ECBOT 10 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 123-180 124-105 0-245 0.6% 120-285
High 124-185 124-205 0-020 0.1% 124-205
Low 123-090 122-200 -0-210 -0.5% 120-255
Close 124-115 123-015 -1-100 -1.1% 123-015
Range 1-095 2-005 0-230 55.4% 3-270
ATR 1-123 1-138 0-014 3.2% 0-000
Volume 512,025 486,437 -25,588 -5.0% 2,319,648
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 129-155 128-090 124-050
R3 127-150 126-085 123-192
R2 125-145 125-145 123-133
R1 124-080 124-080 123-074 123-270
PP 123-140 123-140 123-140 123-075
S1 122-075 122-075 122-276 121-265
S2 121-135 121-135 122-217
S3 119-130 120-070 122-158
S4 117-125 118-065 121-300
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-115 132-175 125-052
R3 130-165 128-225 124-033
R2 126-215 126-215 123-240
R1 124-275 124-275 123-128 125-245
PP 122-265 122-265 122-265 123-090
S1 121-005 121-005 122-222 121-295
S2 118-315 118-315 122-110
S3 115-045 117-055 121-317
S4 111-095 113-105 120-298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-205 120-255 3-270 3.1% 1-217 1.4% 59% True False 463,929
10 124-205 116-310 7-215 6.2% 1-180 1.3% 79% True False 414,722
20 124-205 111-310 12-215 10.3% 1-132 1.1% 87% True False 227,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-086
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-066
2.618 129-294
1.618 127-289
1.000 126-210
0.618 125-284
HIGH 124-205
0.618 123-279
0.500 123-202
0.382 123-126
LOW 122-200
0.618 121-121
1.000 120-195
1.618 119-116
2.618 117-111
4.250 114-019
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 123-202 123-148
PP 123-140 123-103
S1 123-078 123-059

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

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