ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	121-105	121-280	0-175	0.5%	121-125
High	121-215	122-150	0-255	0.7%	121-290
Low	121-070	121-075	0-005	0.0%	120-000
Close	121-195	122-095	0-220	0.6%	121-065
Range	0-145	1-075	0-250	172.4%	1-290
ATR	0-292	0-300	0-007	2.5%	0-000
Volume	8,689	8,597	-92	-1.1%	90,412

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-225	125-075	122-312
R3	124-150	124-000	122-204
R2	123-075	123-075	122-167
R1	122-245	122-245	122-131	123-000
PP	122-000	122-000	122-000	122-038
S1	121-170	121-170	122-059	121-245
S2	120-245	120-245	122-023
S3	119-170	120-095	121-306
S4	118-095	119-020	121-198

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-242	125-283	122-080
R3	124-272	123-313	121-233
R2	122-302	122-302	121-177
R1	122-023	122-023	121-121	121-178
PP	121-012	121-012	121-012	120-249
S1	120-053	120-053	121-009	119-208
S2	119-042	119-042	120-273
S3	117-072	118-083	120-217
S4	115-102	116-113	120-050

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-150	120-145	2-005	1.6%	0-278	0.7%	91%	True	False	10,187
10	122-150	120-000	2-150	2.0%	0-306	0.8%	93%	True	False	33,004
20	122-150	116-290	5-180	4.5%	0-301	0.8%	97%	True	False	211,021
40	122-150	112-202	9-268	8.0%	0-283	0.7%	98%	True	False	266,691
60	122-150	111-075	11-075	9.2%	0-305	0.8%	98%	True	False	355,333
80	122-150	111-062	11-088	9.2%	0-304	0.8%	98%	True	False	448,063
100	122-150	109-260	12-210	10.3%	0-275	0.7%	99%	True	False	362,571

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	0-080
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-229
2.618	125-224
1.618	124-149
1.000	123-225
0.618	123-074
HIGH	122-150
0.618	121-319
0.500	121-272
0.382	121-226
LOW	121-075
0.618	120-151
1.000	120-000
1.618	119-076
2.618	118-001
4.250	115-316

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	122-048	122-008
PP	122-000	121-240
S1	121-272	121-152

Download as Excel Spreadsheet

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

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