ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 122-045 122-290 0-245 0.6% 120-015
High 123-055 125-225 2-170 2.1% 123-055
Low 121-280 122-225 0-265 0.7% 119-075
Close 122-285 124-265 1-300 1.6% 122-285
Range 1-095 3-000 1-225 131.3% 3-300
ATR 1-152 1-187 0-035 7.4% 0-000
Volume 588,171 124,842 -463,329 -78.8% 2,791,846
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 133-132 132-038 126-153
R3 130-132 129-038 125-209
R2 127-132 127-132 125-121
R1 126-038 126-038 125-033 126-245
PP 124-132 124-132 124-132 124-235
S1 123-038 123-038 124-177 123-245
S2 121-132 121-132 124-089
S3 118-132 120-038 124-001
S4 115-132 117-038 123-057
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
5 125-225 119-075 6-150 5.2% 1-292 1.5% 86% True False 583,337
10 125-225 116-305 8-240 7.0% 1-214 1.3% 90% True False 608,374
20 125-225 112-275 12-270 10.3% 1-149 1.2% 93% True False 527,129
40 125-225 111-125 14-100 11.5% 1-159 1.2% 94% True False 588,051
60 125-225 111-125 14-100 11.5% 1-166 1.2% 94% True False 744,340
80 125-225 111-125 14-100 11.5% 1-109 1.1% 94% True False 636,645
100 125-225 111-125 14-100 11.5% 1-080 1.0% 94% True False 510,399
120 125-225 109-270 15-275 12.7% 1-041 0.9% 94% True False 425,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 138-145
2.618 133-178
1.618 130-178
1.000 128-225
0.618 127-178
HIGH 125-225
0.618 124-178
0.500 124-065
0.382 123-272
LOW 122-225
0.618 120-272
1.000 119-225
1.618 117-272
2.618 114-272
4.250 109-305
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 124-198 124-105
PP 124-132 123-265
S1 124-065 123-105

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

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