ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 125-300 126-200 0-220 0.5% 122-290
High 126-310 127-005 0-015 0.0% 127-005
Low 125-245 125-080 -0-165 -0.4% 122-225
Close 126-205 125-200 -1-005 -0.8% 125-200
Range 1-065 1-245 0-180 46.8% 4-100
ATR 1-167 1-172 0-006 1.1% 0-000
Volume 50,032 36,853 -13,179 -26.3% 504,795
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-083 130-067 126-191
R3 129-158 128-142 126-035
R2 127-233 127-233 125-304
R1 126-217 126-217 125-252 126-102
PP 125-308 125-308 125-308 125-251
S1 124-292 124-292 125-148 124-178
S2 124-063 124-063 125-096
S3 122-138 123-047 125-045
S4 120-213 121-122 124-209
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 138-017 136-048 127-319
R3 133-237 131-268 126-260
R2 129-137 129-137 126-133
R1 127-168 127-168 126-006 128-152
PP 125-037 125-037 125-037 125-189
S1 123-068 123-068 125-074 124-052
S2 120-257 120-257 124-267
S3 116-157 118-288 124-140
S4 112-057 114-188 123-081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-005 122-225 4-100 3.4% 1-229 1.4% 68% True False 100,959
10 127-005 119-075 7-250 6.2% 1-215 1.3% 82% True False 428,259
20 127-005 114-125 12-200 10.0% 1-152 1.2% 89% True False 451,019
40 127-005 111-125 15-200 12.4% 1-136 1.1% 91% True False 498,073
60 127-005 111-125 15-200 12.4% 1-169 1.2% 91% True False 666,415
80 127-005 111-125 15-200 12.4% 1-118 1.1% 91% True False 640,826
100 127-005 111-125 15-200 12.4% 1-083 1.0% 91% True False 514,158
120 127-005 110-180 16-145 13.1% 1-051 0.9% 92% True False 428,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-080
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-166
2.618 131-204
1.618 129-279
1.000 128-250
0.618 128-034
HIGH 127-005
0.618 126-109
0.500 126-042
0.382 125-296
LOW 125-080
0.618 124-051
1.000 123-155
1.618 122-126
2.618 120-201
4.250 117-239
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 126-042 125-298
PP 125-308 125-265
S1 125-254 125-232

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

View Archives - Comment on this page... - Back to Index of Symbols