ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 114-000 115-040 1-040 1.0% 112-110
High 115-100 115-140 0-040 0.1% 115-100
Low 113-300 114-260 0-280 0.8% 111-310
Close 114-240 115-070 0-150 0.4% 114-240
Range 1-120 0-200 -0-240 -54.5% 3-110
ATR 1-054 1-043 -0-011 -2.9% 0-000
Volume 22,130 8,654 -13,476 -60.9% 52,258
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 117-010 116-240 115-180
R3 116-130 116-040 115-125
R2 115-250 115-250 115-107
R1 115-160 115-160 115-088 115-205
PP 115-050 115-050 115-050 115-072
S1 114-280 114-280 115-052 115-005
S2 114-170 114-170 115-033
S3 113-290 114-080 115-015
S4 113-090 113-200 114-280
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 124-013 122-237 116-188
R3 120-223 119-127 115-214
R2 117-113 117-113 115-116
R1 116-017 116-017 115-018 116-225
PP 114-003 114-003 114-003 114-108
S1 112-227 112-227 114-142 113-115
S2 110-213 110-213 114-044
S3 107-103 109-117 113-266
S4 103-313 106-007 112-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-140 113-100 2-040 1.8% 1-002 0.9% 90% True False 9,203
10 115-140 111-130 4-010 3.5% 1-045 1.0% 95% True False 6,988
20 115-140 110-310 4-150 3.9% 1-047 1.0% 95% True False 3,635
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 0-087
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-030
2.618 117-024
1.618 116-144
1.000 116-020
0.618 115-264
HIGH 115-140
0.618 115-064
0.500 115-040
0.382 115-016
LOW 114-260
0.618 114-136
1.000 114-060
1.618 113-256
2.618 113-056
4.250 112-050
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 115-060 115-003
PP 115-050 114-257
S1 115-040 114-190

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

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