ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 125-140 126-045 0-225 0.6% 122-290
High 126-065 126-090 0-025 0.1% 127-005
Low 125-010 125-000 -0-010 0.0% 122-225
Close 125-290 125-215 -0-075 -0.2% 125-200
Range 1-055 1-090 0-035 9.3% 4-100
ATR 1-159 1-154 -0-005 -1.0% 0-000
Volume 30,209 9,115 -21,094 -69.8% 504,795
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-158 128-277 126-120
R3 128-068 127-187 126-008
R2 126-298 126-298 125-290
R1 126-097 126-097 125-253 125-312
PP 125-208 125-208 125-208 125-156
S1 125-007 125-007 125-177 124-222
S2 124-118 124-118 125-140
S3 123-028 123-237 125-102
S4 121-258 122-147 124-310
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% 1-110 1.1% 47% False False 31,363
10 127-005 120-305 6-020 4.8% 1-174 1.2% 78% False False 208,460
20 127-005 115-190 11-135 9.1% 1-161 1.2% 88% False False 388,596
40 127-005 111-125 15-200 12.4% 1-130 1.1% 91% False False 461,020
60 127-005 111-125 15-200 12.4% 1-162 1.2% 91% False False 604,667
80 127-005 111-125 15-200 12.4% 1-125 1.1% 91% False False 640,974
100 127-005 111-125 15-200 12.4% 1-086 1.0% 91% False False 514,837
120 127-005 110-290 16-035 12.8% 1-059 0.9% 92% False False 429,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-091
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-232
2.618 129-203
1.618 128-113
1.000 127-180
0.618 127-023
HIGH 126-090
0.618 125-253
0.500 125-205
0.382 125-157
LOW 125-000
0.618 124-067
1.000 123-230
1.618 122-297
2.618 121-207
4.250 119-178
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 125-212 125-183
PP 125-208 125-152
S1 125-205 125-120

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

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