ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 122-270 123-150 0-200 0.5% 120-285
High 123-225 123-155 -0-070 -0.2% 124-205
Low 122-095 122-025 -0-070 -0.2% 120-255
Close 123-110 122-255 -0-175 -0.4% 123-015
Range 1-130 1-130 0-000 0.0% 3-270
ATR 1-136 1-136 0-000 -0.1% 0-000
Volume 359,403 364,428 5,025 1.4% 2,319,648
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-002 126-098 123-182
R3 125-192 124-288 123-059
R2 124-062 124-062 123-018
R1 123-158 123-158 122-296 123-045
PP 122-252 122-252 122-252 122-195
S1 122-028 122-028 122-214 121-235
S2 121-122 121-122 122-172
S3 119-312 120-218 122-131
S4 118-182 119-088 122-008
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% 1-161 1.2% 33% False False 458,803
10 124-205 119-270 4-255 3.9% 1-142 1.2% 62% False False 451,015
20 124-205 113-240 10-285 8.9% 1-147 1.2% 83% False False 291,493
40 124-205 109-250 14-275 12.1% 1-100 1.1% 88% False False 146,560
Crabel Price Patterns
NR False
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 0-098
Fibonacci Retracements and Extensions
4.250 129-148
2.618 127-053
1.618 125-243
1.000 124-285
0.618 124-113
HIGH 123-155
0.618 122-303
0.500 122-250
0.382 122-197
LOW 122-025
0.618 121-067
1.000 120-215
1.618 119-257
2.618 118-127
4.250 116-032
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 122-253 122-255
PP 122-252 122-255
S1 122-250 122-255

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

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