ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 12-Dec-2008

Day Change Summary
	Previous	Current
	11-Dec-2008	12-Dec-2008	Change	Change %	Previous Week
Open	122-220	124-085	1-185	1.3%	122-270
High	124-100	125-135	1-035	0.9%	125-135
Low	122-160	122-250	0-090	0.2%	121-285
Close	123-310	124-110	0-120	0.3%	124-110
Range	1-260	2-205	0-265	45.7%	3-170
ATR	1-145	1-172	0-027	5.8%	0-000
Volume	435,695	537,840	102,145	23.4%	2,269,091

Daily Pivots for day following 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-033	130-277	125-255
R3	129-148	128-072	125-022
R2	126-263	126-263	124-265
R1	125-187	125-187	124-187	126-065
PP	124-058	124-058	124-058	124-158
S1	122-302	122-302	124-033	123-180
S2	121-173	121-173	123-275
S3	118-288	120-097	123-198
S4	116-083	117-212	122-285

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	134-153	132-302	126-092
R3	130-303	129-132	125-101
R2	127-133	127-133	124-317
R1	125-282	125-282	124-214	126-208
PP	123-283	123-283	123-283	124-086
S1	122-112	122-112	124-006	123-038
S2	120-113	120-113	123-223
S3	116-263	118-262	123-119
S4	113-093	115-092	122-128

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-135	121-285	3-170	2.8%	1-234	1.4%	69%	True	False	453,818
10	125-135	120-255	4-200	3.7%	1-226	1.4%	77%	True	False	458,873
20	125-135	114-260	10-195	8.5%	1-176	1.2%	90%	True	False	338,561
40	125-135	110-020	15-115	12.4%	1-118	1.1%	93%	True	False	170,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-132
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	136-206
2.618	132-107
1.618	129-222
1.000	128-020
0.618	127-017
HIGH	125-135
0.618	124-132
0.500	124-032
0.382	123-253
LOW	122-250
0.618	121-048
1.000	120-045
1.618	118-163
2.618	115-278
4.250	111-179

Fisher Pivots for day following 12-Dec-2008
Pivot	1 day	3 day
R1	124-084	124-047
PP	124-058	123-303
S1	124-032	123-240

Download as Excel Spreadsheet

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

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