ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 02-Dec-2008

Day Change Summary
	Previous	Current
	01-Dec-2008	02-Dec-2008	Change	Change %	Previous Week
Open	120-285	122-155	1-190	1.3%	117-230
High	123-095	123-040	-0-055	-0.1%	121-055
Low	120-255	122-005	1-070	1.0%	116-310
Close	122-170	122-250	0-080	0.2%	120-310
Range	2-160	1-035	-1-125	-55.6%	4-065
ATR	1-130	1-124	-0-007	-1.5%	0-000
Volume	173,209	627,378	454,169	262.2%	1,827,579

Daily Pivots for day following 02-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-310	125-155	123-125
R3	124-275	124-120	123-028
R2	123-240	123-240	122-315
R1	123-085	123-085	122-283	123-162
PP	122-205	122-205	122-205	122-244
S1	122-050	122-050	122-217	122-128
S2	121-170	121-170	122-185
S3	120-135	121-015	122-152
S4	119-100	119-300	122-055

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	123-095	118-310	4-105	3.5%	1-136	1.2%	88%	False	False	444,945
10	123-095	116-050	7-045	5.8%	1-190	1.3%	93%	False	False	294,439
20	123-095	111-310	11-105	9.2%	1-104	1.1%	95%	False	False	152,195

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	0-054
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-269
2.618	126-009
1.618	124-294
1.000	124-075
0.618	123-259
HIGH	123-040
0.618	122-224
0.500	122-182
0.382	122-141
LOW	122-005
0.618	121-106
1.000	120-290
1.618	120-071
2.618	119-036
4.250	117-096

Fisher Pivots for day following 02-Dec-2008
Pivot	1 day	3 day
R1	122-228	122-121
PP	122-205	121-312
S1	122-182	121-182

Download as Excel Spreadsheet

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

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