ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 127-195 127-215 0-020 0.0% 126-275
High 127-315 127-235 -0-080 -0.2% 127-145
Low 126-285 125-165 -1-120 -1.1% 125-220
Close 127-095 125-240 -1-175 -1.2% 127-105
Range 1-030 2-070 1-040 102.9% 1-245
ATR 1-122 1-141 0-019 4.3% 0-000
Volume 96,299 118,899 22,600 23.5% 579,305
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 132-317 131-188 126-310
R3 130-247 129-118 126-115
R2 128-177 128-177 126-050
R1 127-048 127-048 125-305 126-238
PP 126-107 126-107 126-107 126-041
S1 124-298 124-298 125-175 124-168
S2 124-037 124-037 125-110
S3 121-287 122-228 125-045
S4 119-217 120-158 124-170
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
5 128-100 125-165 2-255 2.2% 1-121 1.1% 8% False True 83,743
10 128-225 125-165 3-060 2.5% 1-094 1.0% 7% False True 194,765
20 128-225 121-285 6-260 5.4% 1-161 1.2% 57% False False 328,443
40 128-225 111-310 16-235 13.3% 1-132 1.1% 82% False False 240,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 137-052
2.618 133-174
1.618 131-104
1.000 129-305
0.618 129-034
HIGH 127-235
0.618 126-284
0.500 126-200
0.382 126-116
LOW 125-165
0.618 124-046
1.000 123-095
1.618 121-296
2.618 119-226
4.250 116-028
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 126-200 126-292
PP 126-107 126-168
S1 126-013 126-044

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

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