ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	117-225	118-037	0-132	0.4%	116-180
High	118-065	118-047	-0-018	0.0%	118-260
Low	117-085	117-115	0-030	0.1%	116-180
Close	118-007	117-295	-0-032	-0.1%	117-282
Range	0-300	0-252	-0-048	-16.0%	2-080
ATR	0-271	0-270	-0-001	-0.5%	0-000
Volume	210,861	238,882	28,021	13.3%	1,346,826

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-055	119-267	118-114
R3	119-123	119-015	118-044
R2	118-191	118-191	118-021
R1	118-083	118-083	117-318	118-011
PP	117-259	117-259	117-259	117-223
S1	117-151	117-151	117-272	117-079
S2	117-007	117-007	117-249
S3	116-075	116-219	117-226
S4	115-143	115-287	117-156

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%	0-303	0.8%	52%	False	False	251,355
10	118-260	115-275	2-305	2.5%	0-287	0.8%	70%	False	False	278,829
20	118-260	113-260	5-000	4.2%	0-268	0.7%	82%	False	False	197,133

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	121-158
2.618	120-067
1.618	119-135
1.000	118-299
0.618	118-203
HIGH	118-047
0.618	117-271
0.500	117-241
0.382	117-211
LOW	117-115
0.618	116-279
1.000	116-183
1.618	116-027
2.618	115-095
4.250	114-004

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	117-277	117-260
PP	117-259	117-224
S1	117-241	117-188

Download as Excel Spreadsheet

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

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