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

Download as Excel Spreadsheet

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

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