ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 116-020 116-090 0-070 0.2% 114-130
High 116-120 116-110 -0-010 0.0% 116-070
Low 115-250 115-290 0-040 0.1% 114-120
Close 116-080 116-010 -0-070 -0.2% 115-280
Range 0-190 0-140 -0-050 -26.3% 1-270
ATR 0-249 0-241 -0-008 -3.1% 0-000
Volume 434,263 434,263 0 0.0% 272,514
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 117-130 117-050 116-087
R3 116-310 116-230 116-048
R2 116-170 116-170 116-036
R1 116-090 116-090 116-023 116-060
PP 116-030 116-030 116-030 116-015
S1 115-270 115-270 115-317 115-240
S2 115-210 115-210 115-304
S3 115-070 115-130 115-292
S4 114-250 114-310 115-253
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% 0-262 0.7% 79% False False 277,231
10 116-120 113-300 2-140 2.1% 0-238 0.6% 86% False False 158,271
20 116-120 110-290 5-150 4.7% 0-232 0.6% 94% False False 82,069
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-065
2.618 117-157
1.618 117-017
1.000 116-250
0.618 116-197
HIGH 116-110
0.618 116-057
0.500 116-040
0.382 116-023
LOW 115-290
0.618 115-203
1.000 115-150
1.618 115-063
2.618 114-243
4.250 114-015
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 116-040 115-288
PP 116-030 115-247
S1 116-020 115-205

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

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