ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 114-060 114-130 0-070 0.2% 112-260
High 114-210 114-250 0-040 0.1% 114-210
Low 113-300 114-120 0-140 0.4% 112-260
Close 114-090 114-200 0-110 0.3% 114-090
Range 0-230 0-130 -0-100 -43.5% 1-270
ATR 0-230 0-225 -0-005 -2.2% 0-000
Volume 9,575 3,609 -5,966 -62.3% 41,892
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-260 115-200 114-272
R3 115-130 115-070 114-236
R2 115-000 115-000 114-224
R1 114-260 114-260 114-212 114-290
PP 114-190 114-190 114-190 114-205
S1 114-130 114-130 114-188 114-160
S2 114-060 114-060 114-176
S3 113-250 114-000 114-164
S4 113-120 113-190 114-128
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 119-143 118-227 115-094
R3 117-193 116-277 114-252
R2 115-243 115-243 114-198
R1 115-007 115-007 114-144 115-125
PP 113-293 113-293 113-293 114-032
S1 113-057 113-057 114-036 113-175
S2 112-023 112-023 113-302
S3 110-073 111-107 113-248
S4 108-123 109-157 113-086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-250 113-150 1-100 1.1% 0-202 0.6% 88% True False 6,241
10 114-250 112-000 2-250 2.4% 0-217 0.6% 94% True False 6,927
20 114-250 110-290 3-280 3.4% 0-198 0.5% 96% True False 3,885
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-162
2.618 115-270
1.618 115-140
1.000 115-060
0.618 115-010
HIGH 114-250
0.618 114-200
0.500 114-185
0.382 114-170
LOW 114-120
0.618 114-040
1.000 113-310
1.618 113-230
2.618 113-100
4.250 112-208
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 114-195 114-165
PP 114-190 114-130
S1 114-185 114-095

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

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