ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	114-130	114-250	0-120	0.3%	112-260
High	114-250	115-050	0-120	0.3%	114-210
Low	114-120	114-210	0-090	0.2%	112-260
Close	114-200	115-010	0-130	0.4%	114-090
Range	0-130	0-160	0-030	23.1%	1-270
ATR	0-225	0-221	-0-004	-1.7%	0-000
Volume	3,609	29,280	25,671	711.3%	41,892

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-143	116-077	115-098
R3	115-303	115-237	115-054
R2	115-143	115-143	115-039
R1	115-077	115-077	115-025	115-110
PP	114-303	114-303	114-303	115-000
S1	114-237	114-237	114-315	114-270
S2	114-143	114-143	114-301
S3	113-303	114-077	114-286
S4	113-143	113-237	114-242

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	115-050	113-150	1-220	1.5%	0-214	0.6%	93%	True	False	9,710
10	115-050	112-260	2-110	2.0%	0-199	0.5%	95%	True	False	9,558
20	115-050	110-290	4-080	3.7%	0-205	0.6%	97%	True	False	5,335

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-090
2.618	116-149
1.618	115-309
1.000	115-210
0.618	115-149
HIGH	115-050
0.618	114-309
0.500	114-290
0.382	114-271
LOW	114-210
0.618	114-111
1.000	114-050
1.618	113-271
2.618	113-111
4.250	112-170

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	114-317	114-278
PP	114-303	114-227
S1	114-290	114-175

Download as Excel Spreadsheet

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

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