ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 125-155 125-140 -0-015 0.0% 122-290
High 125-245 126-065 0-140 0.3% 127-005
Low 124-150 125-010 0-180 0.5% 122-225
Close 125-105 125-290 0-185 0.5% 125-200
Range 1-095 1-055 -0-040 -9.6% 4-100
ATR 1-167 1-159 -0-008 -1.6% 0-000
Volume 30,609 30,209 -400 -1.3% 504,795
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-073 128-237 126-176
R3 128-018 127-182 126-073
R2 126-283 126-283 126-039
R1 126-127 126-127 126-004 126-205
PP 125-228 125-228 125-228 125-268
S1 125-072 125-072 125-256 125-150
S2 124-173 124-173 125-221
S3 123-118 124-017 125-187
S4 122-063 122-282 125-084
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% 1-115 1.1% 56% False False 50,271
10 127-005 119-135 7-190 6.0% 1-207 1.3% 85% False False 268,078
20 127-005 115-150 11-175 9.2% 1-152 1.2% 90% False False 404,642
40 127-005 111-125 15-200 12.4% 1-130 1.1% 93% False False 463,399
60 127-005 111-125 15-200 12.4% 1-167 1.2% 93% False False 624,685
80 127-005 111-125 15-200 12.4% 1-122 1.1% 93% False False 641,047
100 127-005 111-125 15-200 12.4% 1-084 1.0% 93% False False 514,748
120 127-005 110-290 16-035 12.8% 1-057 0.9% 93% False False 429,035
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 0-088
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 131-059
2.618 129-087
1.618 128-032
1.000 127-120
0.618 126-297
HIGH 126-065
0.618 125-242
0.500 125-198
0.382 125-153
LOW 125-010
0.618 124-098
1.000 123-275
1.618 123-043
2.618 121-308
4.250 120-016
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 125-259 125-272
PP 125-228 125-255
S1 125-198 125-238

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

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