ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 126-310 127-205 0-215 0.5% 122-270
High 128-130 128-225 0-095 0.2% 125-135
Low 126-225 127-100 0-195 0.5% 121-285
Close 127-175 128-000 0-145 0.4% 124-110
Range 1-225 1-125 -0-100 -18.3% 3-170
ATR 1-191 1-186 -0-005 -0.9% 0-000
Volume 371,263 427,740 56,477 15.2% 2,269,091
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-057 131-153 128-245
R3 130-252 130-028 128-122
R2 129-127 129-127 128-082
R1 128-223 128-223 128-041 129-015
PP 128-002 128-002 128-002 128-058
S1 127-098 127-098 127-279 127-210
S2 126-197 126-197 127-238
S3 125-072 125-293 127-198
S4 123-267 124-168 127-075
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
5 128-225 122-250 5-295 4.6% 1-283 1.5% 88% True False 433,983
10 128-225 121-285 6-260 5.3% 1-238 1.4% 90% True False 438,760
20 128-225 116-310 11-235 9.2% 1-202 1.3% 94% True False 411,144
40 128-225 110-310 17-235 13.9% 1-133 1.1% 96% True False 211,679
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 0-118
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-196
2.618 132-110
1.618 130-305
1.000 130-030
0.618 129-180
HIGH 128-225
0.618 128-055
0.500 128-002
0.382 127-270
LOW 127-100
0.618 126-145
1.000 125-295
1.618 125-020
2.618 123-215
4.250 121-129
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 128-002 127-180
PP 128-002 127-040
S1 128-001 126-220

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

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