ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 119-175 121-125 1-270 1.5% 117-125
High 121-255 121-155 -0-100 -0.3% 121-255
Low 119-100 119-290 0-190 0.5% 116-305
Close 120-230 120-155 -0-075 -0.2% 120-155
Range 2-155 1-185 -0-290 -36.5% 4-270
ATR 1-126 1-131 0-004 0.9% 0-000
Volume 728,414 985,951 257,537 35.4% 3,167,055
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 125-115 124-160 121-113
R3 123-250 122-295 120-294
R2 122-065 122-065 120-248
R1 121-110 121-110 120-201 120-315
PP 120-200 120-200 120-200 120-142
S1 119-245 119-245 120-109 119-130
S2 119-015 119-015 120-062
S3 117-150 118-060 120-016
S4 115-285 116-195 119-197
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 134-088 132-072 123-048
R3 129-138 127-122 121-261
R2 124-188 124-188 121-119
R1 122-172 122-172 120-297 123-180
PP 119-238 119-238 119-238 120-082
S1 117-222 117-222 120-013 118-230
S2 114-288 114-288 119-191
S3 110-018 112-272 119-049
S4 105-068 108-002 117-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-255 116-305 4-270 4.0% 1-135 1.2% 73% False False 633,411
10 121-255 114-125 7-130 6.1% 1-103 1.1% 82% False False 523,797
20 121-255 112-275 8-300 7.4% 1-100 1.1% 85% False False 515,905
40 121-255 111-125 10-130 8.6% 1-163 1.3% 87% False False 612,205
60 121-255 111-125 10-130 8.6% 1-143 1.2% 87% False False 768,138
80 121-255 111-125 10-130 8.6% 1-085 1.1% 87% False False 601,107
100 121-255 111-125 10-130 8.6% 1-061 1.0% 87% False False 481,260
120 121-255 109-270 11-305 9.9% 1-017 0.9% 89% False False 401,059
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-061
2.618 125-197
1.618 124-012
1.000 123-020
0.618 122-147
HIGH 121-155
0.618 120-282
0.500 120-222
0.382 120-163
LOW 119-290
0.618 118-298
1.000 118-105
1.618 117-113
2.618 115-248
4.250 113-064
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 120-222 120-112
PP 120-200 120-070
S1 120-178 120-028

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

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