ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 127-310 126-275 -1-035 -0.9% 124-095
High 128-075 127-145 -0-250 -0.6% 128-225
Low 126-255 126-205 -0-050 -0.1% 124-010
Close 126-315 126-295 -0-020 0.0% 126-315
Range 1-140 0-260 -0-200 -43.5% 4-215
ATR 1-183 1-166 -0-017 -3.5% 0-000
Volume 321,307 253,925 -67,382 -21.0% 1,953,386
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-142 128-318 127-118
R3 128-202 128-058 127-046
R2 127-262 127-262 127-023
R1 127-118 127-118 126-319 127-190
PP 127-002 127-002 127-002 127-038
S1 126-178 126-178 126-271 126-250
S2 126-062 126-062 126-247
S3 125-122 125-238 126-224
S4 124-182 124-298 126-152
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
5 128-225 124-215 4-010 3.2% 1-181 1.2% 56% False False 330,306
10 128-225 122-025 6-200 5.2% 1-202 1.3% 73% False False 390,467
20 128-225 117-060 11-165 9.1% 1-196 1.3% 85% False False 424,634
40 128-225 110-310 17-235 14.0% 1-133 1.1% 90% False False 226,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-110
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 130-290
2.618 129-186
1.618 128-246
1.000 128-085
0.618 127-306
HIGH 127-145
0.618 127-046
0.500 127-015
0.382 126-304
LOW 126-205
0.618 126-044
1.000 125-265
1.618 125-104
2.618 124-164
4.250 123-060
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 127-015 127-215
PP 127-002 127-135
S1 126-308 127-055

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

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