ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 118-175 118-052 -0-123 -0.3% 116-235
High 118-212 118-087 -0-125 -0.3% 118-245
Low 117-280 117-115 -0-165 -0.4% 116-175
Close 118-150 117-165 -0-305 -0.8% 118-150
Range 0-252 0-292 0-040 15.9% 2-070
ATR 0-273 0-279 0-006 2.1% 0-000
Volume 520,650 496,287 -24,363 -4.7% 1,819,446
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-145 119-287 118-006
R3 119-173 118-315 117-245
R2 118-201 118-201 117-219
R1 118-023 118-023 117-192 117-286
PP 117-229 117-229 117-229 117-200
S1 117-051 117-051 117-138 116-314
S2 116-257 116-257 117-111
S3 115-285 116-079 117-085
S4 114-313 115-107 117-004
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 124-187 123-238 119-220
R3 122-117 121-168 119-025
R2 120-047 120-047 118-280
R1 119-098 119-098 118-215 119-232
PP 117-297 117-297 117-297 118-044
S1 117-028 117-028 118-085 117-162
S2 115-227 115-227 118-020
S3 113-157 114-278 117-275
S4 111-087 112-208 117-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-245 116-290 1-275 1.6% 0-264 0.7% 33% False False 408,517
10 118-245 115-210 3-035 2.6% 0-239 0.6% 60% False False 320,756
20 118-245 113-017 5-228 4.9% 0-260 0.7% 78% False False 330,743
40 118-245 111-075 7-170 6.4% 0-298 0.8% 83% False False 403,015
60 118-245 111-062 7-183 6.4% 0-314 0.8% 83% False False 526,705
80 118-245 110-070 8-175 7.3% 0-274 0.7% 85% False False 425,815
100 118-245 109-050 9-195 8.2% 0-255 0.7% 87% False False 340,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-048
2.618 120-211
1.618 119-239
1.000 119-059
0.618 118-267
HIGH 118-087
0.618 117-295
0.500 117-261
0.382 117-227
LOW 117-115
0.618 116-255
1.000 116-143
1.618 115-283
2.618 114-311
4.250 113-154
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 117-261 118-020
PP 117-229 117-282
S1 117-197 117-223

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

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