ECBOT 10 Year T-Note Future March 2009


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 119-030 117-230 -1-120 -1.2% 115-040
High 119-030 118-010 -1-020 -0.9% 119-140
Low 117-180 116-310 -0-190 -0.5% 114-260
Close 118-070 117-030 -1-040 -1.0% 118-070
Range 1-170 1-020 -0-150 -30.6% 4-200
ATR 1-081 1-081 0-000 0.0% 0-000
Volume 174,499 130,933 -43,566 -25.0% 354,911
Daily Pivots for day following 24-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-177 119-283 117-217
R3 119-157 118-263 117-124
R2 118-137 118-137 117-092
R1 117-243 117-243 117-061 117-180
PP 117-117 117-117 117-117 117-085
S1 116-223 116-223 116-319 116-160
S2 116-097 116-097 116-288
S3 115-077 115-203 116-256
S4 114-057 114-183 116-163
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 131-117 129-133 120-244
R3 126-237 124-253 119-157
R2 122-037 122-037 119-021
R1 120-053 120-053 118-206 121-045
PP 117-157 117-157 117-157 117-312
S1 115-173 115-173 117-254 116-165
S2 112-277 112-277 117-119
S3 108-077 110-293 116-303
S4 103-197 106-093 115-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 115-120 4-020 3.5% 1-138 1.2% 42% False False 95,438
10 119-140 113-100 6-040 5.2% 1-070 1.0% 62% False False 52,320
20 119-140 110-310 8-150 7.2% 1-070 1.0% 72% False False 27,417
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 0-059
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-175
2.618 120-260
1.618 119-240
1.000 119-030
0.618 118-220
HIGH 118-010
0.618 117-200
0.500 117-160
0.382 117-120
LOW 116-310
0.618 116-100
1.000 115-290
1.618 115-080
2.618 114-060
4.250 112-145
Fisher Pivots for day following 24-Nov-2008
Pivot 1 day 3 day
R1 117-160 118-065
PP 117-117 117-267
S1 117-073 117-148

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

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