ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 113-150 113-210 0-060 0.2% 111-130
High 113-260 114-220 0-280 0.8% 113-200
Low 113-100 113-140 0-040 0.1% 110-310
Close 113-230 114-140 0-230 0.6% 112-260
Range 0-160 1-080 0-240 150.0% 2-210
ATR 1-043 1-046 0-003 0.7% 0-000
Volume 4,455 736 -3,719 -83.5% 9,625
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 117-300 117-140 115-040
R3 116-220 116-060 114-250
R2 115-140 115-140 114-213
R1 114-300 114-300 114-177 115-060
PP 114-060 114-060 114-060 114-100
S1 113-220 113-220 114-103 113-300
S2 112-300 112-300 114-067
S3 111-220 112-140 114-030
S4 110-140 111-060 113-240
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-140 119-090 114-088
R3 117-250 116-200 113-174
R2 115-040 115-040 113-096
R1 113-310 113-310 113-018 114-175
PP 112-150 112-150 112-150 112-242
S1 111-100 111-100 112-182 111-285
S2 109-260 109-260 112-104
S3 107-050 108-210 112-026
S4 104-160 106-000 111-112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-220 111-310 2-230 2.4% 1-020 0.9% 91% True False 5,149
10 114-220 110-310 3-230 3.2% 1-044 1.0% 93% True False 2,998
20 114-220 109-250 4-290 4.3% 1-052 1.0% 95% True False 1,627
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 0-080
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-000
2.618 117-307
1.618 116-227
1.000 115-300
0.618 115-147
HIGH 114-220
0.618 114-067
0.500 114-020
0.382 113-293
LOW 113-140
0.618 112-213
1.000 112-060
1.618 111-133
2.618 110-053
4.250 108-040
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 114-100 114-022
PP 114-060 113-223
S1 114-020 113-105

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

View Archives - Comment on this page... - Back to Index of Symbols