ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 120-285 122-155 1-190 1.3% 117-230
High 123-095 123-040 -0-055 -0.1% 121-055
Low 120-255 122-005 1-070 1.0% 116-310
Close 122-170 122-250 0-080 0.2% 120-310
Range 2-160 1-035 -1-125 -55.6% 4-065
ATR 1-130 1-124 -0-007 -1.5% 0-000
Volume 173,209 627,378 454,169 262.2% 1,827,579
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-310 125-155 123-125
R3 124-275 124-120 123-028
R2 123-240 123-240 122-315
R1 123-085 123-085 122-283 123-162
PP 122-205 122-205 122-205 122-244
S1 122-050 122-050 122-217 122-128
S2 121-170 121-170 122-185
S3 120-135 121-015 122-152
S4 119-100 119-300 122-055
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 132-100 130-270 123-090
R3 128-035 126-205 122-040
R2 123-290 123-290 121-237
R1 122-140 122-140 121-113 123-055
PP 119-225 119-225 119-225 120-022
S1 118-075 118-075 120-187 118-310
S2 115-160 115-160 120-063
S3 111-095 114-010 119-260
S4 107-030 109-265 118-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-095 118-310 4-105 3.5% 1-136 1.2% 88% False False 444,945
10 123-095 116-050 7-045 5.8% 1-190 1.3% 93% False False 294,439
20 123-095 111-310 11-105 9.2% 1-104 1.1% 95% False False 152,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-269
2.618 126-009
1.618 124-294
1.000 124-075
0.618 123-259
HIGH 123-040
0.618 122-224
0.500 122-182
0.382 122-141
LOW 122-005
0.618 121-106
1.000 120-290
1.618 120-071
2.618 119-036
4.250 117-096
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 122-228 122-121
PP 122-205 121-312
S1 122-182 121-182

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

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