ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	115-210	114-300	-0-230	-0.6%	114-130
High	115-220	116-090	0-190	0.5%	116-070
Low	114-240	114-290	0-050	0.1%	114-120
Close	114-290	116-020	1-050	1.0%	115-280
Range	0-300	1-120	0-140	46.7%	1-270
ATR	0-239	0-253	0-014	6.0%	0-000
Volume	174,267	257,833	83,566	48.0%	272,514

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-280	119-110	116-262
R3	118-160	117-310	116-141
R2	117-040	117-040	116-101
R1	116-190	116-190	116-060	116-275
PP	115-240	115-240	115-240	115-282
S1	115-070	115-070	115-300	115-155
S2	114-120	114-120	115-259
S3	113-000	113-270	115-219
S4	111-200	112-150	115-098

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	116-090	114-230	1-180	1.3%	0-306	0.8%	86%	True	False	134,345
10	116-090	113-150	2-260	2.4%	0-260	0.7%	92%	True	False	72,027
20	116-090	110-290	5-120	4.6%	0-233	0.6%	96%	True	False	38,775

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	122-040
2.618	119-282
1.618	118-162
1.000	117-210
0.618	117-042
HIGH	116-090
0.618	115-242
0.500	115-190
0.382	115-138
LOW	114-290
0.618	114-018
1.000	113-170
1.618	112-218
2.618	111-098
4.250	109-020

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	115-290	115-282
PP	115-240	115-223
S1	115-190	115-165

Download as Excel Spreadsheet

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

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