ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 08-Dec-2008

Day Change Summary
	Previous	Current
	05-Dec-2008	08-Dec-2008	Change	Change %	Previous Week
Open	118-222	117-277	-0-265	-0.7%	116-180
High	118-260	117-277	-0-303	-0.8%	118-260
Low	117-195	116-312	-0-203	-0.5%	116-180
Close	117-282	117-190	-0-092	-0.2%	117-282
Range	1-065	0-285	-0-100	-26.0%	2-080
ATR	0-267	0-269	0-002	0.6%	0-000
Volume	222,317	309,354	87,037	39.1%	1,346,826

Daily Pivots for day following 08-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-048	119-244	118-027
R3	119-083	118-279	117-268
R2	118-118	118-118	117-242
R1	117-314	117-314	117-216	117-234
PP	117-153	117-153	117-153	117-113
S1	117-029	117-029	117-164	116-268
S2	116-188	116-188	117-138
S3	115-223	116-064	117-112
S4	114-258	115-099	117-033

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	116-312	1-268	1.6%	0-282	0.7%	34%	False	True	301,727
10	118-260	114-290	3-290	3.3%	0-294	0.8%	69%	False	False	303,064
20	118-260	113-150	5-110	4.5%	0-260	0.7%	77%	False	False	175,251

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	0-056
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-208
2.618	120-063
1.618	119-098
1.000	118-242
0.618	118-133
HIGH	117-277
0.618	117-168
0.500	117-134
0.382	117-101
LOW	116-312
0.618	116-136
1.000	116-027
1.618	115-171
2.618	114-206
4.250	113-061

Fisher Pivots for day following 08-Dec-2008
Pivot	1 day	3 day
R1	117-172	117-286
PP	117-153	117-254
S1	117-134	117-222

Download as Excel Spreadsheet

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

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