ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Nov-2008
Day Change Summary
Previous Current
07-Nov-2008 10-Nov-2008 Change Change % Previous Week
Open 113-030 112-110 -0-240 -0.7% 111-130
High 113-180 113-140 -0-040 -0.1% 113-200
Low 112-200 111-310 -0-210 -0.6% 110-310
Close 112-260 113-070 0-130 0.4% 112-260
Range 0-300 1-150 0-170 56.7% 2-210
ATR 1-049 1-057 0-007 1.9% 0-000
Volume 1,645 14,893 13,248 805.3% 9,625
Daily Pivots for day following 10-Nov-2008
Classic Woodie Camarilla DeMark
R4 117-090 116-230 114-008
R3 115-260 115-080 113-199
R2 114-110 114-110 113-156
R1 113-250 113-250 113-113 114-020
PP 112-280 112-280 112-280 113-005
S1 112-100 112-100 113-027 112-190
S2 111-130 111-130 112-304
S3 109-300 110-270 112-261
S4 108-150 109-120 112-132
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
5 113-200 111-130 2-070 2.0% 1-088 1.1% 82% False False 4,773
10 113-200 110-310 2-210 2.3% 1-069 1.1% 85% False False 2,514
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-079
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-218
2.618 117-090
1.618 115-260
1.000 114-290
0.618 114-110
HIGH 113-140
0.618 112-280
0.500 112-225
0.382 112-170
LOW 111-310
0.618 111-020
1.000 110-160
1.618 109-190
2.618 108-040
4.250 105-232
Fisher Pivots for day following 10-Nov-2008
Pivot 1 day 3 day
R1 113-015 113-025
PP 112-280 112-300
S1 112-225 112-255

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

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