ECBOT 5 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	114-300	116-020	1-040	1.0%	114-130
High	116-090	116-120	0-030	0.1%	116-070
Low	114-290	115-250	0-280	0.8%	114-120
Close	116-020	116-080	0-060	0.2%	115-280
Range	1-120	0-190	-0-250	-56.8%	1-270
ATR	0-253	0-249	-0-005	-1.8%	0-000
Volume	257,833	434,263	176,430	68.4%	272,514

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-293	117-217	116-184
R3	117-103	117-027	116-132
R2	116-233	116-233	116-115
R1	116-157	116-157	116-097	116-195
PP	116-043	116-043	116-043	116-062
S1	115-287	115-287	116-063	116-005
S2	115-173	115-173	116-045
S3	114-303	115-097	116-028
S4	114-113	114-227	115-296

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	116-120	114-240	1-200	1.4%	0-294	0.8%	92%	True	False	204,734
10	116-120	113-260	2-180	2.2%	0-249	0.7%	95%	True	False	115,438
20	116-120	110-290	5-150	4.7%	0-232	0.6%	98%	True	False	60,417

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-052
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-288
2.618	117-297
1.618	117-107
1.000	116-310
0.618	116-237
HIGH	116-120
0.618	116-047
0.500	116-025
0.382	116-003
LOW	115-250
0.618	115-133
1.000	115-060
1.618	114-263
2.618	114-073
4.250	113-082

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	116-062	116-007
PP	116-043	115-253
S1	116-025	115-180

Download as Excel Spreadsheet

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

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