ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 04-Dec-2008

Day Change Summary
	Previous	Current
	03-Dec-2008	04-Dec-2008	Change	Change %	Previous Week
Open	122-295	123-180	0-205	0.5%	117-230
High	123-240	124-185	0-265	0.7%	121-055
Low	122-090	123-090	1-000	0.8%	116-310
Close	123-150	124-115	0-285	0.7%	120-310
Range	1-150	1-095	-0-055	-11.7%	4-065
ATR	1-125	1-123	-0-002	-0.5%	0-000
Volume	520,599	512,025	-8,574	-1.6%	1,827,579

Daily Pivots for day following 04-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-308	127-147	125-023
R3	126-213	126-052	124-229
R2	125-118	125-118	124-191
R1	124-277	124-277	124-153	125-038
PP	124-023	124-023	124-023	124-064
S1	123-182	123-182	124-077	123-262
S2	122-248	122-248	124-039
S3	121-153	122-087	124-001
S4	120-058	120-312	123-207

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	124-185	119-270	4-235	3.8%	1-173	1.2%	95%	True	False	439,795
10	124-185	116-310	7-195	6.1%	1-164	1.2%	97%	True	False	383,528
20	124-185	111-310	12-195	10.1%	1-114	1.1%	98%	True	False	203,480

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	0-076
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-029
2.618	127-311
1.618	126-216
1.000	125-280
0.618	125-121
HIGH	124-185
0.618	124-026
0.500	123-298
0.382	123-249
LOW	123-090
0.618	122-154
1.000	121-315
1.618	121-059
2.618	119-284
4.250	117-246

Fisher Pivots for day following 04-Dec-2008
Pivot	1 day	3 day
R1	124-069	124-002
PP	124-023	123-208
S1	123-298	123-095

Download as Excel Spreadsheet

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

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