ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 08-Dec-2008

Day Change Summary
	Previous	Current
	05-Dec-2008	08-Dec-2008	Change	Change %	Previous Week
Open	121-135	121-125	-0-010	0.0%	119-100
High	121-235	121-125	-0-110	-0.3%	121-235
Low	120-182	120-000	-0-182	-0.5%	119-067
Close	120-262	120-170	-0-092	-0.2%	120-262
Range	1-053	1-125	0-072	19.3%	2-168
ATR	0-297	0-308	0-011	3.5%	0-000
Volume	48,942	31,279	-17,663	-36.1%	523,986

Daily Pivots for day following 08-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-260	124-020	121-095
R3	123-135	122-215	120-292
R2	122-010	122-010	120-252
R1	121-090	121-090	120-211	120-308
PP	120-205	120-205	120-205	120-154
S1	119-285	119-285	120-129	119-182
S2	119-080	119-080	120-088
S3	117-275	118-160	120-048
S4	116-150	117-035	119-245

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-052	127-005	122-066
R3	125-204	124-157	121-164
R2	123-036	123-036	121-090
R1	121-309	121-309	121-016	122-172
PP	120-188	120-188	120-188	120-280
S1	119-141	119-141	120-188	120-004
S2	118-020	118-020	120-114
S3	115-172	116-293	120-040
S4	113-004	114-125	119-138

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-235	120-000	1-235	1.4%	0-310	0.8%	31%	False	True	84,351
10	121-235	117-115	4-120	3.6%	1-011	0.9%	73%	False	False	259,771
20	121-235	115-012	6-223	5.6%	0-284	0.7%	82%	False	False	282,600
40	121-235	111-075	10-160	8.7%	0-281	0.7%	89%	False	False	319,738
60	121-235	111-075	10-160	8.7%	1-005	0.8%	89%	False	False	449,640
80	121-235	111-062	10-173	8.7%	0-294	0.8%	89%	False	False	451,632
100	121-235	109-050	12-185	10.4%	0-269	0.7%	90%	False	False	361,920

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	127-096
2.618	125-010
1.618	123-205
1.000	122-250
0.618	122-080
HIGH	121-125
0.618	120-275
0.500	120-222
0.382	120-170
LOW	120-000
0.618	119-045
1.000	118-195
1.618	117-240
2.618	116-115
4.250	114-029

Fisher Pivots for day following 08-Dec-2008
Pivot	1 day	3 day
R1	120-222	120-278
PP	120-205	120-242
S1	120-188	120-206

Download as Excel Spreadsheet

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

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