ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 13-Nov-2008

Day Change Summary
	Previous	Current
	12-Nov-2008	13-Nov-2008	Change	Change %	Previous Week
Open	113-210	114-170	0-280	0.8%	111-130
High	114-220	115-010	0-110	0.3%	113-200
Low	113-140	113-240	0-100	0.3%	110-310
Close	114-140	114-060	-0-080	-0.2%	112-260
Range	1-080	1-090	0-010	2.5%	2-210
ATR	1-046	1-049	0-003	0.9%	0-000
Volume	736	10,044	9,308	1,264.7%	9,625

Daily Pivots for day following 13-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-053	117-147	114-286
R3	116-283	116-057	114-173
R2	115-193	115-193	114-135
R1	114-287	114-287	114-098	114-195
PP	114-103	114-103	114-103	114-058
S1	113-197	113-197	114-022	113-105
S2	113-013	113-013	113-305
S3	111-243	112-107	113-267
S4	110-153	111-017	113-154

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	115-010	111-310	3-020	2.7%	1-028	1.0%	72%	True	False	6,354
10	115-010	110-310	4-020	3.6%	1-062	1.0%	79%	True	False	3,989
20	115-010	109-250	5-080	4.6%	1-056	1.0%	84%	True	False	2,124

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-091
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-152
2.618	118-123
1.618	117-033
1.000	116-100
0.618	115-263
HIGH	115-010
0.618	114-173
0.500	114-125
0.382	114-077
LOW	113-240
0.618	112-307
1.000	112-150
1.618	111-217
2.618	110-127
4.250	108-098

Fisher Pivots for day following 13-Nov-2008
Pivot	1 day	3 day
R1	114-125	114-058
PP	114-103	114-057
S1	114-082	114-055

Download as Excel Spreadsheet

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

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