ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
26-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 126-205 127-075 0-190 0.5% 126-275
High 127-120 128-100 0-300 0.7% 127-145
Low 126-205 127-040 0-155 0.4% 125-220
Close 127-105 127-240 0-135 0.3% 127-105
Range 0-235 1-060 0-145 61.7% 1-245
ATR 1-135 1-129 -0-005 -1.2% 0-000
Volume 33,032 32,837 -195 -0.6% 579,305
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 131-093 130-227 128-129
R3 130-033 129-167 128-024
R2 128-293 128-293 127-310
R1 128-107 128-107 127-275 128-200
PP 127-233 127-233 127-233 127-280
S1 127-047 127-047 127-205 127-140
S2 126-173 126-173 127-170
S3 125-113 125-307 127-136
S4 124-053 124-247 127-031
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
5 128-100 125-220 2-200 2.1% 1-006 0.8% 79% True False 122,428
10 128-225 124-010 4-215 3.7% 1-106 1.0% 80% False False 256,552
20 128-225 120-255 7-290 6.2% 1-166 1.2% 88% False False 357,713
40 128-225 110-310 17-235 13.9% 1-127 1.1% 95% False False 234,966
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 0-075
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-115
2.618 131-135
1.618 130-075
1.000 129-160
0.618 129-015
HIGH 128-100
0.618 127-275
0.500 127-230
0.382 127-185
LOW 127-040
0.618 126-125
1.000 125-300
1.618 125-065
2.618 124-005
4.250 122-025
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 127-237 127-160
PP 127-233 127-080
S1 127-230 127-000

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

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