ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 01-Dec-2008

Day Change Summary
	Previous	Current
	28-Nov-2008	01-Dec-2008	Change	Change %	Previous Week
Open	122-045	122-290	0-245	0.6%	120-015
High	123-055	125-225	2-170	2.1%	123-055
Low	121-280	122-225	0-265	0.7%	119-075
Close	122-285	124-265	1-300	1.6%	122-285
Range	1-095	3-000	1-225	131.3%	3-300
ATR	1-152	1-187	0-035	7.4%	0-000
Volume	588,171	124,842	-463,329	-78.8%	2,791,846

Daily Pivots for day following 01-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	133-132	132-038	126-153
R3	130-132	129-038	125-209
R2	127-132	127-132	125-121
R1	126-038	126-038	125-033	126-245
PP	124-132	124-132	124-132	124-235
S1	123-038	123-038	124-177	123-245
S2	121-132	121-132	124-089
S3	118-132	120-038	124-001
S4	115-132	117-038	123-057

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	133-185	132-055	125-018
R3	129-205	128-075	123-312
R2	125-225	125-225	123-196
R1	124-095	124-095	123-080	125-000
PP	121-245	121-245	121-245	122-038
S1	120-115	120-115	122-170	121-020
S2	117-265	117-265	122-054
S3	113-285	116-135	121-258
S4	109-305	112-155	120-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-225	119-075	6-150	5.2%	1-292	1.5%	86%	True	False	583,337
10	125-225	116-305	8-240	7.0%	1-214	1.3%	90%	True	False	608,374
20	125-225	112-275	12-270	10.3%	1-149	1.2%	93%	True	False	527,129
40	125-225	111-125	14-100	11.5%	1-159	1.2%	94%	True	False	588,051
60	125-225	111-125	14-100	11.5%	1-166	1.2%	94%	True	False	744,340
80	125-225	111-125	14-100	11.5%	1-109	1.1%	94%	True	False	636,645
100	125-225	111-125	14-100	11.5%	1-080	1.0%	94%	True	False	510,399
120	125-225	109-270	15-275	12.7%	1-041	0.9%	94%	True	False	425,362

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-055
Widest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	138-145
2.618	133-178
1.618	130-178
1.000	128-225
0.618	127-178
HIGH	125-225
0.618	124-178
0.500	124-065
0.382	123-272
LOW	122-225
0.618	120-272
1.000	119-225
1.618	117-272
2.618	114-272
4.250	109-305

Fisher Pivots for day following 01-Dec-2008
Pivot	1 day	3 day
R1	124-198	124-105
PP	124-132	123-265
S1	124-065	123-105

Download as Excel Spreadsheet

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

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