ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 15-Dec-2008
Day Change Summary
Previous Current
12-Dec-2008 15-Dec-2008 Change Change % Previous Week
Open 124-085 124-095 0-010 0.0% 122-270
High 125-135 125-075 -0-060 -0.1% 125-135
Low 122-250 124-010 1-080 1.0% 121-285
Close 124-110 124-230 0-120 0.3% 124-110
Range 2-205 1-065 -1-140 -54.4% 3-170
ATR 1-172 1-164 -0-008 -1.6% 0-000
Volume 537,840 555,781 17,941 3.3% 2,269,091
Daily Pivots for day following 15-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-087 127-223 125-122
R3 127-022 126-158 125-016
R2 125-277 125-277 124-301
R1 125-093 125-093 124-265 125-185
PP 124-212 124-212 124-212 124-258
S1 124-028 124-028 124-195 124-120
S2 123-147 123-147 124-159
S3 122-082 122-283 124-124
S4 121-017 121-218 124-018
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-153 132-302 126-092
R3 130-303 129-132 125-101
R2 127-133 127-133 124-317
R1 125-282 125-282 124-214 126-208
PP 123-283 123-283 123-283 124-086
S1 122-112 122-112 124-006 123-038
S2 120-113 120-113 123-223
S3 116-263 118-262 123-119
S4 113-093 115-092 122-128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-135 122-025 3-110 2.7% 1-222 1.4% 79% False False 450,629
10 125-135 121-285 3-170 2.8% 1-184 1.3% 80% False False 497,131
20 125-135 115-120 10-015 8.1% 1-185 1.3% 93% False False 365,917
40 125-135 110-310 14-145 11.6% 1-116 1.1% 95% False False 184,776
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-138
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 130-111
2.618 128-123
1.618 127-058
1.000 126-140
0.618 125-313
HIGH 125-075
0.618 124-248
0.500 124-202
0.382 124-157
LOW 124-010
0.618 123-092
1.000 122-265
1.618 122-027
2.618 120-282
4.250 118-294
Fisher Pivots for day following 15-Dec-2008
Pivot 1 day 3 day
R1 124-221 124-149
PP 124-212 124-068
S1 124-202 123-308

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

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