ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Nov-2008

Day Change Summary
	Previous	Current
	25-Nov-2008	26-Nov-2008	Change	Change %	Previous Week
Open	117-060	119-090	2-030	1.8%	115-040
High	119-270	120-210	0-260	0.7%	119-140
Low	117-060	118-310	1-250	1.5%	114-260
Close	119-080	120-120	1-040	0.9%	118-070
Range	2-210	1-220	-0-310	-36.5%	4-200
ATR	1-115	1-123	0-007	1.7%	0-000
Volume	272,504	529,187	256,683	94.2%	354,911

Daily Pivots for day following 26-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-020	124-130	121-097
R3	123-120	122-230	120-268
R2	121-220	121-220	120-219
R1	121-010	121-010	120-170	121-115
PP	120-000	120-000	120-000	120-052
S1	119-110	119-110	120-070	119-215
S2	118-100	118-100	120-021
S3	116-200	117-210	119-292
S4	114-300	115-310	119-143

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	120-210	116-310	3-220	3.1%	1-278	1.6%	92%	True	False	236,747
10	120-210	113-240	6-290	5.7%	1-153	1.2%	96%	True	False	131,970
20	120-210	110-310	9-220	8.0%	1-098	1.1%	97%	True	False	67,484

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-057
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-265
2.618	125-024
1.618	123-124
1.000	122-110
0.618	121-224
HIGH	120-210
0.618	120-004
0.500	119-260
0.382	119-196
LOW	118-310
0.618	117-296
1.000	117-090
1.618	116-076
2.618	114-176
4.250	111-255

Fisher Pivots for day following 26-Nov-2008
Pivot	1 day	3 day
R1	120-060	119-273
PP	120-000	119-107
S1	119-260	118-260

Download as Excel Spreadsheet

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

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