ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 28-Nov-2008

Day Change Summary
	Previous	Current
	27-Nov-2008	28-Nov-2008	Change	Change %	Previous Week
Open	120-100	120-025	-0-075	-0.2%	117-230
High	120-110	121-055	0-265	0.7%	121-055
Low	119-270	119-270	0-000	0.0%	116-310
Close	120-100	120-310	0-210	0.5%	120-310
Range	0-160	1-105	0-265	165.6%	4-065
ATR	1-103	1-104	0-000	0.0%	0-000
Volume	529,187	365,768	-163,419	-30.9%	1,827,579

Daily Pivots for day following 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-207	124-043	121-224
R3	123-102	122-258	121-107
R2	121-317	121-317	121-068
R1	121-153	121-153	121-029	121-235
PP	120-212	120-212	120-212	120-252
S1	120-048	120-048	120-271	120-130
S2	119-107	119-107	120-232
S3	118-002	118-263	120-193
S4	116-217	117-158	120-076

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-100	130-270	123-090
R3	128-035	126-205	122-040
R2	123-290	123-290	121-237
R1	122-140	122-140	121-113	123-055
PP	119-225	119-225	119-225	120-022
S1	118-075	118-075	120-187	118-310
S2	115-160	115-160	120-063
S3	111-095	114-010	119-260
S4	107-030	109-265	118-210

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-055	116-310	4-065	3.5%	1-143	1.2%	95%	True	False	365,515
10	121-055	114-260	6-115	5.3%	1-126	1.2%	97%	True	False	218,249
20	121-055	110-310	10-065	8.4%	1-088	1.1%	98%	True	False	112,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-261
2.618	124-208
1.618	123-103
1.000	122-160
0.618	121-318
HIGH	121-055
0.618	120-213
0.500	120-162
0.382	120-112
LOW	119-270
0.618	119-007
1.000	118-165
1.618	117-222
2.618	116-117
4.250	114-064

Fisher Pivots for day following 28-Nov-2008
Pivot	1 day	3 day
R1	120-261	120-214
PP	120-212	120-118
S1	120-162	120-022

Download as Excel Spreadsheet

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

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