ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 26-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 26-Dec-2008 Change Change % Previous Week
Open 126-280 126-205 -0-075 -0.2% 126-275
High 127-110 127-120 0-010 0.0% 127-145
Low 125-220 126-205 0-305 0.8% 125-220
Close 126-230 127-105 0-195 0.5% 127-105
Range 1-210 0-235 -0-295 -55.7% 1-245
ATR 1-152 1-135 -0-017 -3.6% 0-000
Volume 137,651 33,032 -104,619 -76.0% 579,305
Daily Pivots for day following 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-102 129-018 127-234
R3 128-187 128-103 127-170
R2 127-272 127-272 127-148
R1 127-188 127-188 127-127 127-230
PP 127-037 127-037 127-037 127-058
S1 126-273 126-273 127-083 126-315
S2 126-122 126-122 127-062
S3 125-207 126-038 127-040
S4 124-292 125-123 126-296
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-038 131-157 128-096
R3 130-113 129-232 127-260
R2 128-188 128-188 127-209
R1 127-307 127-307 127-157 128-088
PP 126-263 126-263 126-263 126-314
S1 126-062 126-062 127-053 126-162
S2 125-018 125-018 127-001
S3 123-093 124-137 126-270
S4 121-168 122-212 126-114
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-075 125-220 2-175 2.0% 1-022 0.8% 64% False False 180,122
10 128-225 122-250 5-295 4.7% 1-152 1.2% 77% False False 307,053
20 128-225 119-270 8-275 7.0% 1-168 1.2% 84% False False 374,359
40 128-225 110-310 17-235 13.9% 1-132 1.1% 92% False False 234,148
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-159
2.618 129-095
1.618 128-180
1.000 128-035
0.618 127-265
HIGH 127-120
0.618 127-030
0.500 127-002
0.382 126-295
LOW 126-205
0.618 126-060
1.000 125-290
1.618 125-145
2.618 124-230
4.250 123-166
Fisher Pivots for day following 26-Dec-2008
Pivot 1 day 3 day
R1 127-071 127-020
PP 127-037 126-255
S1 127-002 126-170

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

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