ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 124-095 124-275 0-180 0.5% 122-270
High 125-075 127-050 1-295 1.5% 125-135
Low 124-010 124-215 0-205 0.5% 121-285
Close 124-230 126-200 1-290 1.5% 124-110
Range 1-065 2-155 1-090 106.5% 3-170
ATR 1-164 1-186 0-022 4.6% 0-000
Volume 555,781 277,295 -278,486 -50.1% 2,269,091
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 133-193 132-192 127-317
R3 131-038 130-037 127-099
R2 128-203 128-203 127-026
R1 127-202 127-202 126-273 128-042
PP 126-048 126-048 126-048 126-129
S1 125-047 125-047 126-127 125-208
S2 123-213 123-213 126-054
S3 121-058 122-212 125-301
S4 118-223 120-057 125-083
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
5 127-050 122-025 5-025 4.0% 1-291 1.5% 90% True False 434,207
10 127-050 121-285 5-085 4.2% 1-228 1.4% 90% True False 462,122
20 127-050 116-050 11-000 8.7% 1-209 1.3% 95% True False 378,281
40 127-050 110-310 16-060 12.8% 1-126 1.1% 97% True False 191,707
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 0-129
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-229
2.618 133-211
1.618 131-056
1.000 129-205
0.618 128-221
HIGH 127-050
0.618 126-066
0.500 125-292
0.382 125-199
LOW 124-215
0.618 123-044
1.000 122-060
1.618 120-209
2.618 118-054
4.250 114-036
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 126-124 126-023
PP 126-048 125-167
S1 125-292 124-310

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

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