ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	113-120	113-050	-0-070	-0.2%	111-270
High	113-150	113-210	0-060	0.2%	113-210
Low	112-290	113-020	0-050	0.1%	111-270
Close	113-120	113-040	-0-080	-0.2%	113-040
Range	0-180	0-190	0-010	5.6%	1-260
ATR	0-232	0-229	-0-003	-1.3%	0-000
Volume	7,501	2,578	-4,923	-65.6%	26,204

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-020	114-220	113-144
R3	114-150	114-030	113-092
R2	113-280	113-280	113-075
R1	113-160	113-160	113-057	113-125
PP	113-090	113-090	113-090	113-072
S1	112-290	112-290	113-023	112-255
S2	112-220	112-220	113-005
S3	112-030	112-100	112-308
S4	111-160	111-230	112-256

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-100	117-170	114-039
R3	116-160	115-230	113-200
R2	114-220	114-220	113-146
R1	113-290	113-290	113-093	114-095
PP	112-280	112-280	112-280	113-022
S1	112-030	112-030	112-307	112-155
S2	111-020	111-020	112-254
S3	109-080	110-090	112-200
S4	107-140	108-150	112-041

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-210	111-270	1-260	1.6%	0-184	0.5%	71%	True	False	5,240
10	113-210	110-290	2-240	2.4%	0-211	0.6%	81%	True	False	3,122

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	0-051
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-058
2.618	115-067
1.618	114-197
1.000	114-080
0.618	114-007
HIGH	113-210
0.618	113-137
0.500	113-115
0.382	113-093
LOW	113-020
0.618	112-223
1.000	112-150
1.618	112-033
2.618	111-163
4.250	110-172

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	113-115	113-080
PP	113-090	113-067
S1	113-065	113-053

Download as Excel Spreadsheet

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

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