ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	112-260	113-250	0-310	0.9%	111-270
High	113-210	113-250	0-040	0.1%	113-210
Low	112-260	113-150	0-210	0.6%	111-270
Close	113-160	113-210	0-050	0.1%	113-040
Range	0-270	0-100	-0-170	-63.0%	1-260
ATR	0-232	0-223	-0-009	-4.1%	0-000
Volume	14,295	11,932	-2,363	-16.5%	26,204

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-183	114-137	113-265
R3	114-083	114-037	113-238
R2	113-303	113-303	113-228
R1	113-257	113-257	113-219	113-230
PP	113-203	113-203	113-203	113-190
S1	113-157	113-157	113-201	113-130
S2	113-103	113-103	113-192
S3	113-003	113-057	113-182
S4	112-223	112-277	113-155

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	113-250	112-260	0-310	0.9%	0-184	0.5%	87%	True	False	9,407
10	113-250	110-290	2-280	2.5%	0-206	0.6%	96%	True	False	5,523

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115-035
2.618	114-192
1.618	114-092
1.000	114-030
0.618	113-312
HIGH	113-250
0.618	113-212
0.500	113-200
0.382	113-188
LOW	113-150
0.618	113-088
1.000	113-050
1.618	112-308
2.618	112-208
4.250	112-045

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	113-207	113-172
PP	113-203	113-133
S1	113-200	113-095

Download as Excel Spreadsheet

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

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