ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Nov-2008

Day Change Summary
	Previous	Current
	14-Nov-2008	17-Nov-2008	Change	Change %	Previous Week
Open	114-000	115-040	1-040	1.0%	112-110
High	115-100	115-140	0-040	0.1%	115-100
Low	113-300	114-260	0-280	0.8%	111-310
Close	114-240	115-070	0-150	0.4%	114-240
Range	1-120	0-200	-0-240	-54.5%	3-110
ATR	1-054	1-043	-0-011	-2.9%	0-000
Volume	22,130	8,654	-13,476	-60.9%	52,258

Daily Pivots for day following 17-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-010	116-240	115-180
R3	116-130	116-040	115-125
R2	115-250	115-250	115-107
R1	115-160	115-160	115-088	115-205
PP	115-050	115-050	115-050	115-072
S1	114-280	114-280	115-052	115-005
S2	114-170	114-170	115-033
S3	113-290	114-080	115-015
S4	113-090	113-200	114-280

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	115-140	113-100	2-040	1.8%	1-002	0.9%	90%	True	False	9,203
10	115-140	111-130	4-010	3.5%	1-045	1.0%	95%	True	False	6,988
20	115-140	110-310	4-150	3.9%	1-047	1.0%	95%	True	False	3,635

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-087
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-030
2.618	117-024
1.618	116-144
1.000	116-020
0.618	115-264
HIGH	115-140
0.618	115-064
0.500	115-040
0.382	115-016
LOW	114-260
0.618	114-136
1.000	114-060
1.618	113-256
2.618	113-056
4.250	112-050

Fisher Pivots for day following 17-Nov-2008
Pivot	1 day	3 day
R1	115-060	115-003
PP	115-050	114-257
S1	115-040	114-190

Download as Excel Spreadsheet

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

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