ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 05-Nov-2008

Day Change Summary
	Previous	Current
	04-Nov-2008	05-Nov-2008	Change	Change %	Previous Week
Open	111-200	112-280	1-080	1.1%	113-230
High	113-080	113-180	0-100	0.3%	113-260
Low	111-130	112-190	1-060	1.1%	111-010
Close	112-310	113-060	0-070	0.2%	111-020
Range	1-270	0-310	-0-280	-47.5%	2-250
ATR	1-060	1-055	-0-005	-1.3%	0-000
Volume	395	2,917	2,522	638.5%	707

Daily Pivots for day following 05-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-007	115-183	113-230
R3	115-017	114-193	113-145
R2	114-027	114-027	113-117
R1	113-203	113-203	113-088	113-275
PP	113-037	113-037	113-037	113-072
S1	112-213	112-213	113-032	112-285
S2	112-047	112-047	113-003
S3	111-057	111-223	112-295
S4	110-067	110-233	112-210

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-100	118-150	112-190
R3	117-170	115-220	111-265
R2	114-240	114-240	111-183
R1	112-290	112-290	111-102	112-140
PP	111-310	111-310	111-310	111-235
S1	110-040	110-040	110-258	109-210
S2	109-060	109-060	110-177
S3	106-130	107-110	110-095
S4	103-200	104-180	109-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-180	110-310	2-190	2.3%	1-068	1.1%	86%	True	False	847
10	114-150	110-310	3-160	3.1%	1-067	1.1%	63%	False	False	600

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	0-084
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-218
2.618	116-032
1.618	115-042
1.000	114-170
0.618	114-052
HIGH	113-180
0.618	113-062
0.500	113-025
0.382	112-308
LOW	112-190
0.618	111-318
1.000	111-200
1.618	111-008
2.618	110-018
4.250	108-152

Fisher Pivots for day following 05-Nov-2008
Pivot	1 day	3 day
R1	113-048	112-282
PP	113-037	112-183
S1	113-025	112-085

Download as Excel Spreadsheet

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

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