ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 27-Nov-2008

Day Change Summary
	Previous	Current
	26-Nov-2008	27-Nov-2008	Change	Change %	Previous Week
Open	119-090	120-100	1-010	0.9%	115-040
High	120-210	120-110	-0-100	-0.3%	119-140
Low	118-310	119-270	0-280	0.7%	114-260
Close	120-120	120-100	-0-020	-0.1%	118-070
Range	1-220	0-160	-1-060	-70.4%	4-200
ATR	1-123	1-103	-0-019	-4.4%	0-000
Volume	529,187	529,187	0	0.0%	354,911

Daily Pivots for day following 27-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-213	121-157	120-188
R3	121-053	120-317	120-144
R2	120-213	120-213	120-129
R1	120-157	120-157	120-115	120-180
PP	120-053	120-053	120-053	120-065
S1	119-317	119-317	120-085	120-020
S2	119-213	119-213	120-071
S3	119-053	119-157	120-056
S4	118-213	118-317	120-012

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%	1-156	1.2%	91%	False	False	327,262
10	120-210	113-300	6-230	5.6%	1-128	1.2%	95%	False	False	183,885
20	120-210	110-310	9-220	8.1%	1-095	1.1%	96%	False	False	93,937

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	122-150
2.618	121-209
1.618	121-049
1.000	120-270
0.618	120-209
HIGH	120-110
0.618	120-049
0.500	120-030
0.382	120-011
LOW	119-270
0.618	119-171
1.000	119-110
1.618	119-011
2.618	118-171
4.250	117-230

Fisher Pivots for day following 27-Nov-2008
Pivot	1 day	3 day
R1	120-077	119-272
PP	120-053	119-123
S1	120-030	118-295

Download as Excel Spreadsheet

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

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