ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	119-175	121-125	1-270	1.5%	117-125
High	121-255	121-155	-0-100	-0.3%	121-255
Low	119-100	119-290	0-190	0.5%	116-305
Close	120-230	120-155	-0-075	-0.2%	120-155
Range	2-155	1-185	-0-290	-36.5%	4-270
ATR	1-126	1-131	0-004	0.9%	0-000
Volume	728,414	985,951	257,537	35.4%	3,167,055

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-115	124-160	121-113
R3	123-250	122-295	120-294
R2	122-065	122-065	120-248
R1	121-110	121-110	120-201	120-315
PP	120-200	120-200	120-200	120-142
S1	119-245	119-245	120-109	119-130
S2	119-015	119-015	120-062
S3	117-150	118-060	120-016
S4	115-285	116-195	119-197

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	134-088	132-072	123-048
R3	129-138	127-122	121-261
R2	124-188	124-188	121-119
R1	122-172	122-172	120-297	123-180
PP	119-238	119-238	119-238	120-082
S1	117-222	117-222	120-013	118-230
S2	114-288	114-288	119-191
S3	110-018	112-272	119-049
S4	105-068	108-002	117-262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-255	116-305	4-270	4.0%	1-135	1.2%	73%	False	False	633,411
10	121-255	114-125	7-130	6.1%	1-103	1.1%	82%	False	False	523,797
20	121-255	112-275	8-300	7.4%	1-100	1.1%	85%	False	False	515,905
40	121-255	111-125	10-130	8.6%	1-163	1.3%	87%	False	False	612,205
60	121-255	111-125	10-130	8.6%	1-143	1.2%	87%	False	False	768,138
80	121-255	111-125	10-130	8.6%	1-085	1.1%	87%	False	False	601,107
100	121-255	111-125	10-130	8.6%	1-061	1.0%	87%	False	False	481,260
120	121-255	109-270	11-305	9.9%	1-017	0.9%	89%	False	False	401,059

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-061
2.618	125-197
1.618	124-012
1.000	123-020
0.618	122-147
HIGH	121-155
0.618	120-282
0.500	120-222
0.382	120-163
LOW	119-290
0.618	118-298
1.000	118-105
1.618	117-113
2.618	115-248
4.250	113-064

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	120-222	120-112
PP	120-200	120-070
S1	120-178	120-028

Download as Excel Spreadsheet

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

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