ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Dec-2008

Day Change Summary
	Previous	Current
	04-Dec-2008	05-Dec-2008	Change	Change %	Previous Week
Open	118-085	118-222	0-137	0.4%	116-180
High	118-247	118-260	0-013	0.0%	118-260
Low	117-275	117-195	-0-080	-0.2%	116-180
Close	118-200	117-282	-0-238	-0.6%	117-282
Range	0-292	1-065	0-093	31.8%	2-080
ATR	0-258	0-267	0-009	3.5%	0-000
Volume	275,363	222,317	-53,046	-19.3%	1,346,826

Daily Pivots for day following 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-227	121-000	118-174
R3	120-162	119-255	118-068
R2	119-097	119-097	118-033
R1	118-190	118-190	117-317	118-111
PP	118-032	118-032	118-032	117-313
S1	117-125	117-125	117-247	117-046
S2	116-287	116-287	117-211
S3	115-222	116-060	117-176
S4	114-157	114-315	117-070

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-161	123-141	119-038
R3	122-081	121-061	118-160
R2	120-001	120-001	118-094
R1	118-301	118-301	118-028	119-151
PP	117-241	117-241	117-241	118-006
S1	116-221	116-221	117-216	117-071
S2	115-161	115-161	117-150
S3	113-081	114-141	117-084
S4	111-001	112-061	116-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-260	116-180	2-080	1.9%	0-316	0.8%	59%	True	False	269,365
10	118-260	114-240	4-020	3.4%	0-296	0.8%	77%	True	False	289,555
20	118-260	112-260	6-000	5.1%	0-259	0.7%	84%	True	False	160,498

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-057
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	123-296
2.618	121-308
1.618	120-243
1.000	120-005
0.618	119-178
HIGH	118-260
0.618	118-113
0.500	118-068
0.382	118-022
LOW	117-195
0.618	116-277
1.000	116-130
1.618	115-212
2.618	114-147
4.250	112-159

Fisher Pivots for day following 05-Dec-2008
Pivot	1 day	3 day
R1	118-068	118-055
PP	118-032	118-024
S1	117-317	117-313

Download as Excel Spreadsheet

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

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