ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 117-060 119-090 2-030 1.8% 115-040
High 119-270 120-210 0-260 0.7% 119-140
Low 117-060 118-310 1-250 1.5% 114-260
Close 119-080 120-120 1-040 0.9% 118-070
Range 2-210 1-220 -0-310 -36.5% 4-200
ATR 1-115 1-123 0-007 1.7% 0-000
Volume 272,504 529,187 256,683 94.2% 354,911
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 125-020 124-130 121-097
R3 123-120 122-230 120-268
R2 121-220 121-220 120-219
R1 121-010 121-010 120-170 121-115
PP 120-000 120-000 120-000 120-052
S1 119-110 119-110 120-070 119-215
S2 118-100 118-100 120-021
S3 116-200 117-210 119-292
S4 114-300 115-310 119-143
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
5 120-210 116-310 3-220 3.1% 1-278 1.6% 92% True False 236,747
10 120-210 113-240 6-290 5.7% 1-153 1.2% 96% True False 131,970
20 120-210 110-310 9-220 8.0% 1-098 1.1% 97% True False 67,484
Crabel Price Patterns
NR True
NR4 False
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 0-057
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-265
2.618 125-024
1.618 123-124
1.000 122-110
0.618 121-224
HIGH 120-210
0.618 120-004
0.500 119-260
0.382 119-196
LOW 118-310
0.618 117-296
1.000 117-090
1.618 116-076
2.618 114-176
4.250 111-255
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 120-060 119-273
PP 120-000 119-107
S1 119-260 118-260

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

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