ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 10-Dec-2008

Day Change Summary
	Previous	Current
	09-Dec-2008	10-Dec-2008	Change	Change %	Previous Week
Open	122-270	123-150	0-200	0.5%	120-285
High	123-225	123-155	-0-070	-0.2%	124-205
Low	122-095	122-025	-0-070	-0.2%	120-255
Close	123-110	122-255	-0-175	-0.4%	123-015
Range	1-130	1-130	0-000	0.0%	3-270
ATR	1-136	1-136	0-000	-0.1%	0-000
Volume	359,403	364,428	5,025	1.4%	2,319,648

Daily Pivots for day following 10-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	127-002	126-098	123-182
R3	125-192	124-288	123-059
R2	124-062	124-062	123-018
R1	123-158	123-158	122-296	123-045
PP	122-252	122-252	122-252	122-195
S1	122-028	122-028	122-214	121-235
S2	121-122	121-122	122-172
S3	119-312	120-218	122-131
S4	118-182	119-088	122-008

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%	1-161	1.2%	33%	False	False	458,803
10	124-205	119-270	4-255	3.9%	1-142	1.2%	62%	False	False	451,015
20	124-205	113-240	10-285	8.9%	1-147	1.2%	83%	False	False	291,493
40	124-205	109-250	14-275	12.1%	1-100	1.1%	88%	False	False	146,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
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	0-098

Fibonacci Retracements and Extensions
4.250	129-148
2.618	127-053
1.618	125-243
1.000	124-285
0.618	124-113
HIGH	123-155
0.618	122-303
0.500	122-250
0.382	122-197
LOW	122-025
0.618	121-067
1.000	120-215
1.618	119-257
2.618	118-127
4.250	116-032

Fisher Pivots for day following 10-Dec-2008
Pivot	1 day	3 day
R1	122-253	122-255
PP	122-252	122-255
S1	122-250	122-255

Download as Excel Spreadsheet

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

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