ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 20-Nov-2008

Day Change Summary
	Previous	Current
	19-Nov-2008	20-Nov-2008	Change	Change %	Previous Week
Open	116-060	117-080	1-020	0.9%	112-110
High	117-100	119-140	2-040	1.8%	115-100
Low	116-050	117-010	0-280	0.8%	111-310
Close	116-310	118-120	1-130	1.2%	114-240
Range	1-050	2-130	1-080	108.1%	3-110
ATR	1-044	1-074	0-030	8.4%	0-000
Volume	65,114	76,615	11,501	17.7%	52,258

Daily Pivots for day following 20-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-160	124-110	119-224
R3	123-030	121-300	119-012
R2	120-220	120-220	118-261
R1	119-170	119-170	118-191	120-035
PP	118-090	118-090	118-090	118-182
S1	117-040	117-040	118-049	117-225
S2	115-280	115-280	117-299
S3	113-150	114-230	117-228
S4	111-020	112-100	117-016

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	119-140	113-300	5-160	4.6%	1-100	1.1%	81%	True	False	40,508
10	119-140	111-310	7-150	6.3%	1-064	1.0%	86%	True	False	23,431
20	119-140	110-310	8-150	7.2%	1-065	1.0%	87%	True	False	12,213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-076
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	129-212
2.618	125-236
1.618	123-106
1.000	121-270
0.618	120-296
HIGH	119-140
0.618	118-166
0.500	118-075
0.382	117-304
LOW	117-010
0.618	115-174
1.000	114-200
1.618	113-044
2.618	110-234
4.250	106-258

Fisher Pivots for day following 20-Nov-2008
Pivot	1 day	3 day
R1	118-105	118-017
PP	118-090	117-233
S1	118-075	117-130

Download as Excel Spreadsheet

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

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