ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	113-150	114-140	0-310	0.9%	111-270
High	114-130	114-190	0-060	0.2%	113-210
Low	113-150	113-260	0-110	0.3%	111-270
Close	114-100	114-040	-0-060	-0.2%	113-040
Range	0-300	0-250	-0-050	-16.7%	1-260
ATR	0-228	0-230	0-002	0.7%	0-000
Volume	155	5,935	5,780	3,729.0%	26,204

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-167	116-033	114-178
R3	115-237	115-103	114-109
R2	114-307	114-307	114-086
R1	114-173	114-173	114-063	114-115
PP	114-057	114-057	114-057	114-028
S1	113-243	113-243	114-017	113-185
S2	113-127	113-127	113-314
S3	112-197	112-313	113-291
S4	111-267	112-063	113-222

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	114-190	112-260	1-250	1.6%	0-222	0.6%	74%	True	False	6,979
10	114-190	110-290	3-220	3.2%	0-225	0.6%	87%	True	False	5,868

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	True
Stretch	0-039
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-292
2.618	116-204
1.618	115-274
1.000	115-120
0.618	115-024
HIGH	114-190
0.618	114-094
0.500	114-065
0.382	114-036
LOW	113-260
0.618	113-106
1.000	113-010
1.618	112-176
2.618	111-246
4.250	110-158

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	114-065	114-030
PP	114-057	114-020
S1	114-048	114-010

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols