ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 03-Nov-2008

Day Change Summary
	Previous	Current
	31-Oct-2008	03-Nov-2008	Change	Change %	Previous Week
Open	113-120	113-035	-0-085	-0.2%	115-110
High	114-220	113-290	-0-250	-0.7%	115-305
Low	113-010	112-275	-0-055	-0.2%	113-010
Close	113-025	113-255	0-230	0.6%	113-025
Range	1-210	1-015	-0-195	-36.8%	2-295
ATR	1-154	1-144	-0-010	-2.1%	0-000
Volume	491,083	603,764	112,681	22.9%	2,692,206

Daily Pivots for day following 03-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-212	116-088	114-119
R3	115-197	115-073	114-027
R2	114-182	114-182	113-316
R1	114-058	114-058	113-286	114-120
PP	113-167	113-167	113-167	113-198
S1	113-043	113-043	113-224	113-105
S2	112-152	112-152	113-194
S3	111-137	112-028	113-163
S4	110-122	111-013	113-071

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-252	120-273	114-219
R3	119-277	117-298	113-282
R2	116-302	116-302	113-196
R1	115-003	115-003	113-111	114-165
PP	114-007	114-007	114-007	113-248
S1	112-028	112-028	112-259	111-190
S2	111-032	111-032	112-174
S3	108-057	109-053	112-088
S4	105-082	106-078	111-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-145	112-275	2-190	2.3%	1-087	1.1%	36%	False	True	542,067
10	116-160	112-275	3-205	3.2%	1-101	1.2%	26%	False	True	559,985
20	118-020	111-125	6-215	5.9%	1-160	1.3%	36%	False	False	633,395
40	119-115	111-125	7-310	7.0%	1-169	1.3%	30%	False	False	837,168
60	119-115	111-125	7-310	7.0%	1-098	1.1%	30%	False	False	683,008
80	119-115	111-125	7-310	7.0%	1-061	1.0%	30%	False	False	513,735
100	119-115	109-270	9-165	8.4%	1-019	0.9%	42%	False	False	411,046

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	0-086
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-114
2.618	116-207
1.618	115-192
1.000	114-305
0.618	114-177
HIGH	113-290
0.618	113-162
0.500	113-122
0.382	113-083
LOW	112-275
0.618	112-068
1.000	111-260
1.618	111-053
2.618	110-038
4.250	108-131

Fisher Pivots for day following 03-Nov-2008
Pivot	1 day	3 day
R1	113-211	113-252
PP	113-167	113-250
S1	113-122	113-248

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