ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	129-250	129-270	0-020	0.0%	127-000
High	130-210	130-150	-0-060	-0.1%	130-255
Low	129-250	129-125	-0-125	-0.3%	126-190
Close	130-030	129-275	-0-075	-0.2%	129-275
Range	0-280	1-025	0-065	23.2%	4-065
ATR	1-189	1-177	-0-012	-2.3%	0-000
Volume	19,951	28,354	8,403	42.1%	75,813

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	133-045	132-185	130-145
R3	132-020	131-160	130-050
R2	130-315	130-315	130-018
R1	130-135	130-135	129-307	130-225
PP	129-290	129-290	129-290	130-015
S1	129-110	129-110	129-243	129-200
S2	128-265	128-265	129-212
S3	127-240	128-085	129-180
S4	126-215	127-060	129-085

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	141-222	139-313	132-055
R3	137-157	135-248	131-005
R2	133-092	133-092	130-202
R1	131-183	131-183	130-078	132-138
PP	129-027	129-027	129-027	129-164
S1	127-118	127-118	129-152	128-072
S2	124-282	124-282	129-028
S3	120-217	123-053	128-225
S4	116-152	118-308	127-175

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-255	126-190	4-065	3.2%	1-163	1.2%	78%	False	False	15,162
10	130-255	124-150	6-105	4.9%	1-169	1.2%	85%	False	False	17,113
20	130-255	119-075	11-180	8.9%	1-192	1.2%	92%	False	False	222,686
40	130-255	112-275	17-300	13.8%	1-146	1.1%	95%	False	False	361,340
60	130-255	111-125	19-130	14.9%	1-169	1.2%	95%	False	False	480,446
80	130-255	111-125	19-130	14.9%	1-151	1.1%	95%	False	False	628,320
100	130-255	111-125	19-130	14.9%	1-105	1.0%	95%	False	False	515,587
120	130-255	111-125	19-130	14.9%	1-080	1.0%	95%	False	False	429,948

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-120
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-016
2.618	133-093
1.618	132-068
1.000	131-175
0.618	131-043
HIGH	130-150
0.618	130-018
0.500	129-298
0.382	129-257
LOW	129-125
0.618	128-232
1.000	128-100
1.618	127-207
2.618	126-182
4.250	124-259

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	129-298	130-030
PP	129-290	130-005
S1	129-282	129-300

Download as Excel Spreadsheet

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

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