ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Nov-2008

Day Change Summary
	Previous	Current
	17-Nov-2008	18-Nov-2008	Change	Change %	Previous Week
Open	115-040	115-130	0-090	0.2%	112-110
High	115-140	116-120	0-300	0.8%	115-100
Low	114-260	115-120	0-180	0.5%	111-310
Close	115-070	116-070	1-000	0.9%	114-240
Range	0-200	1-000	0-120	60.0%	3-110
ATR	1-043	1-044	0-000	0.1%	0-000
Volume	8,654	30,029	21,375	247.0%	52,258

Daily Pivots for day following 18-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-317	118-193	116-246
R3	117-317	117-193	116-158
R2	116-317	116-317	116-129
R1	116-193	116-193	116-099	116-255
PP	115-317	115-317	115-317	116-028
S1	115-193	115-193	116-041	115-255
S2	114-317	114-317	116-011
S3	113-317	114-193	115-302
S4	112-317	113-193	115-214

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	116-120	113-140	2-300	2.5%	1-034	1.0%	95%	True	False	14,318
10	116-120	111-310	4-130	3.8%	1-018	0.9%	96%	True	False	9,952
20	116-120	110-310	5-130	4.7%	1-044	1.0%	97%	True	False	5,134

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	0-081
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-200
2.618	118-318
1.618	117-318
1.000	117-120
0.618	116-318
HIGH	116-120
0.618	115-318
0.500	115-280
0.382	115-242
LOW	115-120
0.618	114-242
1.000	114-120
1.618	113-242
2.618	112-242
4.250	111-040

Fisher Pivots for day following 18-Nov-2008
Pivot	1 day	3 day
R1	116-033	115-277
PP	115-317	115-163
S1	115-280	115-050

Download as Excel Spreadsheet

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

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