ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 21-Nov-2008

Day Change Summary
	Previous	Current
	20-Nov-2008	21-Nov-2008	Change	Change %	Previous Week
Open	117-080	119-030	1-270	1.6%	115-040
High	119-140	119-030	-0-110	-0.3%	119-140
Low	117-010	117-180	0-170	0.5%	114-260
Close	118-120	118-070	-0-050	-0.1%	118-070
Range	2-130	1-170	-0-280	-36.4%	4-200
ATR	1-074	1-081	0-007	1.7%	0-000
Volume	76,615	174,499	97,884	127.8%	354,911

Daily Pivots for day following 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-283	122-027	119-020
R3	121-113	120-177	118-205
R2	119-263	119-263	118-160
R1	119-007	119-007	118-115	118-210
PP	118-093	118-093	118-093	118-035
S1	117-157	117-157	118-025	117-040
S2	116-243	116-243	117-300
S3	115-073	115-307	117-255
S4	113-223	114-137	117-120

Weekly Pivots for week ending 21-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-117	129-133	120-244
R3	126-237	124-253	119-157
R2	122-037	122-037	119-021
R1	120-053	120-053	118-206	121-045
PP	117-157	117-157	117-157	117-312
S1	115-173	115-173	117-254	116-165
S2	112-277	112-277	117-119
S3	108-077	110-293	116-303
S4	103-197	106-093	115-216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-140	114-260	4-200	3.9%	1-110	1.1%	74%	False	False	70,982
10	119-140	111-310	7-150	6.3%	1-083	1.1%	84%	False	False	40,716
20	119-140	110-310	8-150	7.2%	1-067	1.0%	86%	False	False	20,875

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	125-192
2.618	123-033
1.618	121-183
1.000	120-200
0.618	120-013
HIGH	119-030
0.618	118-163
0.500	118-105
0.382	118-047
LOW	117-180
0.618	116-197
1.000	116-010
1.618	115-027
2.618	113-177
4.250	111-018

Fisher Pivots for day following 21-Nov-2008
Pivot	1 day	3 day
R1	118-105	118-025
PP	118-093	117-300
S1	118-082	117-255

Download as Excel Spreadsheet

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

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