ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 113-200 112-110 -1-090 -1.1% 110-100
High 113-200 113-060 -0-140 -0.4% 114-150
Low 112-090 112-000 -0-090 -0.3% 110-020
Close 112-140 112-040 -0-100 -0.3% 113-060
Range 1-110 1-060 -0-050 -11.6% 4-130
ATR
Volume 121 224 103 85.1% 1,494
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-000 115-080 112-249
R3 114-260 114-020 112-144
R2 113-200 113-200 112-110
R1 112-280 112-280 112-075 112-210
PP 112-140 112-140 112-140 112-105
S1 111-220 111-220 112-005 111-150
S2 111-080 111-080 111-290
S3 110-020 110-160 111-256
S4 108-280 109-100 111-151
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 125-253 123-287 115-196
R3 121-123 119-157 114-128
R2 116-313 116-313 113-318
R1 115-027 115-027 113-189 116-010
PP 112-183 112-183 112-183 113-015
S1 110-217 110-217 112-251 111-200
S2 108-053 108-053 112-122
S3 103-243 106-087 111-312
S4 99-113 101-277 110-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-150 112-000 2-150 2.2% 1-066 1.1% 5% False True 353
10 114-150 109-250 4-220 4.2% 1-060 1.1% 50% False False 256
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 0-094
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-075
2.618 116-095
1.618 115-035
1.000 114-120
0.618 113-295
HIGH 113-060
0.618 112-235
0.500 112-190
0.382 112-145
LOW 112-000
0.618 111-085
1.000 110-260
1.618 110-025
2.618 108-285
4.250 106-305
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 112-190 112-290
PP 112-140 112-207
S1 112-090 112-123

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

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