ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 126-275 126-255 -0-020 0.0% 124-095
High 127-145 127-085 -0-060 -0.1% 128-225
Low 126-205 126-180 -0-025 -0.1% 124-010
Close 126-295 127-045 0-070 0.2% 126-315
Range 0-260 0-225 -0-035 -13.5% 4-215
ATR 1-166 1-147 -0-019 -3.8% 0-000
Volume 253,925 154,697 -99,228 -39.1% 1,953,386
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-032 128-263 127-169
R3 128-127 128-038 127-107
R2 127-222 127-222 127-086
R1 127-133 127-133 127-066 127-178
PP 126-317 126-317 126-317 127-019
S1 126-228 126-228 127-024 126-272
S2 126-092 126-092 127-004
S3 125-187 126-003 126-303
S4 124-282 125-098 126-241
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
5 128-225 126-180 2-045 1.7% 1-067 1.0% 27% False True 305,786
10 128-225 122-025 6-200 5.2% 1-179 1.2% 76% False False 369,997
20 128-225 118-310 9-235 7.7% 1-165 1.2% 84% False False 418,744
40 128-225 110-310 17-235 13.9% 1-128 1.1% 91% False False 229,890
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-100
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 130-081
2.618 129-034
1.618 128-129
1.000 127-310
0.618 127-224
HIGH 127-085
0.618 126-319
0.500 126-292
0.382 126-266
LOW 126-180
0.618 126-041
1.000 125-275
1.618 125-136
2.618 124-231
4.250 123-184
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 127-021 127-128
PP 126-317 127-100
S1 126-292 127-072

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

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