ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 112-000 112-200 0-200 0.6% 113-230
High 112-050 112-260 0-210 0.6% 113-260
Low 111-140 111-010 -0-130 -0.4% 111-010
Close 111-200 111-020 -0-180 -0.5% 111-020
Range 0-230 1-250 1-020 147.8% 2-250
ATR 0-000 1-054 1-054 0-000
Volume 138 139 1 0.7% 707
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-313 115-257 112-014
R3 115-063 114-007 111-177
R2 113-133 113-133 111-124
R1 112-077 112-077 111-072 111-300
PP 111-203 111-203 111-203 111-155
S1 110-147 110-147 110-288 110-050
S2 109-273 109-273 110-236
S3 108-023 108-217 110-183
S4 106-093 106-287 110-026
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 120-100 118-150 112-190
R3 117-170 115-220 111-265
R2 114-240 114-240 111-183
R1 112-290 112-290 111-102 112-140
PP 111-310 111-310 111-310 111-235
S1 110-040 110-040 110-258 109-210
S2 109-060 109-060 110-177
S3 106-130 107-110 110-095
S4 103-200 104-180 109-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-260 111-010 2-250 2.5% 1-060 1.1% 1% False True 141
10 114-150 110-020 4-130 4.0% 1-071 1.1% 23% False False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-090
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 120-122
2.618 117-152
1.618 115-222
1.000 114-190
0.618 113-292
HIGH 112-260
0.618 112-042
0.500 111-295
0.382 111-228
LOW 111-010
0.618 109-298
1.000 109-080
1.618 108-048
2.618 106-118
4.250 103-148
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 111-295 112-035
PP 111-203 111-243
S1 111-112 111-132

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

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