ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 126-200 125-155 -1-045 -0.9% 122-290
High 127-005 125-245 -1-080 -1.0% 127-005
Low 125-080 124-150 -0-250 -0.6% 122-225
Close 125-200 125-105 -0-095 -0.2% 125-200
Range 1-245 1-095 -0-150 -26.5% 4-100
ATR 1-172 1-167 -0-006 -1.1% 0-000
Volume 36,853 30,609 -6,244 -16.9% 504,795
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-025 128-160 126-013
R3 127-250 127-065 125-219
R2 126-155 126-155 125-181
R1 125-290 125-290 125-143 125-175
PP 125-060 125-060 125-060 125-002
S1 124-195 124-195 125-067 124-080
S2 123-285 123-285 125-029
S3 122-190 123-100 124-311
S4 121-095 122-005 124-197
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
5 127-005 124-150 2-175 2.0% 1-120 1.1% 34% False True 82,112
10 127-005 119-075 7-250 6.2% 1-206 1.3% 78% False False 332,725
20 127-005 114-125 12-200 10.1% 1-154 1.2% 87% False False 428,261
40 127-005 111-125 15-200 12.5% 1-128 1.1% 89% False False 479,016
60 127-005 111-125 15-200 12.5% 1-170 1.2% 89% False False 645,908
80 127-005 111-125 15-200 12.5% 1-120 1.1% 89% False False 640,796
100 127-005 111-125 15-200 12.5% 1-083 1.0% 89% False False 514,447
120 127-005 110-180 16-145 13.1% 1-054 0.9% 90% False False 428,783
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 0-086
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-089
2.618 129-051
1.618 127-276
1.000 127-020
0.618 126-181
HIGH 125-245
0.618 125-086
0.500 125-038
0.382 124-309
LOW 124-150
0.618 123-214
1.000 123-055
1.618 122-119
2.618 121-024
4.250 118-306
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 125-082 125-238
PP 125-060 125-193
S1 125-038 125-149

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

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