ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	117-235	118-000	0-085	0.2%	115-210
High	118-045	118-127	0-082	0.2%	116-265
Low	117-195	117-170	-0-025	-0.1%	114-240
Close	117-270	118-060	0-110	0.3%	116-227
Range	0-170	0-277	0-107	62.9%	2-025
ATR	0-254	0-256	0-002	0.6%	0-000
Volume	371,856	329,749	-42,107	-11.3%	1,548,730

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-203	120-089	118-212
R3	119-246	119-132	118-136
R2	118-289	118-289	118-111
R1	118-175	118-175	118-085	118-232
PP	118-012	118-012	118-012	118-041
S1	117-218	117-218	118-035	117-275
S2	117-055	117-055	118-009
S3	116-098	116-261	117-304
S4	115-141	115-304	117-228

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	118-127	115-275	2-172	2.1%	0-270	0.7%	92%	True	False	306,302
10	118-127	114-240	3-207	3.1%	0-282	0.7%	94%	True	False	255,518
20	118-127	112-260	5-187	4.7%	0-244	0.6%	96%	True	False	136,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-024
2.618	120-212
1.618	119-255
1.000	119-084
0.618	118-298
HIGH	118-127
0.618	118-021
0.500	117-308
0.382	117-276
LOW	117-170
0.618	116-319
1.000	116-213
1.618	116-042
2.618	115-085
4.250	113-273

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	118-036	117-304
PP	118-012	117-229
S1	117-308	117-154

Download as Excel Spreadsheet

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

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