ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	114-250	115-040	0-110	0.3%	112-260
High	115-050	115-160	0-110	0.3%	114-210
Low	114-210	114-230	0-020	0.1%	112-260
Close	115-010	115-100	0-090	0.2%	114-090
Range	0-160	0-250	0-090	56.3%	1-270
ATR	0-221	0-223	0-002	0.9%	0-000
Volume	29,280	82,317	53,037	181.1%	41,892

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-167	117-063	115-238
R3	116-237	116-133	115-169
R2	115-307	115-307	115-146
R1	115-203	115-203	115-123	115-255
PP	115-057	115-057	115-057	115-082
S1	114-273	114-273	115-077	115-005
S2	114-127	114-127	115-054
S3	113-197	114-023	115-031
S4	112-267	113-093	114-282

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	115-160	113-260	1-220	1.5%	0-204	0.6%	89%	True	False	26,143
10	115-160	112-260	2-220	2.3%	0-206	0.6%	93%	True	False	16,717
20	115-160	110-290	4-190	4.0%	0-214	0.6%	96%	True	False	9,436

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-036
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-262
2.618	117-174
1.618	116-244
1.000	116-090
0.618	115-314
HIGH	115-160
0.618	115-064
0.500	115-035
0.382	115-006
LOW	114-230
0.618	114-076
1.000	113-300
1.618	113-146
2.618	112-216
4.250	111-128

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	115-078	115-060
PP	115-057	115-020
S1	115-035	114-300

Download as Excel Spreadsheet

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

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