ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	122-100	122-100	0-000	0.0%	121-105
High	122-177	122-100	-0-077	-0.2%	122-315
Low	122-022	121-215	-0-127	-0.3%	121-070
Close	122-082	121-272	-0-130	-0.3%	121-272
Range	0-155	0-205	0-050	32.3%	1-245
ATR	0-291	0-285	-0-006	-2.1%	0-000
Volume	6,480	11,147	4,667	72.0%	39,478

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-277	123-160	122-065
R3	123-072	122-275	122-008
R2	122-187	122-187	121-310
R1	122-070	122-070	121-291	122-026
PP	121-302	121-302	121-302	121-280
S1	121-185	121-185	121-253	121-141
S2	121-097	121-097	121-234
S3	120-212	120-300	121-216
S4	120-007	120-095	121-159

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-101	126-111	122-263
R3	125-176	124-186	122-107
R2	123-251	123-251	122-056
R1	122-261	122-261	122-004	123-096
PP	122-006	122-006	122-006	122-083
S1	121-016	121-016	121-220	121-171
S2	120-081	120-081	121-168
S3	118-156	119-091	121-117
S4	116-231	117-166	120-281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-315	121-070	1-245	1.4%	0-245	0.6%	36%	False	False	7,895
10	122-315	120-000	2-315	2.4%	0-281	0.7%	62%	False	False	12,989
20	122-315	117-115	5-200	4.6%	0-296	0.8%	80%	False	False	160,848
40	122-315	113-017	9-298	8.2%	0-279	0.7%	89%	False	False	242,217
60	122-315	111-075	11-240	9.6%	0-305	0.8%	90%	False	False	325,541
80	122-315	111-062	11-253	9.7%	0-307	0.8%	90%	False	False	435,571
100	122-315	110-060	12-255	10.5%	0-277	0.7%	91%	False	False	362,748
120	122-315	109-050	13-265	11.3%	0-259	0.7%	92%	False	False	302,590

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	0-069
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-011
2.618	123-317
1.618	123-112
1.000	122-305
0.618	122-227
HIGH	122-100
0.618	122-022
0.500	121-318
0.382	121-293
LOW	121-215
0.618	121-088
1.000	121-010
1.618	120-203
2.618	119-318
4.250	118-304

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	121-318	122-105
PP	121-302	122-054
S1	121-287	122-003

Download as Excel Spreadsheet

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

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