ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 02-Dec-2008
Day Change Summary
Previous Current
01-Dec-2008 02-Dec-2008 Change Change % Previous Week
Open 122-290 124-290 2-000 1.6% 120-015
High 125-225 125-235 0-010 0.0% 123-055
Low 122-225 124-155 1-250 1.5% 119-075
Close 124-265 125-080 0-135 0.3% 122-285
Range 3-000 1-080 -1-240 -58.3% 3-300
ATR 1-187 1-179 -0-008 -1.5% 0-000
Volume 124,842 189,416 64,574 51.7% 2,791,846
Daily Pivots for day following 02-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-290 128-105 125-300
R3 127-210 127-025 125-190
R2 126-130 126-130 125-153
R1 125-265 125-265 125-117 126-038
PP 125-050 125-050 125-050 125-096
S1 124-185 124-185 125-043 124-278
S2 123-290 123-290 125-007
S3 122-210 123-105 124-290
S4 121-130 122-025 124-180
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 133-185 132-055 125-018
R3 129-205 128-075 123-312
R2 125-225 125-225 123-196
R1 124-095 124-095 123-080 125-000
PP 121-245 121-245 121-245 122-038
S1 120-115 120-115 122-170 121-020
S2 117-265 117-265 122-054
S3 113-285 116-135 121-258
S4 109-305 112-155 120-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-235 119-135 6-100 5.0% 1-299 1.5% 92% True False 485,885
10 125-235 117-180 8-055 6.5% 1-230 1.4% 94% True False 578,157
20 125-235 113-120 12-115 9.9% 1-152 1.2% 96% True False 506,411
40 125-235 111-125 14-110 11.5% 1-156 1.2% 97% True False 569,903
60 125-235 111-125 14-110 11.5% 1-163 1.2% 97% True False 726,916
80 125-235 111-125 14-110 11.5% 1-112 1.1% 97% True False 638,859
100 125-235 111-125 14-110 11.5% 1-079 1.0% 97% True False 512,270
120 125-235 109-270 15-285 12.7% 1-041 0.9% 97% True False 426,940
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-059
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-015
2.618 129-002
1.618 127-242
1.000 126-315
0.618 126-162
HIGH 125-235
0.618 125-082
0.500 125-035
0.382 124-308
LOW 124-155
0.618 123-228
1.000 123-075
1.618 122-148
2.618 121-068
4.250 119-055
Fisher Pivots for day following 02-Dec-2008
Pivot 1 day 3 day
R1 125-065 124-246
PP 125-050 124-092
S1 125-035 123-258

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

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