ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 120-015 119-150 -0-185 -0.5% 117-125
High 120-120 121-240 1-120 1.1% 121-255
Low 119-075 119-135 0-060 0.2% 116-305
Close 119-125 121-055 1-250 1.5% 120-155
Range 1-045 2-105 1-060 104.1% 4-270
ATR 1-127 1-149 0-022 4.9% 0-000
Volume 676,678 605,288 -71,390 -10.6% 3,167,055
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 127-245 126-255 122-145
R3 125-140 124-150 121-260
R2 123-035 123-035 121-192
R1 122-045 122-045 121-123 122-200
PP 120-250 120-250 120-250 121-008
S1 119-260 119-260 120-307 120-095
S2 118-145 118-145 120-238
S3 116-040 117-155 120-170
S4 113-255 115-050 119-285
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 134-088 132-072 123-048
R3 129-138 127-122 121-261
R2 124-188 124-188 121-119
R1 122-172 122-172 120-297 123-180
PP 119-238 119-238 119-238 120-082
S1 117-222 117-222 120-013 118-230
S2 114-288 114-288 119-191
S3 110-018 112-272 119-049
S4 105-068 108-002 117-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-255 118-120 3-135 2.8% 1-241 1.4% 82% False False 713,121
10 121-255 115-190 6-065 5.1% 1-149 1.2% 90% False False 568,731
20 121-255 112-275 8-300 7.4% 1-114 1.1% 93% False False 528,064
40 121-255 111-125 10-130 8.6% 1-142 1.2% 94% False False 605,146
60 121-255 111-125 10-130 8.6% 1-150 1.2% 94% False False 765,019
80 121-255 111-125 10-130 8.6% 1-094 1.1% 94% False False 616,850
100 121-255 111-125 10-130 8.6% 1-067 1.0% 94% False False 494,074
120 121-255 109-270 11-305 9.9% 1-026 0.9% 95% False False 411,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-206
2.618 127-270
1.618 125-165
1.000 124-025
0.618 123-060
HIGH 121-240
0.618 120-275
0.500 120-188
0.382 120-100
LOW 119-135
0.618 117-315
1.000 117-030
1.618 115-210
2.618 113-105
4.250 109-169
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 120-312 120-302
PP 120-250 120-230
S1 120-188 120-158

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

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