ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	120-015	119-150	-0-185	-0.5%	117-125
High	120-120	121-240	1-120	1.1%	121-255
Low	119-075	119-135	0-060	0.2%	116-305
Close	119-125	121-055	1-250	1.5%	120-155
Range	1-045	2-105	1-060	104.1%	4-270
ATR	1-127	1-149	0-022	4.9%	0-000
Volume	676,678	605,288	-71,390	-10.6%	3,167,055

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-245	126-255	122-145
R3	125-140	124-150	121-260
R2	123-035	123-035	121-192
R1	122-045	122-045	121-123	122-200
PP	120-250	120-250	120-250	121-008
S1	119-260	119-260	120-307	120-095
S2	118-145	118-145	120-238
S3	116-040	117-155	120-170
S4	113-255	115-050	119-285

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	118-120	3-135	2.8%	1-241	1.4%	82%	False	False	713,121
10	121-255	115-190	6-065	5.1%	1-149	1.2%	90%	False	False	568,731
20	121-255	112-275	8-300	7.4%	1-114	1.1%	93%	False	False	528,064
40	121-255	111-125	10-130	8.6%	1-142	1.2%	94%	False	False	605,146
60	121-255	111-125	10-130	8.6%	1-150	1.2%	94%	False	False	765,019
80	121-255	111-125	10-130	8.6%	1-094	1.1%	94%	False	False	616,850
100	121-255	111-125	10-130	8.6%	1-067	1.0%	94%	False	False	494,074
120	121-255	109-270	11-305	9.9%	1-026	0.9%	95%	False	False	411,740

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-056
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-206
2.618	127-270
1.618	125-165
1.000	124-025
0.618	123-060
HIGH	121-240
0.618	120-275
0.500	120-188
0.382	120-100
LOW	119-135
0.618	117-315
1.000	117-030
1.618	115-210
2.618	113-105
4.250	109-169

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	120-312	120-302
PP	120-250	120-230
S1	120-188	120-158

Download as Excel Spreadsheet

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

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