ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Nov-2008

Day Change Summary
	Previous	Current
	21-Nov-2008	24-Nov-2008	Change	Change %	Previous Week
Open	119-030	117-230	-1-120	-1.2%	115-040
High	119-030	118-010	-1-020	-0.9%	119-140
Low	117-180	116-310	-0-190	-0.5%	114-260
Close	118-070	117-030	-1-040	-1.0%	118-070
Range	1-170	1-020	-0-150	-30.6%	4-200
ATR	1-081	1-081	0-000	0.0%	0-000
Volume	174,499	130,933	-43,566	-25.0%	354,911

Daily Pivots for day following 24-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-177	119-283	117-217
R3	119-157	118-263	117-124
R2	118-137	118-137	117-092
R1	117-243	117-243	117-061	117-180
PP	117-117	117-117	117-117	117-085
S1	116-223	116-223	116-319	116-160
S2	116-097	116-097	116-288
S3	115-077	115-203	116-256
S4	114-057	114-183	116-163

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-117	129-133	120-244
R3	126-237	124-253	119-157
R2	122-037	122-037	119-021
R1	120-053	120-053	118-206	121-045
PP	117-157	117-157	117-157	117-312
S1	115-173	115-173	117-254	116-165
S2	112-277	112-277	117-119
S3	108-077	110-293	116-303
S4	103-197	106-093	115-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	115-120	4-020	3.5%	1-138	1.2%	42%	False	False	95,438
10	119-140	113-100	6-040	5.2%	1-070	1.0%	62%	False	False	52,320
20	119-140	110-310	8-150	7.2%	1-070	1.0%	72%	False	False	27,417

Crabel Price Patterns
NR	True
NR4	True
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	0-059
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-175
2.618	120-260
1.618	119-240
1.000	119-030
0.618	118-220
HIGH	118-010
0.618	117-200
0.500	117-160
0.382	117-120
LOW	116-310
0.618	116-100
1.000	115-290
1.618	115-080
2.618	114-060
4.250	112-145

Fisher Pivots for day following 24-Nov-2008
Pivot	1 day	3 day
R1	117-160	118-065
PP	117-117	117-267
S1	117-073	117-148

Download as Excel Spreadsheet

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

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