ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	115-310	115-210	-0-100	-0.3%	114-130
High	116-030	115-220	-0-130	-0.3%	116-070
Low	115-110	114-240	-0-190	-0.5%	114-120
Close	115-280	114-290	-0-310	-0.8%	115-280
Range	0-240	0-300	0-060	25.0%	1-270
ATR	0-229	0-239	0-009	4.1%	0-000
Volume	85,530	174,267	88,737	103.7%	272,514

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-297	117-113	115-135
R3	116-317	116-133	115-052
R2	116-017	116-017	115-025
R1	115-153	115-153	114-318	115-095
PP	115-037	115-037	115-037	115-008
S1	114-173	114-173	114-262	114-115
S2	114-057	114-057	114-235
S3	113-077	113-193	114-208
S4	112-097	112-213	114-125

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	114-210	1-180	1.4%	0-250	0.7%	16%	False	False	88,634
10	116-070	113-150	2-240	2.4%	0-226	0.6%	52%	False	False	47,437
20	116-070	110-290	5-100	4.6%	0-222	0.6%	75%	False	False	25,924

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-215
2.618	118-045
1.618	117-065
1.000	116-200
0.618	116-085
HIGH	115-220
0.618	115-105
0.500	115-070
0.382	115-035
LOW	114-240
0.618	114-055
1.000	113-260
1.618	113-075
2.618	112-095
4.250	110-245

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	115-070	115-155
PP	115-037	115-093
S1	115-003	115-032

Download as Excel Spreadsheet

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

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