ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 01-Dec-2008
Day Change Summary
Previous Current
28-Nov-2008 01-Dec-2008 Change Change % Previous Week
Open 120-025 120-285 0-260 0.7% 117-230
High 121-055 123-095 2-040 1.8% 121-055
Low 119-270 120-255 0-305 0.8% 116-310
Close 120-310 122-170 1-180 1.3% 120-310
Range 1-105 2-160 1-055 88.2% 4-065
ATR 1-104 1-130 0-027 6.3% 0-000
Volume 365,768 173,209 -192,559 -52.6% 1,827,579
Daily Pivots for day following 01-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-227 128-198 123-290
R3 127-067 126-038 123-070
R2 124-227 124-227 122-317
R1 123-198 123-198 122-243 124-052
PP 122-067 122-067 122-067 122-154
S1 121-038 121-038 122-097 121-212
S2 119-227 119-227 122-023
S3 117-067 118-198 121-270
S4 114-227 116-038 121-050
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 132-100 130-270 123-090
R3 128-035 126-205 122-040
R2 123-290 123-290 121-237
R1 122-140 122-140 121-113 123-055
PP 119-225 119-225 119-225 120-022
S1 118-075 118-075 120-187 118-310
S2 115-160 115-160 120-063
S3 111-095 114-010 119-260
S4 107-030 109-265 118-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 123-095 117-060 6-035 5.0% 1-235 1.4% 87% True False 373,971
10 123-095 115-120 7-295 6.5% 1-186 1.3% 90% True False 234,704
20 123-095 111-130 11-285 9.7% 1-116 1.1% 94% True False 120,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-295
2.618 129-269
1.618 127-109
1.000 125-255
0.618 124-269
HIGH 123-095
0.618 122-109
0.500 122-015
0.382 121-241
LOW 120-255
0.618 119-081
1.000 118-095
1.618 116-241
2.618 114-081
4.250 110-055
Fisher Pivots for day following 01-Dec-2008
Pivot 1 day 3 day
R1 122-118 122-068
PP 122-067 121-285
S1 122-015 121-182

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

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