ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	114-140	114-060	-0-080	-0.2%	112-260
High	114-190	114-210	0-020	0.1%	114-210
Low	113-260	113-300	0-040	0.1%	112-260
Close	114-040	114-090	0-050	0.1%	114-090
Range	0-250	0-230	-0-020	-8.0%	1-270
ATR	0-230	0-230	0-000	0.0%	0-000
Volume	5,935	9,575	3,640	61.3%	41,892

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-143	116-027	114-216
R3	115-233	115-117	114-153
R2	115-003	115-003	114-132
R1	114-207	114-207	114-111	114-265
PP	114-093	114-093	114-093	114-122
S1	113-297	113-297	114-069	114-035
S2	113-183	113-183	114-048
S3	112-273	113-067	114-027
S4	112-043	112-157	113-284

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-143	118-227	115-094
R3	117-193	116-277	114-252
R2	115-243	115-243	114-198
R1	115-007	115-007	114-144	115-125
PP	113-293	113-293	113-293	114-032
S1	113-057	113-057	114-036	113-175
S2	112-023	112-023	113-302
S3	110-073	111-107	113-248
S4	108-123	109-157	113-086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-210	112-260	1-270	1.6%	0-230	0.6%	80%	True	False	8,378
10	114-210	111-270	2-260	2.5%	0-207	0.6%	87%	True	False	6,809
20	114-210	110-240	3-290	3.4%	0-200	0.5%	90%	True	False	3,716

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	False
Stretch	0-031
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-228
2.618	116-172
1.618	115-262
1.000	115-120
0.618	115-032
HIGH	114-210
0.618	114-122
0.500	114-095
0.382	114-068
LOW	113-300
0.618	113-158
1.000	113-070
1.618	112-248
2.618	112-018
4.250	110-282

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	114-095	114-067
PP	114-093	114-043
S1	114-092	114-020

Download as Excel Spreadsheet

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

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