ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 127-205 127-310 0-105 0.3% 124-095
High 128-225 128-075 -0-150 -0.4% 128-225
Low 127-100 126-255 -0-165 -0.4% 124-010
Close 128-000 126-315 -1-005 -0.8% 126-315
Range 1-125 1-140 0-015 3.4% 4-215
ATR 1-186 1-183 -0-003 -0.7% 0-000
Volume 427,740 321,307 -106,433 -24.9% 1,953,386
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-208 130-242 127-248
R3 130-068 129-102 127-122
R2 128-248 128-248 127-079
R1 127-282 127-282 127-037 127-195
PP 127-108 127-108 127-108 127-065
S1 126-142 126-142 126-273 126-055
S2 125-288 125-288 126-231
S3 124-148 125-002 126-188
S4 123-008 123-182 126-062
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 140-188 138-147 129-177
R3 135-293 133-252 128-086
R2 131-078 131-078 127-269
R1 129-037 129-037 127-132 130-058
PP 126-183 126-183 126-183 127-034
S1 124-142 124-142 126-178 125-162
S2 121-288 121-288 126-041
S3 117-073 119-247 125-224
S4 112-178 115-032 124-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-225 124-010 4-215 3.7% 1-206 1.3% 63% False False 390,677
10 128-225 121-285 6-260 5.4% 1-220 1.3% 75% False False 422,247
20 128-225 116-310 11-235 9.2% 1-200 1.3% 85% False False 418,485
40 128-225 110-310 17-235 14.0% 1-134 1.1% 90% False False 219,680
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 0-117
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-110
2.618 131-319
1.618 130-179
1.000 129-215
0.618 129-039
HIGH 128-075
0.618 127-219
0.500 127-165
0.382 127-111
LOW 126-255
0.618 125-291
1.000 125-115
1.618 124-151
2.618 123-011
4.250 120-220
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 127-165 127-225
PP 127-108 127-148
S1 127-052 127-072

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

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