ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 07-Nov-2008

Day Change Summary
	Previous	Current
	06-Nov-2008	07-Nov-2008	Change	Change %	Previous Week
Open	113-160	113-030	-0-130	-0.4%	111-130
High	113-200	113-180	-0-020	-0.1%	113-200
Low	112-150	112-200	0-050	0.1%	110-310
Close	113-040	112-260	-0-100	-0.3%	112-260
Range	1-050	0-300	-0-070	-18.9%	2-210
ATR	1-055	1-049	-0-005	-1.4%	0-000
Volume	4,018	1,645	-2,373	-59.1%	9,625

Daily Pivots for day following 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-260	115-080	113-105
R3	114-280	114-100	113-022
R2	113-300	113-300	112-315
R1	113-120	113-120	112-288	113-060
PP	113-000	113-000	113-000	112-290
S1	112-140	112-140	112-232	112-080
S2	112-020	112-020	112-205
S3	111-040	111-160	112-178
S4	110-060	110-180	112-095

Weekly Pivots for week ending 07-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-140	119-090	114-088
R3	117-250	116-200	113-174
R2	115-040	115-040	113-096
R1	113-310	113-310	113-018	114-175
PP	112-150	112-150	112-150	112-242
S1	111-100	111-100	112-182	111-285
S2	109-260	109-260	112-104
S3	107-050	108-210	112-026
S4	104-160	106-000	111-112

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	2.4%	1-042	1.0%	69%	False	False	1,925
10	113-260	110-310	2-270	2.5%	1-051	1.0%	65%	False	False	1,033

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-070
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-175
2.618	116-005
1.618	115-025
1.000	114-160
0.618	114-045
HIGH	113-180
0.618	113-065
0.500	113-030
0.382	112-315
LOW	112-200
0.618	112-015
1.000	111-220
1.618	111-035
2.618	110-055
4.250	108-205

Fisher Pivots for day following 07-Nov-2008
Pivot	1 day	3 day
R1	113-030	113-015
PP	113-000	112-310
S1	112-290	112-285

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols