ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 129-305 129-250 -0-055 -0.1% 125-155
High 130-255 130-210 -0-045 -0.1% 128-000
Low 129-165 129-250 0-085 0.2% 124-150
Close 129-225 130-030 0-125 0.3% 127-060
Range 1-090 0-280 -0-130 -31.7% 3-170
ATR 1-204 1-189 -0-016 -3.0% 0-000
Volume 8,024 19,951 11,927 148.6% 95,317
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-257 132-103 130-184
R3 131-297 131-143 130-107
R2 131-017 131-017 130-081
R1 130-183 130-183 130-056 130-260
PP 130-057 130-057 130-057 130-095
S1 129-223 129-223 130-004 129-300
S2 129-097 129-097 129-299
S3 128-137 128-263 129-273
S4 127-177 127-303 129-196
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 137-047 135-223 129-042
R3 133-197 132-053 128-051
R2 130-027 130-027 127-267
R1 128-203 128-203 127-164 129-115
PP 126-177 126-177 126-177 126-292
S1 125-033 125-033 126-276 125-265
S2 123-007 123-007 126-173
S3 119-157 121-183 126-069
S4 115-307 118-013 125-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-255 125-190 5-065 4.0% 1-248 1.4% 86% False False 11,694
10 130-255 124-150 6-105 4.9% 1-191 1.2% 89% False False 17,962
20 130-255 119-075 11-180 8.9% 1-214 1.3% 94% False False 257,689
40 130-255 112-275 17-300 13.8% 1-148 1.1% 96% False False 375,010
60 130-255 111-125 19-130 14.9% 1-169 1.2% 96% False False 492,275
80 130-255 111-125 19-130 14.9% 1-150 1.1% 96% False False 633,878
100 130-255 111-125 19-130 14.9% 1-104 1.0% 96% False False 515,340
120 130-255 111-125 19-130 14.9% 1-078 1.0% 96% False False 429,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-118
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 134-120
2.618 132-303
1.618 132-023
1.000 131-170
0.618 131-063
HIGH 130-210
0.618 130-103
0.500 130-070
0.382 130-037
LOW 129-250
0.618 129-077
1.000 128-290
1.618 128-117
2.618 127-157
4.250 126-020
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 130-070 129-240
PP 130-057 129-130
S1 130-043 129-020

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

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