ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 118-207 119-100 0-213 0.6% 118-052
High 119-140 120-267 1-127 1.2% 119-140
Low 118-132 119-067 0-255 0.7% 117-115
Close 119-110 120-152 1-042 0.9% 119-110
Range 1-008 1-200 0-192 58.5% 2-025
ATR 0-286 0-303 0-017 5.8% 0-000
Volume 393,942 133,508 -260,434 -66.1% 2,042,447
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-015 124-124 121-118
R3 123-135 122-244 120-295
R2 121-255 121-255 120-247
R1 121-044 121-044 120-200 121-150
PP 120-055 120-055 120-055 120-108
S1 119-164 119-164 120-104 119-270
S2 118-175 118-175 120-057
S3 116-295 117-284 120-009
S4 115-095 116-084 119-186
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 124-303 124-072 120-156
R3 122-278 122-047 119-293
R2 120-253 120-253 119-232
R1 120-022 120-022 119-171 120-138
PP 118-228 118-228 118-228 118-286
S1 117-317 117-317 119-049 118-112
S2 116-203 116-203 118-308
S3 114-178 115-292 118-247
S4 112-153 113-267 118-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-267 117-115 3-152 2.9% 1-032 0.9% 90% True False 435,191
10 120-267 116-175 4-092 3.6% 0-295 0.8% 92% True False 399,540
20 120-267 113-020 7-247 6.5% 0-281 0.7% 95% True False 342,092
40 120-267 111-075 9-192 8.0% 0-296 0.8% 96% True False 387,013
60 120-267 111-062 9-205 8.0% 1-002 0.8% 96% True False 516,514
80 120-267 110-180 10-087 8.5% 0-285 0.7% 97% True False 446,590
100 120-267 109-050 11-217 9.7% 0-264 0.7% 97% True False 357,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 127-237
2.618 125-028
1.618 123-148
1.000 122-147
0.618 121-268
HIGH 120-267
0.618 120-068
0.500 120-007
0.382 119-266
LOW 119-067
0.618 118-066
1.000 117-187
1.618 116-186
2.618 114-306
4.250 112-097
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 120-104 120-054
PP 120-055 119-276
S1 120-007 119-178

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

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