ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 125-075 125-300 0-225 0.6% 120-015
High 126-065 126-310 0-245 0.6% 123-055
Low 124-270 125-245 0-295 0.7% 119-075
Close 125-305 126-205 0-220 0.5% 122-285
Range 1-115 1-065 -0-050 -11.5% 3-300
ATR 1-175 1-167 -0-008 -1.6% 0-000
Volume 103,652 50,032 -53,620 -51.7% 2,791,846
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 130-022 129-178 127-097
R3 128-277 128-113 126-311
R2 127-212 127-212 126-276
R1 127-048 127-048 126-240 127-130
PP 126-147 126-147 126-147 126-188
S1 125-303 125-303 126-170 126-065
S2 125-082 125-082 126-134
S3 124-017 124-238 126-099
S4 122-272 123-173 125-313
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
5 126-310 121-280 5-030 4.0% 1-199 1.3% 94% True False 211,222
10 126-310 119-075 7-235 6.1% 1-238 1.4% 96% True False 497,415
20 126-310 114-125 12-185 9.9% 1-144 1.1% 97% True False 475,896
40 126-310 111-125 15-185 12.3% 1-138 1.1% 98% True False 531,548
60 126-310 111-125 15-185 12.3% 1-165 1.2% 98% True False 687,180
80 126-310 111-125 15-185 12.3% 1-114 1.1% 98% True False 640,683
100 126-310 111-125 15-185 12.3% 1-080 1.0% 98% True False 513,791
120 126-310 110-030 16-280 13.3% 1-047 0.9% 98% True False 428,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-074
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-026
2.618 130-038
1.618 128-293
1.000 128-055
0.618 127-228
HIGH 126-310
0.618 126-163
0.500 126-118
0.382 126-072
LOW 125-245
0.618 125-007
1.000 124-180
1.618 123-262
2.618 122-197
4.250 120-209
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 126-176 126-108
PP 126-147 126-010
S1 126-118 125-232

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

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