ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 122-155 122-295 0-140 0.4% 117-230
High 123-040 123-240 0-200 0.5% 121-055
Low 122-005 122-090 0-085 0.2% 116-310
Close 122-250 123-150 0-220 0.6% 120-310
Range 1-035 1-150 0-115 32.4% 4-065
ATR 1-124 1-125 0-002 0.4% 0-000
Volume 627,378 520,599 -106,779 -17.0% 1,827,579
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 127-183 126-317 124-088
R3 126-033 125-167 123-279
R2 124-203 124-203 123-236
R1 124-017 124-017 123-193 124-110
PP 123-053 123-053 123-053 123-100
S1 122-187 122-187 123-107 122-280
S2 121-223 121-223 123-064
S3 120-073 121-037 123-021
S4 118-243 119-207 122-212
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
5 123-240 119-270 3-290 3.2% 1-122 1.1% 93% True False 443,228
10 123-240 116-310 6-250 5.5% 1-200 1.3% 96% True False 339,987
20 123-240 111-310 11-250 9.5% 1-112 1.1% 98% True False 178,079
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 0-074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-318
2.618 127-190
1.618 126-040
1.000 125-070
0.618 124-210
HIGH 123-240
0.618 123-060
0.500 123-005
0.382 122-270
LOW 122-090
0.618 121-120
1.000 120-260
1.618 119-290
2.618 118-140
4.250 116-012
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 123-102 123-022
PP 123-053 122-215
S1 123-005 122-088

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

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