ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 27-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 27-Nov-2008 Change Change % Previous Week
Open 119-090 120-100 1-010 0.9% 115-040
High 120-210 120-110 -0-100 -0.3% 119-140
Low 118-310 119-270 0-280 0.7% 114-260
Close 120-120 120-100 -0-020 -0.1% 118-070
Range 1-220 0-160 -1-060 -70.4% 4-200
ATR 1-123 1-103 -0-019 -4.4% 0-000
Volume 529,187 529,187 0 0.0% 354,911
Daily Pivots for day following 27-Nov-2008
Classic Woodie Camarilla DeMark
R4 121-213 121-157 120-188
R3 121-053 120-317 120-144
R2 120-213 120-213 120-129
R1 120-157 120-157 120-115 120-180
PP 120-053 120-053 120-053 120-065
S1 119-317 119-317 120-085 120-020
S2 119-213 119-213 120-071
S3 119-053 119-157 120-056
S4 118-213 118-317 120-012
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% 1-156 1.2% 91% False False 327,262
10 120-210 113-300 6-230 5.6% 1-128 1.2% 95% False False 183,885
20 120-210 110-310 9-220 8.1% 1-095 1.1% 96% False False 93,937
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 122-150
2.618 121-209
1.618 121-049
1.000 120-270
0.618 120-209
HIGH 120-110
0.618 120-049
0.500 120-030
0.382 120-011
LOW 119-270
0.618 119-171
1.000 119-110
1.618 119-011
2.618 118-171
4.250 117-230
Fisher Pivots for day following 27-Nov-2008
Pivot 1 day 3 day
R1 120-077 119-272
PP 120-053 119-123
S1 120-030 118-295

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

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