ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 129-250 129-270 0-020 0.0% 127-000
High 130-210 130-150 -0-060 -0.1% 130-255
Low 129-250 129-125 -0-125 -0.3% 126-190
Close 130-030 129-275 -0-075 -0.2% 129-275
Range 0-280 1-025 0-065 23.2% 4-065
ATR 1-189 1-177 -0-012 -2.3% 0-000
Volume 19,951 28,354 8,403 42.1% 75,813
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 133-045 132-185 130-145
R3 132-020 131-160 130-050
R2 130-315 130-315 130-018
R1 130-135 130-135 129-307 130-225
PP 129-290 129-290 129-290 130-015
S1 129-110 129-110 129-243 129-200
S2 128-265 128-265 129-212
S3 127-240 128-085 129-180
S4 126-215 127-060 129-085
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 141-222 139-313 132-055
R3 137-157 135-248 131-005
R2 133-092 133-092 130-202
R1 131-183 131-183 130-078 132-138
PP 129-027 129-027 129-027 129-164
S1 127-118 127-118 129-152 128-072
S2 124-282 124-282 129-028
S3 120-217 123-053 128-225
S4 116-152 118-308 127-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-255 126-190 4-065 3.2% 1-163 1.2% 78% False False 15,162
10 130-255 124-150 6-105 4.9% 1-169 1.2% 85% False False 17,113
20 130-255 119-075 11-180 8.9% 1-192 1.2% 92% False False 222,686
40 130-255 112-275 17-300 13.8% 1-146 1.1% 95% False False 361,340
60 130-255 111-125 19-130 14.9% 1-169 1.2% 95% False False 480,446
80 130-255 111-125 19-130 14.9% 1-151 1.1% 95% False False 628,320
100 130-255 111-125 19-130 14.9% 1-105 1.0% 95% False False 515,587
120 130-255 111-125 19-130 14.9% 1-080 1.0% 95% False False 429,948
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-120
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-016
2.618 133-093
1.618 132-068
1.000 131-175
0.618 131-043
HIGH 130-150
0.618 130-018
0.500 129-298
0.382 129-257
LOW 129-125
0.618 128-232
1.000 128-100
1.618 127-207
2.618 126-182
4.250 124-259
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 129-298 130-030
PP 129-290 130-005
S1 129-282 129-300

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

View Archives - Comment on this page... - Back to Index of Symbols