ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 127-000 128-095 1-095 1.0% 125-155
High 127-265 130-130 2-185 2.0% 128-000
Low 126-190 127-105 0-235 0.6% 124-150
Close 127-155 129-065 1-230 1.3% 127-060
Range 1-075 3-025 1-270 149.4% 3-170
ATR 1-170 1-205 0-035 7.2% 0-000
Volume 12,118 7,366 -4,752 -39.2% 95,317
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 138-068 136-252 130-287
R3 135-043 133-227 130-016
R2 132-018 132-018 129-246
R1 130-202 130-202 129-155 131-110
PP 128-313 128-313 128-313 129-108
S1 127-177 127-177 128-295 128-085
S2 125-288 125-288 128-204
S3 122-263 124-152 128-114
S4 119-238 121-127 127-163
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 137-047 135-223 129-042
R3 133-197 132-053 128-051
R2 130-027 130-027 127-267
R1 128-203 128-203 127-164 129-115
PP 126-177 126-177 126-177 126-292
S1 125-033 125-033 126-276 125-265
S2 123-007 123-007 126-173
S3 119-157 121-183 126-069
S4 115-307 118-013 125-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-130 125-000 5-130 4.2% 1-293 1.5% 78% True False 10,796
10 130-130 124-150 5-300 4.6% 1-204 1.3% 80% True False 30,533
20 130-130 117-180 12-270 9.9% 1-217 1.3% 91% True False 304,345
40 130-130 112-275 17-175 13.6% 1-152 1.1% 93% True False 400,835
60 130-130 111-125 19-005 14.7% 1-168 1.2% 94% True False 520,765
80 130-130 111-125 19-005 14.7% 1-148 1.1% 94% True False 638,965
100 130-130 111-125 19-005 14.7% 1-102 1.0% 94% True False 515,180
120 130-130 111-125 19-005 14.7% 1-074 1.0% 94% True False 429,479
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 0-122
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 143-156
2.618 138-149
1.618 135-124
1.000 133-155
0.618 132-099
HIGH 130-130
0.618 129-074
0.500 128-278
0.382 128-161
LOW 127-105
0.618 125-136
1.000 124-080
1.618 122-111
2.618 119-086
4.250 114-079
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 129-029 128-257
PP 128-313 128-128
S1 128-278 128-000

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

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