ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 11-Nov-2008

Day Change Summary
	Previous	Current
	10-Nov-2008	11-Nov-2008	Change	Change %	Previous Week
Open	112-110	113-150	1-040	1.0%	111-130
High	113-140	113-260	0-120	0.3%	113-200
Low	111-310	113-100	1-110	1.2%	110-310
Close	113-070	113-230	0-160	0.4%	112-260
Range	1-150	0-160	-0-310	-66.0%	2-210
ATR	1-057	1-043	-0-013	-3.5%	0-000
Volume	14,893	4,455	-10,438	-70.1%	9,625

Daily Pivots for day following 11-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-037	114-293	113-318
R3	114-197	114-133	113-274
R2	114-037	114-037	113-259
R1	113-293	113-293	113-245	114-005
PP	113-197	113-197	113-197	113-212
S1	113-133	113-133	113-215	113-165
S2	113-037	113-037	113-201
S3	112-197	112-293	113-186
S4	112-037	112-133	113-142

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-140	119-090	114-088
R3	117-250	116-200	113-174
R2	115-040	115-040	113-096
R1	113-310	113-310	113-018	114-175
PP	112-150	112-150	112-150	112-242
S1	111-100	111-100	112-182	111-285
S2	109-260	109-260	112-104
S3	107-050	108-210	112-026
S4	104-160	106-000	111-112

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-260	111-310	1-270	1.6%	1-002	0.9%	95%	True	False	5,585
10	113-260	110-310	2-270	2.5%	1-042	1.0%	97%	True	False	2,947
20	114-150	109-250	4-220	4.1%	1-048	1.0%	84%	False	False	1,590

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-084
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	115-300
2.618	115-039
1.618	114-199
1.000	114-100
0.618	114-039
HIGH	113-260
0.618	113-199
0.500	113-180
0.382	113-161
LOW	113-100
0.618	113-001
1.000	112-260
1.618	112-161
2.618	112-001
4.250	111-060

Fisher Pivots for day following 11-Nov-2008
Pivot	1 day	3 day
R1	113-213	113-142
PP	113-197	113-053
S1	113-180	112-285

Download as Excel Spreadsheet

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

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