ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 25-Nov-2008

Day Change Summary
	Previous	Current
	24-Nov-2008	25-Nov-2008	Change	Change %	Previous Week
Open	117-230	117-060	-0-170	-0.5%	115-040
High	118-010	119-270	1-260	1.5%	119-140
Low	116-310	117-060	0-070	0.2%	114-260
Close	117-030	119-080	2-050	1.8%	118-070
Range	1-020	2-210	1-190	150.0%	4-200
ATR	1-081	1-115	0-034	8.5%	0-000
Volume	130,933	272,504	141,571	108.1%	354,911

Daily Pivots for day following 25-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	126-233	125-207	120-228
R3	124-023	122-317	119-314
R2	121-133	121-133	119-236
R1	120-107	120-107	119-158	120-280
PP	118-243	118-243	118-243	119-010
S1	117-217	117-217	119-002	118-070
S2	116-033	116-033	118-244
S3	113-143	115-007	118-166
S4	110-253	112-117	117-252

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	119-270	116-050	3-220	3.1%	1-244	1.5%	84%	True	False	143,933
10	119-270	113-140	6-130	5.4%	1-139	1.2%	91%	True	False	79,125
20	119-270	110-310	8-280	7.4%	1-090	1.1%	93%	True	False	41,036

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	0-054
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	131-042
2.618	126-255
1.618	124-045
1.000	122-160
0.618	121-155
HIGH	119-270
0.618	118-265
0.500	118-165
0.382	118-065
LOW	117-060
0.618	115-175
1.000	114-170
1.618	112-285
2.618	110-075
4.250	105-288

Fisher Pivots for day following 25-Nov-2008
Pivot	1 day	3 day
R1	119-002	118-310
PP	118-243	118-220
S1	118-165	118-130

Download as Excel Spreadsheet

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

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