ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 112-110 113-150 1-040 1.0% 111-130
High 113-140 113-260 0-120 0.3% 113-200
Low 111-310 113-100 1-110 1.2% 110-310
Close 113-070 113-230 0-160 0.4% 112-260
Range 1-150 0-160 -0-310 -66.0% 2-210
ATR 1-057 1-043 -0-013 -3.5% 0-000
Volume 14,893 4,455 -10,438 -70.1% 9,625
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 115-037 114-293 113-318
R3 114-197 114-133 113-274
R2 114-037 114-037 113-259
R1 113-293 113-293 113-245 114-005
PP 113-197 113-197 113-197 113-212
S1 113-133 113-133 113-215 113-165
S2 113-037 113-037 113-201
S3 112-197 112-293 113-186
S4 112-037 112-133 113-142
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-140 119-090 114-088
R3 117-250 116-200 113-174
R2 115-040 115-040 113-096
R1 113-310 113-310 113-018 114-175
PP 112-150 112-150 112-150 112-242
S1 111-100 111-100 112-182 111-285
S2 109-260 109-260 112-104
S3 107-050 108-210 112-026
S4 104-160 106-000 111-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-260 111-310 1-270 1.6% 1-002 0.9% 95% True False 5,585
10 113-260 110-310 2-270 2.5% 1-042 1.0% 97% True False 2,947
20 114-150 109-250 4-220 4.1% 1-048 1.0% 84% False False 1,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-084
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 115-300
2.618 115-039
1.618 114-199
1.000 114-100
0.618 114-039
HIGH 113-260
0.618 113-199
0.500 113-180
0.382 113-161
LOW 113-100
0.618 113-001
1.000 112-260
1.618 112-161
2.618 112-001
4.250 111-060
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 113-213 113-142
PP 113-197 113-053
S1 113-180 112-285

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

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