ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 11-Dec-2008
Day Change Summary
Previous Current
10-Dec-2008 11-Dec-2008 Change Change % Previous Week
Open 126-045 125-170 -0-195 -0.5% 122-290
High 126-090 126-310 0-220 0.5% 127-005
Low 125-000 125-125 0-125 0.3% 122-225
Close 125-215 126-230 1-015 0.8% 125-200
Range 1-090 1-185 0-095 23.2% 4-100
ATR 1-154 1-156 0-002 0.5% 0-000
Volume 9,115 14,371 5,256 57.7% 504,795
Daily Pivots for day following 11-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-030 130-155 127-188
R3 129-165 128-290 127-049
R2 127-300 127-300 127-003
R1 127-105 127-105 126-276 127-202
PP 126-115 126-115 126-115 126-164
S1 125-240 125-240 126-184 126-018
S2 124-250 124-250 126-137
S3 123-065 124-055 126-091
S4 121-200 122-190 125-272
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% 1-134 1.1% 88% False False 24,231
10 127-005 121-280 5-045 4.1% 1-166 1.2% 94% False False 117,727
20 127-005 115-295 11-030 8.8% 1-166 1.2% 97% False False 384,387
40 127-005 111-125 15-200 12.3% 1-135 1.1% 98% False False 446,791
60 127-005 111-125 15-200 12.3% 1-160 1.2% 98% False False 579,176
80 127-005 111-125 15-200 12.3% 1-130 1.1% 98% False False 640,984
100 127-005 111-125 15-200 12.3% 1-088 1.0% 98% False False 514,980
120 127-005 110-300 16-025 12.7% 1-062 0.9% 98% False False 429,231
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-090
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-216
2.618 131-032
1.618 129-167
1.000 128-175
0.618 127-302
HIGH 126-310
0.618 126-117
0.500 126-058
0.382 125-318
LOW 125-125
0.618 124-133
1.000 123-260
1.618 122-268
2.618 121-083
4.250 118-219
Fisher Pivots for day following 11-Dec-2008
Pivot 1 day 3 day
R1 126-172 126-152
PP 126-115 126-073
S1 126-058 125-315

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

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