ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 14-Nov-2008

Day Change Summary
	Previous	Current
	13-Nov-2008	14-Nov-2008	Change	Change %	Previous Week
Open	114-170	114-000	-0-170	-0.5%	112-110
High	115-010	115-100	0-090	0.2%	115-100
Low	113-240	113-300	0-060	0.2%	111-310
Close	114-060	114-240	0-180	0.5%	114-240
Range	1-090	1-120	0-030	7.3%	3-110
ATR	1-049	1-054	0-005	1.4%	0-000
Volume	10,044	22,130	12,086	120.3%	52,258

Daily Pivots for day following 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-253	118-047	115-162
R3	117-133	116-247	115-041
R2	116-013	116-013	115-001
R1	115-127	115-127	114-280	115-230
PP	114-213	114-213	114-213	114-265
S1	114-007	114-007	114-200	114-110
S2	113-093	113-093	114-159
S3	111-293	112-207	114-119
S4	110-173	111-087	113-318

Weekly Pivots for week ending 14-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-013	122-237	116-188
R3	120-223	119-127	115-214
R2	117-113	117-113	115-116
R1	116-017	116-017	115-018	116-225
PP	114-003	114-003	114-003	114-108
S1	112-227	112-227	114-142	113-115
S2	110-213	110-213	114-044
S3	107-103	109-117	113-266
S4	103-313	106-007	112-292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-100	111-310	3-110	2.9%	1-056	1.0%	83%	True	False	10,451
10	115-100	110-310	4-110	3.8%	1-049	1.0%	87%	True	False	6,188
20	115-100	110-020	5-080	4.6%	1-060	1.0%	89%	True	False	3,204

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	0-087
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-050
2.618	118-292
1.618	117-172
1.000	116-220
0.618	116-052
HIGH	115-100
0.618	114-252
0.500	114-200
0.382	114-148
LOW	113-300
0.618	113-028
1.000	112-180
1.618	111-228
2.618	110-108
4.250	108-030

Fisher Pivots for day following 14-Nov-2008
Pivot	1 day	3 day
R1	114-227	114-200
PP	114-213	114-160
S1	114-200	114-120

Download as Excel Spreadsheet

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

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