ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Nov-2008

Day Change Summary
	Previous	Current
	18-Nov-2008	19-Nov-2008	Change	Change %	Previous Week
Open	115-130	116-060	0-250	0.7%	112-110
High	116-120	117-100	0-300	0.8%	115-100
Low	115-120	116-050	0-250	0.7%	111-310
Close	116-070	116-310	0-240	0.6%	114-240
Range	1-000	1-050	0-050	15.6%	3-110
ATR	1-044	1-044	0-000	0.1%	0-000
Volume	30,029	65,114	35,085	116.8%	52,258

Daily Pivots for day following 19-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-090	119-250	117-194
R3	119-040	118-200	117-092
R2	117-310	117-310	117-058
R1	117-150	117-150	117-024	117-230
PP	116-260	116-260	116-260	116-300
S1	116-100	116-100	116-276	116-180
S2	115-210	115-210	116-242
S3	114-160	115-050	116-208
S4	113-110	114-000	116-106

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	117-100	113-240	3-180	3.0%	1-028	0.9%	90%	True	False	27,194
10	117-100	111-310	5-110	4.6%	1-024	0.9%	94%	True	False	16,171
20	117-100	110-310	6-110	5.4%	1-046	1.0%	95%	True	False	8,386

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	0-073
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	122-072
2.618	120-109
1.618	119-059
1.000	118-150
0.618	118-009
HIGH	117-100
0.618	116-279
0.500	116-235
0.382	116-191
LOW	116-050
0.618	115-141
1.000	115-000
1.618	114-091
2.618	113-041
4.250	111-078

Fisher Pivots for day following 19-Nov-2008
Pivot	1 day	3 day
R1	116-285	116-213
PP	116-260	116-117
S1	116-235	116-020

Download as Excel Spreadsheet

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

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