ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 09-Dec-2008

Day Change Summary
	Previous	Current
	08-Dec-2008	09-Dec-2008	Change	Change %	Previous Week
Open	122-270	122-270	0-000	0.0%	120-285
High	123-090	123-225	0-135	0.3%	124-205
Low	121-285	122-095	0-130	0.3%	120-255
Close	122-245	123-110	0-185	0.5%	123-015
Range	1-125	1-130	0-005	1.1%	3-270
ATR	1-137	1-136	0-000	-0.1%	0-000
Volume	571,725	359,403	-212,322	-37.1%	2,319,648

Daily Pivots for day following 09-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-107	126-238	124-038
R3	125-297	125-108	123-234
R2	124-167	124-167	123-192
R1	123-298	123-298	123-151	124-072
PP	123-037	123-037	123-037	123-084
S1	122-168	122-168	123-069	122-262
S2	121-227	121-227	123-028
S3	120-097	121-038	122-306
S4	118-287	119-228	122-182

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	121-285	2-240	2.2%	1-165	1.2%	53%	False	False	490,037
10	124-205	118-310	5-215	4.6%	1-150	1.2%	77%	False	False	467,491
20	124-205	113-140	11-065	9.1%	1-145	1.2%	88%	False	False	273,308
40	124-205	109-250	14-275	12.0%	1-096	1.1%	91%	False	False	137,449

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	0-108
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-218
2.618	127-123
1.618	125-313
1.000	125-035
0.618	124-183
HIGH	123-225
0.618	123-053
0.500	123-000
0.382	122-267
LOW	122-095
0.618	121-137
1.000	120-285
1.618	120-007
2.618	118-197
4.250	116-102

Fisher Pivots for day following 09-Dec-2008
Pivot	1 day	3 day
R1	123-073	123-102
PP	123-037	123-093
S1	123-000	123-085

Download as Excel Spreadsheet

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

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