ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 121-040 122-045 1-005 0.8% 120-015
High 122-240 123-055 0-135 0.3% 123-055
Low 120-305 121-280 0-295 0.8% 119-075
Close 122-115 122-285 0-170 0.4% 122-285
Range 1-255 1-095 -0-160 -27.8% 3-300
ATR 1-157 1-152 -0-004 -0.9% 0-000
Volume 921,709 588,171 -333,538 -36.2% 2,791,846
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 126-172 126-003 123-193
R3 125-077 124-228 123-079
R2 123-302 123-302 123-041
R1 123-133 123-133 123-003 123-218
PP 122-207 122-207 122-207 122-249
S1 122-038 122-038 122-247 122-122
S2 121-112 121-112 122-209
S3 120-017 120-263 122-171
S4 118-242 119-168 122-057
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 133-185 132-055 125-018
R3 129-205 128-075 123-312
R2 125-225 125-225 123-196
R1 124-095 124-095 123-080 125-000
PP 121-245 121-245 121-245 122-038
S1 120-115 120-115 122-170 121-020
S2 117-265 117-265 122-054
S3 113-285 116-135 121-258
S4 109-305 112-155 120-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-055 119-075 3-300 3.2% 1-201 1.3% 93% True False 755,559
10 123-055 116-035 7-020 5.7% 1-162 1.2% 96% True False 660,314
20 123-055 112-275 10-100 8.4% 1-127 1.1% 97% True False 545,441
40 123-055 111-125 11-250 9.6% 1-149 1.2% 98% True False 603,082
60 123-055 111-125 11-250 9.6% 1-159 1.2% 98% True False 756,369
80 123-055 111-125 11-250 9.6% 1-102 1.1% 98% True False 635,242
100 123-055 111-125 11-250 9.6% 1-072 1.0% 98% True False 509,154
120 123-055 109-270 13-105 10.8% 1-034 0.9% 98% True False 424,322
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 0-049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-219
2.618 126-181
1.618 125-086
1.000 124-150
0.618 123-311
HIGH 123-055
0.618 122-216
0.500 122-168
0.382 122-119
LOW 121-280
0.618 121-024
1.000 120-185
1.618 119-249
2.618 118-154
4.250 116-116
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 122-246 122-115
PP 122-207 121-265
S1 122-168 121-095

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

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