ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 124-290 125-075 0-105 0.3% 120-015
High 125-235 126-065 0-150 0.4% 123-055
Low 124-155 124-270 0-115 0.3% 119-075
Close 125-080 125-305 0-225 0.6% 122-285
Range 1-080 1-115 0-035 8.8% 3-300
ATR 1-179 1-175 -0-005 -0.9% 0-000
Volume 189,416 103,652 -85,764 -45.3% 2,791,846
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-238 129-067 126-224
R3 128-123 127-272 126-105
R2 127-008 127-008 126-065
R1 126-157 126-157 126-025 126-242
PP 125-213 125-213 125-213 125-256
S1 125-042 125-042 125-265 125-128
S2 124-098 124-098 125-225
S3 122-303 123-247 125-185
S4 121-188 122-132 125-066
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
5 126-065 120-305 5-080 4.2% 1-237 1.4% 95% True False 385,558
10 126-065 118-120 7-265 6.2% 1-239 1.4% 97% True False 549,339
20 126-065 114-125 11-260 9.4% 1-141 1.1% 98% True False 495,956
40 126-065 111-125 14-260 11.8% 1-158 1.2% 98% True False 551,880
60 126-065 111-125 14-260 11.8% 1-164 1.2% 98% True False 705,498
80 126-065 111-125 14-260 11.8% 1-113 1.1% 98% True False 640,087
100 126-065 111-125 14-260 11.8% 1-079 1.0% 98% True False 513,295
120 126-065 110-030 16-035 12.8% 1-045 0.9% 98% True False 427,804
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 0-070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-314
2.618 129-244
1.618 128-129
1.000 127-180
0.618 127-014
HIGH 126-065
0.618 125-219
0.500 125-168
0.382 125-116
LOW 124-270
0.618 124-001
1.000 123-155
1.618 122-206
2.618 121-091
4.250 119-021
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 125-259 125-145
PP 125-213 124-305
S1 125-168 124-145

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

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