ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	121-125	120-240	-0-205	-0.5%	119-100
High	121-125	121-032	-0-093	-0.2%	121-235
Low	120-000	120-065	0-065	0.2%	119-067
Close	120-170	120-305	0-135	0.4%	120-262
Range	1-125	0-287	-0-158	-35.5%	2-168
ATR	0-308	0-306	-0-001	-0.5%	0-000
Volume	31,279	25,481	-5,798	-18.5%	523,986

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-142	123-030	121-143
R3	122-175	122-063	121-064
R2	121-208	121-208	121-038
R1	121-096	121-096	121-011	121-152
PP	120-241	120-241	120-241	120-268
S1	120-129	120-129	120-279	120-185
S2	119-274	119-274	120-252
S3	118-307	119-162	120-226
S4	118-020	118-195	120-147

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%	1-013	0.9%	55%	False	False	55,821
10	121-235	117-147	4-088	3.5%	1-010	0.9%	82%	False	False	212,690
20	121-235	115-210	6-025	5.0%	0-285	0.7%	87%	False	False	266,723
40	121-235	111-075	10-160	8.7%	0-279	0.7%	93%	False	False	309,327
60	121-235	111-075	10-160	8.7%	1-004	0.8%	93%	False	False	433,123
80	121-235	111-062	10-173	8.7%	0-295	0.8%	93%	False	False	451,436
100	121-235	109-050	12-185	10.4%	0-269	0.7%	94%	False	False	362,163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-064
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	124-292
2.618	123-143
1.618	122-176
1.000	121-319
0.618	121-209
HIGH	121-032
0.618	120-242
0.500	120-208
0.382	120-175
LOW	120-065
0.618	119-208
1.000	119-098
1.618	118-241
2.618	117-274
4.250	116-125

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	120-273	120-296
PP	120-241	120-287
S1	120-208	120-278

Download as Excel Spreadsheet

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

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