,447

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-151	123-036	121-163
R3	122-196	122-081	121-088
R2	121-241	121-241	121-062
R1	121-126	121-126	121-037	121-184
PP	120-286	120-286	120-286	120-314
S1	120-171	120-171	120-307	120-228
S2	120-011	120-011	120-282
S3	119-056	119-216	120-256
S4	118-101	118-261	120-181

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	121-080	118-090	2-310	2.5%	0-300	0.8%	93%	True	False	293,465
10	121-080	117-015	4-065	3.5%	0-307	0.8%	95%	True	False	375,906
20	121-080	114-282	6-118	5.3%	0-264	0.7%	97%	True	False	324,780
40	121-080	111-075	10-005	8.3%	0-294	0.8%	98%	True	False	362,979
60	121-080	111-075	10-005	8.3%	0-317	0.8%	98%	True	False	490,792
80	121-080	110-270	10-130	8.6%	0-287	0.7%	98%	True	False	449,995
100	121-080	109-050	12-030	10.0%	0-262	0.7%	98%	True	False	360,485

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-289
2.618	123-160
1.618	122-205
1.000	122-035
0.618	121-250
HIGH	121-080
0.618	120-295
0.500	120-262
0.382	120-230
LOW	120-125
0.618	119-275
1.000	119-170
1.618	119-000
2.618	118-045
4.250	116-236

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	120-309	120-246
PP	120-286	120-160
S1	120-262	120-074

Download as Excel Spreadsheet

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

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