ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 122-295 123-180 0-205 0.5% 117-230
High 123-240 124-185 0-265 0.7% 121-055
Low 122-090 123-090 1-000 0.8% 116-310
Close 123-150 124-115 0-285 0.7% 120-310
Range 1-150 1-095 -0-055 -11.7% 4-065
ATR 1-125 1-123 -0-002 -0.5% 0-000
Volume 520,599 512,025 -8,574 -1.6% 1,827,579
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-308 127-147 125-023
R3 126-213 126-052 124-229
R2 125-118 125-118 124-191
R1 124-277 124-277 124-153 125-038
PP 124-023 124-023 124-023 124-064
S1 123-182 123-182 124-077 123-262
S2 122-248 122-248 124-039
S3 121-153 122-087 124-001
S4 120-058 120-312 123-207
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
5 124-185 119-270 4-235 3.8% 1-173 1.2% 95% True False 439,795
10 124-185 116-310 7-195 6.1% 1-164 1.2% 97% True False 383,528
20 124-185 111-310 12-195 10.1% 1-114 1.1% 98% True False 203,480
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-029
2.618 127-311
1.618 126-216
1.000 125-280
0.618 125-121
HIGH 124-185
0.618 124-026
0.500 123-298
0.382 123-249
LOW 123-090
0.618 122-154
1.000 121-315
1.618 121-059
2.618 119-284
4.250 117-246
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 124-069 124-002
PP 124-023 123-208
S1 123-298 123-095

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

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