ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Sep-2008
Day Change Summary
Previous Current
25-Sep-2008 26-Sep-2008 Change Change % Previous Week
Open 114-315 114-140 -0-175 -0.5% 115-090
High 115-050 115-025 -0-025 -0.1% 115-210
Low 114-005 114-100 0-095 0.3% 114-005
Close 114-110 114-260 0-150 0.4% 114-260
Range 1-045 0-245 -0-120 -32.9% 1-205
ATR 1-100 1-088 -0-013 -3.0% 0-000
Volume 738,129 870,787 132,658 18.0% 4,551,588
Daily Pivots for day following 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 117-010 116-220 115-075
R3 116-085 115-295 115-007
R2 115-160 115-160 114-305
R1 115-050 115-050 114-282 115-105
PP 114-235 114-235 114-235 114-262
S1 114-125 114-125 114-238 114-180
S2 113-310 113-310 114-215
S3 113-065 113-200 114-193
S4 112-140 112-275 114-125
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-240 118-295 115-229
R3 118-035 117-090 115-084
R2 116-150 116-150 115-036
R1 115-205 115-205 114-308 115-075
PP 114-265 114-265 114-265 114-200
S1 114-000 114-000 114-212 113-190
S2 113-060 113-060 114-164
S3 111-175 112-115 114-116
S4 109-290 110-230 113-291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-210 114-005 1-205 1.4% 1-001 0.9% 49% False False 910,317
10 119-115 114-005 5-110 4.7% 1-162 1.3% 15% False False 1,093,907
20 119-115 114-005 5-110 4.7% 1-102 1.1% 15% False False 1,080,005
40 119-115 112-270 6-165 5.7% 1-007 0.9% 30% False False 590,009
60 119-115 111-180 7-255 6.8% 0-312 0.8% 42% False False 393,964
80 119-115 109-270 9-165 8.3% 0-263 0.7% 52% False False 295,486
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 0-128
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118-106
2.618 117-026
1.618 116-101
1.000 115-270
0.618 115-176
HIGH 115-025
0.618 114-251
0.500 114-222
0.382 114-194
LOW 114-100
0.618 113-269
1.000 113-175
1.618 113-024
2.618 112-099
4.250 111-019
Fisher Pivots for day following 26-Sep-2008
Pivot 1 day 3 day
R1 114-248 114-268
PP 114-235 114-265
S1 114-222 114-262

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

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