ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Nov-2008

Day Change Summary
	Previous	Current
	11-Nov-2008	12-Nov-2008	Change	Change %	Previous Week
Open	113-250	113-150	-0-100	-0.3%	111-270
High	113-250	114-130	0-200	0.5%	113-210
Low	113-150	113-150	0-000	0.0%	111-270
Close	113-210	114-100	0-210	0.6%	113-040
Range	0-100	0-300	0-200	200.0%	1-260
ATR	0-223	0-228	0-006	2.5%	0-000
Volume	11,932	155	-11,777	-98.7%	26,204

Daily Pivots for day following 12-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-280	116-170	114-265
R3	115-300	115-190	114-182
R2	115-000	115-000	114-155
R1	114-210	114-210	114-128	114-265
PP	114-020	114-020	114-020	114-048
S1	113-230	113-230	114-072	113-285
S2	113-040	113-040	114-045
S3	112-060	112-250	114-018
S4	111-080	111-270	113-255

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	114-130	112-260	1-190	1.4%	0-208	0.6%	94%	True	False	7,292
10	114-130	110-290	3-160	3.1%	0-215	0.6%	97%	True	False	5,395

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-125
2.618	116-275
1.618	115-295
1.000	115-110
0.618	114-315
HIGH	114-130
0.618	114-015
0.500	113-300
0.382	113-265
LOW	113-150
0.618	112-285
1.000	112-170
1.618	111-305
2.618	111-005
4.250	109-155

Fisher Pivots for day following 12-Nov-2008
Pivot	1 day	3 day
R1	114-060	114-025
PP	114-020	113-270
S1	113-300	113-195

Download as Excel Spreadsheet

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

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