ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 08-Dec-2008
Day Change Summary
Previous Current
05-Dec-2008 08-Dec-2008 Change Change % Previous Week
Open 124-105 122-270 -1-155 -1.2% 120-285
High 124-205 123-090 -1-115 -1.1% 124-205
Low 122-200 121-285 -0-235 -0.6% 120-255
Close 123-015 122-245 -0-090 -0.2% 123-015
Range 2-005 1-125 -0-200 -31.0% 3-270
ATR 1-138 1-137 -0-001 -0.2% 0-000
Volume 486,437 571,725 85,288 17.5% 2,319,648
Daily Pivots for day following 08-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-262 126-058 123-170
R3 125-137 124-253 123-047
R2 124-012 124-012 123-007
R1 123-128 123-128 122-286 123-008
PP 122-207 122-207 122-207 122-146
S1 122-003 122-003 122-204 121-202
S2 121-082 121-082 122-163
S3 119-277 120-198 122-123
S4 118-152 119-073 122-000
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-115 132-175 125-052
R3 130-165 128-225 124-033
R2 126-215 126-215 123-240
R1 124-275 124-275 123-128 125-245
PP 122-265 122-265 122-265 123-090
S1 121-005 121-005 122-222 121-295
S2 118-315 118-315 122-110
S3 115-045 117-055 121-317
S4 111-095 113-105 120-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 121-285 2-240 2.2% 1-146 1.2% 32% False True 543,632
10 124-205 117-060 7-145 6.1% 1-190 1.3% 75% False False 458,801
20 124-205 113-100 11-105 9.2% 1-130 1.1% 83% False False 255,561
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 0-090
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-061
2.618 126-295
1.618 125-170
1.000 124-215
0.618 124-045
HIGH 123-090
0.618 122-240
0.500 122-188
0.382 122-135
LOW 121-285
0.618 121-010
1.000 120-160
1.618 119-205
2.618 118-080
4.250 115-314
Fisher Pivots for day following 08-Dec-2008
Pivot 1 day 3 day
R1 122-226 123-085
PP 122-207 123-032
S1 122-188 122-298

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

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