ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	125-140	126-045	0-225	0.6%	122-290
High	126-065	126-090	0-025	0.1%	127-005
Low	125-010	125-000	-0-010	0.0%	122-225
Close	125-290	125-215	-0-075	-0.2%	125-200
Range	1-055	1-090	0-035	9.3%	4-100
ATR	1-159	1-154	-0-005	-1.0%	0-000
Volume	30,209	9,115	-21,094	-69.8%	504,795

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-158	128-277	126-120
R3	128-068	127-187	126-008
R2	126-298	126-298	125-290
R1	126-097	126-097	125-253	125-312
PP	125-208	125-208	125-208	125-156
S1	125-007	125-007	125-177	124-222
S2	124-118	124-118	125-140
S3	123-028	123-237	125-102
S4	121-258	122-147	124-310

Weekly Pivots for week ending 05-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	138-017	136-048	127-319
R3	133-237	131-268	126-260
R2	129-137	129-137	126-133
R1	127-168	127-168	126-006	128-152
PP	125-037	125-037	125-037	125-189
S1	123-068	123-068	125-074	124-052
S2	120-257	120-257	124-267
S3	116-157	118-288	124-140
S4	112-057	114-188	123-081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-005	124-150	2-175	2.0%	1-110	1.1%	47%	False	False	31,363
10	127-005	120-305	6-020	4.8%	1-174	1.2%	78%	False	False	208,460
20	127-005	115-190	11-135	9.1%	1-161	1.2%	88%	False	False	388,596
40	127-005	111-125	15-200	12.4%	1-130	1.1%	91%	False	False	461,020
60	127-005	111-125	15-200	12.4%	1-162	1.2%	91%	False	False	604,667
80	127-005	111-125	15-200	12.4%	1-125	1.1%	91%	False	False	640,974
100	127-005	111-125	15-200	12.4%	1-086	1.0%	91%	False	False	514,837
120	127-005	110-290	16-035	12.8%	1-059	0.9%	92%	False	False	429,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-091
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-232
2.618	129-203
1.618	128-113
1.000	127-180
0.618	127-023
HIGH	126-090
0.618	125-253
0.500	125-205
0.382	125-157
LOW	125-000
0.618	124-067
1.000	123-230
1.618	122-297
2.618	121-207
4.250	119-178

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	125-212	125-183
PP	125-208	125-152
S1	125-205	125-120

Download as Excel Spreadsheet

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

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