ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 112-280 113-160 0-200 0.6% 113-230
High 113-180 113-200 0-020 0.1% 113-260
Low 112-190 112-150 -0-040 -0.1% 111-010
Close 113-060 113-040 -0-020 -0.1% 111-020
Range 0-310 1-050 0-060 19.4% 2-250
ATR 1-055 1-055 0-000 -0.1% 0-000
Volume 2,917 4,018 1,101 37.7% 707
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 116-173 115-317 113-244
R3 115-123 114-267 113-142
R2 114-073 114-073 113-108
R1 113-217 113-217 113-074 113-120
PP 113-023 113-023 113-023 112-295
S1 112-167 112-167 113-006 112-070
S2 111-293 111-293 112-292
S3 110-243 111-117 112-258
S4 109-193 110-067 112-156
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
5 113-200 110-310 2-210 2.3% 1-096 1.1% 81% True False 1,623
10 114-150 110-310 3-160 3.1% 1-066 1.1% 62% False False 996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-172
2.618 116-209
1.618 115-159
1.000 114-250
0.618 114-109
HIGH 113-200
0.618 113-059
0.500 113-015
0.382 112-291
LOW 112-150
0.618 111-241
1.000 111-100
1.618 110-191
2.618 109-141
4.250 107-178
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 113-032 112-295
PP 113-023 112-230
S1 113-015 112-165

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

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