ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 124-275 126-310 2-035 1.7% 122-270
High 127-050 128-130 1-080 1.0% 125-135
Low 124-215 126-225 2-010 1.6% 121-285
Close 126-200 127-175 0-295 0.7% 124-110
Range 2-155 1-225 -0-250 -31.4% 3-170
ATR 1-186 1-191 0-005 0.9% 0-000
Volume 277,295 371,263 93,968 33.9% 2,269,091
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-212 131-258 128-155
R3 130-307 130-033 128-005
R2 129-082 129-082 127-275
R1 128-128 128-128 127-225 128-265
PP 127-177 127-177 127-177 127-245
S1 126-223 126-223 127-125 127-040
S2 125-272 125-272 127-075
S3 124-047 124-318 127-025
S4 122-142 123-093 126-195
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
5 128-130 122-160 5-290 4.6% 1-310 1.5% 85% True False 435,574
10 128-130 121-285 6-165 5.1% 1-236 1.4% 87% True False 447,189
20 128-130 116-310 11-140 9.0% 1-218 1.3% 92% True False 393,588
40 128-130 110-310 17-140 13.7% 1-132 1.1% 95% True False 200,987
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 0-117
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-206
2.618 132-277
1.618 131-052
1.000 130-035
0.618 129-147
HIGH 128-130
0.618 127-242
0.500 127-178
0.382 127-113
LOW 126-225
0.618 125-208
1.000 125-000
1.618 123-303
2.618 122-078
4.250 119-149
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 127-178 127-033
PP 127-177 126-212
S1 127-176 126-070

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

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