ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 115-160 115-310 0-150 0.4% 114-130
High 116-070 116-030 -0-040 -0.1% 116-070
Low 115-090 115-110 0-020 0.1% 114-120
Close 115-290 115-280 -0-010 0.0% 115-280
Range 0-300 0-240 -0-060 -20.0% 1-270
ATR 0-229 0-229 0-001 0.4% 0-000
Volume 71,778 85,530 13,752 19.2% 272,514
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-007 117-223 116-092
R3 117-087 116-303 116-026
R2 116-167 116-167 116-004
R1 116-063 116-063 115-302 115-315
PP 115-247 115-247 115-247 115-212
S1 115-143 115-143 115-258 115-075
S2 115-007 115-007 115-236
S3 114-087 114-223 115-214
S4 113-167 113-303 115-148
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
5 116-070 114-120 1-270 1.6% 0-216 0.6% 81% False False 54,502
10 116-070 112-260 3-130 2.9% 0-223 0.6% 90% False False 31,440
20 116-070 110-290 5-100 4.6% 0-217 0.6% 94% False False 17,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-090
2.618 118-018
1.618 117-098
1.000 116-270
0.618 116-178
HIGH 116-030
0.618 115-258
0.500 115-230
0.382 115-202
LOW 115-110
0.618 114-282
1.000 114-190
1.618 114-042
2.618 113-122
4.250 112-050
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 115-263 115-237
PP 115-247 115-193
S1 115-230 115-150

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

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