ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	120-192	121-050	0-178	0.5%	118-052
High	121-080	121-210	0-130	0.3%	119-140
Low	120-125	120-245	0-120	0.3%	117-115
Close	121-012	121-165	0-153	0.4%	119-110
Range	0-275	0-285	0-010	3.6%	2-025
ATR	0-292	0-292	-0-001	-0.2%	0-000
Volume	109,167	64,236	-44,931	-41.2%	2,042,447

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-315	123-205	122-002
R3	123-030	122-240	121-243
R2	122-065	122-065	121-217
R1	121-275	121-275	121-191	122-010
PP	121-100	121-100	121-100	121-128
S1	120-310	120-310	121-139	121-045
S2	120-135	120-135	121-113
S3	119-170	120-025	121-087
S4	118-205	119-060	121-008

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	121-210	118-132	3-078	2.7%	0-316	0.8%	96%	True	False	173,797
10	121-210	117-115	4-095	3.5%	0-308	0.8%	97%	True	False	346,240
20	121-210	115-012	6-198	5.4%	0-266	0.7%	98%	True	False	308,279
40	121-210	111-075	10-135	8.6%	0-283	0.7%	99%	True	False	349,122
60	121-210	111-075	10-135	8.6%	0-319	0.8%	99%	True	False	477,948
80	121-210	110-290	10-240	8.8%	0-288	0.7%	99%	True	False	450,793
100	121-210	109-050	12-160	10.3%	0-263	0.7%	99%	True	False	361,128

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	0-054
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125-141
2.618	123-316
1.618	123-031
1.000	122-175
0.618	122-066
HIGH	121-210
0.618	121-101
0.500	121-068
0.382	121-034
LOW	120-245
0.618	120-069
1.000	119-280
1.618	119-104
2.618	118-139
4.250	116-314

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	121-132	121-112
PP	121-100	121-060
S1	121-068	121-008

Download as Excel Spreadsheet

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

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