ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 24-Dec-2008
Day Change Summary
Previous Current
23-Dec-2008 24-Dec-2008 Change Change % Previous Week
Open 126-255 126-280 0-025 0.1% 124-095
High 127-085 127-110 0-025 0.1% 128-225
Low 126-180 125-220 -0-280 -0.7% 124-010
Close 127-045 126-230 -0-135 -0.3% 126-315
Range 0-225 1-210 0-305 135.6% 4-215
ATR 1-147 1-152 0-004 1.0% 0-000
Volume 154,697 137,651 -17,046 -11.0% 1,953,386
Daily Pivots for day following 24-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-177 130-253 127-202
R3 129-287 129-043 127-056
R2 128-077 128-077 127-007
R1 127-153 127-153 126-279 127-010
PP 126-187 126-187 126-187 126-115
S1 125-263 125-263 126-181 125-120
S2 124-297 124-297 126-133
S3 123-087 124-053 126-084
S4 121-197 122-163 125-258
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
5 128-225 125-220 3-005 2.4% 1-064 0.9% 34% False True 259,064
10 128-225 122-160 6-065 4.9% 1-187 1.3% 68% False False 347,319
20 128-225 119-270 8-275 7.0% 1-164 1.2% 78% False False 399,167
40 128-225 110-310 17-235 14.0% 1-131 1.1% 89% False False 233,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-114
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 134-122
2.618 131-218
1.618 130-008
1.000 129-000
0.618 128-118
HIGH 127-110
0.618 126-228
0.500 126-165
0.382 126-102
LOW 125-220
0.618 124-212
1.000 124-010
1.618 123-002
2.618 121-112
4.250 118-208
Fisher Pivots for day following 24-Dec-2008
Pivot 1 day 3 day
R1 126-208 126-214
PP 126-187 126-198
S1 126-165 126-182

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

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