ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Nov-2008
Day Change Summary
Previous Current
21-Nov-2008 24-Nov-2008 Change Change % Previous Week
Open 121-125 120-015 -1-110 -1.1% 117-125
High 121-155 120-120 -1-035 -0.9% 121-255
Low 119-290 119-075 -0-215 -0.6% 116-305
Close 120-155 119-125 -1-030 -0.9% 120-155
Range 1-185 1-045 -0-140 -27.7% 4-270
ATR 1-131 1-127 -0-004 -0.8% 0-000
Volume 985,951 676,678 -309,273 -31.4% 3,167,055
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-028 122-122 120-006
R3 121-303 121-077 119-225
R2 120-258 120-258 119-192
R1 120-032 120-032 119-158 119-282
PP 119-213 119-213 119-213 119-179
S1 118-307 118-307 119-092 118-238
S2 118-168 118-168 119-058
S3 117-123 117-262 119-025
S4 116-078 116-217 118-244
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
5 121-255 117-180 4-075 3.5% 1-161 1.3% 43% False False 670,430
10 121-255 115-150 6-105 5.3% 1-096 1.1% 62% False False 541,207
20 121-255 112-275 8-300 7.5% 1-099 1.1% 73% False False 520,457
40 121-255 111-125 10-130 8.7% 1-143 1.2% 77% False False 613,942
60 121-255 111-125 10-130 8.7% 1-144 1.2% 77% False False 766,464
80 121-255 111-125 10-130 8.7% 1-087 1.1% 77% False False 609,436
100 121-255 111-125 10-130 8.7% 1-063 1.0% 77% False False 488,022
120 121-255 109-270 11-305 10.0% 1-020 0.9% 80% False False 406,698
Crabel Price Patterns
NR True
NR4 True
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 0-056
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 125-071
2.618 123-116
1.618 122-071
1.000 121-165
0.618 121-026
HIGH 120-120
0.618 119-301
0.500 119-258
0.382 119-214
LOW 119-075
0.618 118-169
1.000 118-030
1.618 117-124
2.618 116-079
4.250 114-124
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 119-258 120-165
PP 119-213 120-045
S1 119-169 119-245

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

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