ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	121-040	122-045	1-005	0.8%	120-015
High	122-240	123-055	0-135	0.3%	123-055
Low	120-305	121-280	0-295	0.8%	119-075
Close	122-115	122-285	0-170	0.4%	122-285
Range	1-255	1-095	-0-160	-27.8%	3-300
ATR	1-157	1-152	-0-004	-0.9%	0-000
Volume	921,709	588,171	-333,538	-36.2%	2,791,846

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-172	126-003	123-193
R3	125-077	124-228	123-079
R2	123-302	123-302	123-041
R1	123-133	123-133	123-003	123-218
PP	122-207	122-207	122-207	122-249
S1	122-038	122-038	122-247	122-122
S2	121-112	121-112	122-209
S3	120-017	120-263	122-171
S4	118-242	119-168	122-057

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	133-185	132-055	125-018
R3	129-205	128-075	123-312
R2	125-225	125-225	123-196
R1	124-095	124-095	123-080	125-000
PP	121-245	121-245	121-245	122-038
S1	120-115	120-115	122-170	121-020
S2	117-265	117-265	122-054
S3	113-285	116-135	121-258
S4	109-305	112-155	120-232

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123-055	119-075	3-300	3.2%	1-201	1.3%	93%	True	False	755,559
10	123-055	116-035	7-020	5.7%	1-162	1.2%	96%	True	False	660,314
20	123-055	112-275	10-100	8.4%	1-127	1.1%	97%	True	False	545,441
40	123-055	111-125	11-250	9.6%	1-149	1.2%	98%	True	False	603,082
60	123-055	111-125	11-250	9.6%	1-159	1.2%	98%	True	False	756,369
80	123-055	111-125	11-250	9.6%	1-102	1.1%	98%	True	False	635,242
100	123-055	111-125	11-250	9.6%	1-072	1.0%	98%	True	False	509,154
120	123-055	109-270	13-105	10.8%	1-034	0.9%	98%	True	False	424,322

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	0-049
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-219
2.618	126-181
1.618	125-086
1.000	124-150
0.618	123-311
HIGH	123-055
0.618	122-216
0.500	122-168
0.382	122-119
LOW	121-280
0.618	121-024
1.000	120-185
1.618	119-249
2.618	118-154
4.250	116-116

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	122-246	122-115
PP	122-207	121-265
S1	122-168	121-095

Download as Excel Spreadsheet

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

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