ECBOT 10 Year T-Note Future December 2008

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	119-150	121-040	1-210	1.4%	117-125
High	121-240	122-240	1-000	0.8%	121-255
Low	119-135	120-305	1-170	1.3%	116-305
Close	121-055	122-115	1-060	1.0%	120-155
Range	2-105	1-255	-0-170	-22.8%	4-270
ATR	1-149	1-157	0-008	1.6%	0-000
Volume	605,288	921,709	316,421	52.3%	3,167,055

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-132	126-218	123-111
R3	125-197	124-283	122-273
R2	123-262	123-262	122-220
R1	123-028	123-028	122-168	123-145
PP	122-007	122-007	122-007	122-065
S1	121-093	121-093	122-062	121-210
S2	120-072	120-072	122-010
S3	118-137	119-158	121-277
S4	116-202	117-223	121-119

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	134-088	132-072	123-048
R3	129-138	127-122	121-261
R2	124-188	124-188	121-119
R1	122-172	122-172	120-297	123-180
PP	119-238	119-238	119-238	120-082
S1	117-222	117-222	120-013	118-230
S2	114-288	114-288	119-191
S3	110-018	112-272	119-049
S4	105-068	108-002	117-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	122-240	119-075	3-165	2.9%	1-277	1.5%	89%	True	False	783,608
10	122-240	115-295	6-265	5.6%	1-165	1.2%	94%	True	False	651,048
20	122-240	112-275	9-285	8.1%	1-122	1.1%	96%	True	False	543,845
40	122-240	111-125	11-115	9.3%	1-146	1.2%	97%	True	False	608,077
60	122-240	111-125	11-115	9.3%	1-156	1.2%	97%	True	False	760,853
80	122-240	111-125	11-115	9.3%	1-100	1.1%	97%	True	False	628,054
100	122-240	111-125	11-115	9.3%	1-071	1.0%	97%	True	False	503,290
120	122-240	109-270	12-290	10.5%	1-031	0.9%	97%	True	False	419,421

Crabel Price Patterns
NR	True
NR4	False
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	0-057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-124
2.618	127-145
1.618	125-210
1.000	124-175
0.618	123-275
HIGH	122-240
0.618	122-020
0.500	121-272
0.382	121-205
LOW	120-305
0.618	119-270
1.000	119-050
1.618	118-015
2.618	116-080
4.250	113-101

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	122-061	121-289
PP	122-007	121-143
S1	121-272	120-318

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols