ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 04-Nov-2008

Day Change Summary
	Previous	Current
	03-Nov-2008	04-Nov-2008	Change	Change %	Previous Week
Open	111-270	112-070	0-120	0.3%	112-040
High	111-300	113-020	1-040	1.0%	112-190
Low	111-270	112-000	0-050	0.1%	110-290
Close	111-270	112-290	1-020	0.9%	111-000
Range	0-030	1-020	0-310	1,033.3%	1-220
ATR
Volume	2,429	2,967	538	22.1%	5,021

Daily Pivots for day following 04-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-270	115-140	113-157
R3	114-250	114-120	113-064
R2	113-230	113-230	113-032
R1	113-100	113-100	113-001	113-165
PP	112-210	112-210	112-210	112-242
S1	112-080	112-080	112-259	112-145
S2	111-190	111-190	112-228
S3	110-170	111-060	112-196
S4	109-150	110-040	112-103

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-180	115-150	111-297
R3	114-280	113-250	111-148
R2	113-060	113-060	111-099
R1	112-030	112-030	111-050	111-255
PP	111-160	111-160	111-160	111-112
S1	110-130	110-130	110-270	110-035
S2	109-260	109-260	110-221
S3	108-040	108-230	110-172
S4	106-140	107-010	110-023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-020	110-290	2-050	1.9%	0-228	0.6%	93%	True	False	1,639
10	113-020	110-290	2-050	1.9%	0-211	0.6%	93%	True	False	1,112

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	0-044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-185
2.618	115-270
1.618	114-250
1.000	114-040
0.618	113-230
HIGH	113-020
0.618	112-210
0.500	112-170
0.382	112-130
LOW	112-000
0.618	111-110
1.000	110-300
1.618	110-090
2.618	109-070
4.250	107-155

Fisher Pivots for day following 04-Nov-2008
Pivot	1 day	3 day
R1	112-250	112-192
PP	112-210	112-093
S1	112-170	111-315

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols