ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	114-060	114-130	0-070	0.2%	112-260
High	114-210	114-250	0-040	0.1%	114-210
Low	113-300	114-120	0-140	0.4%	112-260
Close	114-090	114-200	0-110	0.3%	114-090
Range	0-230	0-130	-0-100	-43.5%	1-270
ATR	0-230	0-225	-0-005	-2.2%	0-000
Volume	9,575	3,609	-5,966	-62.3%	41,892

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-260	115-200	114-272
R3	115-130	115-070	114-236
R2	115-000	115-000	114-224
R1	114-260	114-260	114-212	114-290
PP	114-190	114-190	114-190	114-205
S1	114-130	114-130	114-188	114-160
S2	114-060	114-060	114-176
S3	113-250	114-000	114-164
S4	113-120	113-190	114-128

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	114-250	113-150	1-100	1.1%	0-202	0.6%	88%	True	False	6,241
10	114-250	112-000	2-250	2.4%	0-217	0.6%	94%	True	False	6,927
20	114-250	110-290	3-280	3.4%	0-198	0.5%	96%	True	False	3,885

Crabel Price Patterns
NR	True
NR4	True
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	0-032
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-162
2.618	115-270
1.618	115-140
1.000	115-060
0.618	115-010
HIGH	114-250
0.618	114-200
0.500	114-185
0.382	114-170
LOW	114-120
0.618	114-040
1.000	113-310
1.618	113-230
2.618	113-100
4.250	112-208

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	114-195	114-165
PP	114-190	114-130
S1	114-185	114-095

Download as Excel Spreadsheet

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

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