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

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

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