ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 122-270 122-270 0-000 0.0% 120-285
High 123-090 123-225 0-135 0.3% 124-205
Low 121-285 122-095 0-130 0.3% 120-255
Close 122-245 123-110 0-185 0.5% 123-015
Range 1-125 1-130 0-005 1.1% 3-270
ATR 1-137 1-136 0-000 -0.1% 0-000
Volume 571,725 359,403 -212,322 -37.1% 2,319,648
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-107 126-238 124-038
R3 125-297 125-108 123-234
R2 124-167 124-167 123-192
R1 123-298 123-298 123-151 124-072
PP 123-037 123-037 123-037 123-084
S1 122-168 122-168 123-069 122-262
S2 121-227 121-227 123-028
S3 120-097 121-038 122-306
S4 118-287 119-228 122-182
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% 1-165 1.2% 53% False False 490,037
10 124-205 118-310 5-215 4.6% 1-150 1.2% 77% False False 467,491
20 124-205 113-140 11-065 9.1% 1-145 1.2% 88% False False 273,308
40 124-205 109-250 14-275 12.0% 1-096 1.1% 91% False False 137,449
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-108
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-218
2.618 127-123
1.618 125-313
1.000 125-035
0.618 124-183
HIGH 123-225
0.618 123-053
0.500 123-000
0.382 122-267
LOW 122-095
0.618 121-137
1.000 120-285
1.618 120-007
2.618 118-197
4.250 116-102
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 123-073 123-102
PP 123-037 123-093
S1 123-000 123-085

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

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