ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Nov-2008

Day Change Summary
	Previous	Current
	04-Nov-2008	05-Nov-2008	Change	Change %	Previous Week
Open	112-070	113-080	1-010	0.9%	112-040
High	113-020	113-130	0-110	0.3%	112-190
Low	112-000	112-270	0-270	0.8%	110-290
Close	112-290	113-070	0-100	0.3%	111-000
Range	1-020	0-180	-0-160	-47.1%	1-220
ATR	0-000	0-236	0-236		0-000
Volume	2,967	10,729	7,762	261.6%	5,021

Daily Pivots for day following 05-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-270	114-190	113-169
R3	114-090	114-010	113-120
R2	113-230	113-230	113-103
R1	113-150	113-150	113-086	113-100
PP	113-050	113-050	113-050	113-025
S1	112-290	112-290	113-054	112-240
S2	112-190	112-190	113-037
S3	112-010	112-110	113-020
S4	111-150	111-250	112-291

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	113-130	110-290	2-160	2.2%	0-222	0.6%	93%	True	False	3,499
10	113-130	110-290	2-160	2.2%	0-222	0.6%	93%	True	False	2,155

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	0-048
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-255
2.618	114-281
1.618	114-101
1.000	113-310
0.618	113-241
HIGH	113-130
0.618	113-061
0.500	113-040
0.382	113-019
LOW	112-270
0.618	112-159
1.000	112-090
1.618	111-299
2.618	111-119
4.250	110-145

Fisher Pivots for day following 05-Nov-2008
Pivot	1 day	3 day
R1	113-060	113-007
PP	113-050	112-263
S1	113-040	112-200

Download as Excel Spreadsheet

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

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