ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	115-160	115-310	0-150	0.4%	114-130
High	116-070	116-030	-0-040	-0.1%	116-070
Low	115-090	115-110	0-020	0.1%	114-120
Close	115-290	115-280	-0-010	0.0%	115-280
Range	0-300	0-240	-0-060	-20.0%	1-270
ATR	0-229	0-229	0-001	0.4%	0-000
Volume	71,778	85,530	13,752	19.2%	272,514

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-007	117-223	116-092
R3	117-087	116-303	116-026
R2	116-167	116-167	116-004
R1	116-063	116-063	115-302	115-315
PP	115-247	115-247	115-247	115-212
S1	115-143	115-143	115-258	115-075
S2	115-007	115-007	115-236
S3	114-087	114-223	115-214
S4	113-167	113-303	115-148

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-007	120-093	116-284
R3	119-057	118-143	116-122
R2	117-107	117-107	116-068
R1	116-193	116-193	116-014	116-310
PP	115-157	115-157	115-157	115-215
S1	114-243	114-243	115-226	115-040
S2	113-207	113-207	115-172
S3	111-257	112-293	115-118
S4	109-307	111-023	114-276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-070	114-120	1-270	1.6%	0-216	0.6%	81%	False	False	54,502
10	116-070	112-260	3-130	2.9%	0-223	0.6%	90%	False	False	31,440
20	116-070	110-290	5-100	4.6%	0-217	0.6%	94%	False	False	17,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-090
2.618	118-018
1.618	117-098
1.000	116-270
0.618	116-178
HIGH	116-030
0.618	115-258
0.500	115-230
0.382	115-202
LOW	115-110
0.618	114-282
1.000	114-190
1.618	114-042
2.618	113-122
4.250	112-050

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	115-263	115-237
PP	115-247	115-193
S1	115-230	115-150

Download as Excel Spreadsheet

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

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