ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 10-Nov-2008

Day Change Summary
	Previous	Current
	07-Nov-2008	10-Nov-2008	Change	Change %	Previous Week
Open	113-050	112-260	-0-110	-0.3%	111-270
High	113-210	113-210	0-000	0.0%	113-210
Low	113-020	112-260	-0-080	-0.2%	111-270
Close	113-040	113-160	0-120	0.3%	113-040
Range	0-190	0-270	0-080	42.1%	1-260
ATR	0-229	0-232	0-003	1.3%	0-000
Volume	2,578	14,295	11,717	454.5%	26,204

Daily Pivots for day following 10-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-273	115-167	113-308
R3	115-003	114-217	113-234
R2	114-053	114-053	113-210
R1	113-267	113-267	113-185	114-000
PP	113-103	113-103	113-103	113-130
S1	112-317	112-317	113-135	113-050
S2	112-153	112-153	113-110
S3	111-203	112-047	113-086
S4	110-253	111-097	113-012

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	112-000	1-210	1.5%	0-232	0.6%	91%	True	False	7,614
10	113-210	110-290	2-240	2.4%	0-218	0.6%	94%	True	False	4,410

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-046
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-078
2.618	115-277
1.618	115-007
1.000	114-160
0.618	114-057
HIGH	113-210
0.618	113-107
0.500	113-075
0.382	113-043
LOW	112-260
0.618	112-093
1.000	111-310
1.618	111-143
2.618	110-193
4.250	109-072

Fisher Pivots for day following 10-Nov-2008
Pivot	1 day	3 day
R1	113-132	113-132
PP	113-103	113-103
S1	113-075	113-075

Download as Excel Spreadsheet

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

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