ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	116-180	117-235	1-055	1.0%	115-210
High	117-315	118-045	0-050	0.1%	116-265
Low	116-180	117-195	1-015	0.9%	114-240
Close	117-217	117-270	0-053	0.1%	116-227
Range	1-135	0-170	-0-285	-62.6%	2-025
ATR	0-261	0-254	-0-006	-2.5%	0-000
Volume	147,541	371,856	224,315	152.0%	1,548,730

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-147	119-058	118-044
R3	118-297	118-208	117-317
R2	118-127	118-127	117-301
R1	118-038	118-038	117-286	118-082
PP	117-277	117-277	117-277	117-299
S1	117-188	117-188	117-254	117-232
S2	117-107	117-107	117-239
S3	116-257	117-018	117-223
S4	116-087	116-168	117-176

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-106	121-191	117-273
R3	120-081	119-166	117-090
R2	118-056	118-056	117-029
R1	117-141	117-141	116-288	117-258
PP	116-031	116-031	116-031	116-089
S1	115-116	115-116	116-166	115-234
S2	114-006	114-006	116-105
S3	111-301	113-091	116-044
S4	109-276	111-066	115-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-045	115-250	2-115	2.0%	0-253	0.7%	87%	True	False	327,205
10	118-045	114-230	3-135	2.9%	0-280	0.7%	91%	True	False	230,775
20	118-045	112-260	5-105	4.5%	0-239	0.6%	94%	True	False	120,167

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-051
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-128
2.618	119-170
1.618	119-000
1.000	118-215
0.618	118-150
HIGH	118-045
0.618	117-300
0.500	117-280
0.382	117-260
LOW	117-195
0.618	117-090
1.000	117-025
1.618	116-240
2.618	116-070
4.250	115-112

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	117-280	117-180
PP	117-277	117-090
S1	117-273	117-000

Download as Excel Spreadsheet

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

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