ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	124-085	124-095	0-010	0.0%	122-270
High	125-135	125-075	-0-060	-0.1%	125-135
Low	122-250	124-010	1-080	1.0%	121-285
Close	124-110	124-230	0-120	0.3%	124-110
Range	2-205	1-065	-1-140	-54.4%	3-170
ATR	1-172	1-164	-0-008	-1.6%	0-000
Volume	537,840	555,781	17,941	3.3%	2,269,091

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	128-087	127-223	125-122
R3	127-022	126-158	125-016
R2	125-277	125-277	124-301
R1	125-093	125-093	124-265	125-185
PP	124-212	124-212	124-212	124-258
S1	124-028	124-028	124-195	124-120
S2	123-147	123-147	124-159
S3	122-082	122-283	124-124
S4	121-017	121-218	124-018

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	122-025	3-110	2.7%	1-222	1.4%	79%	False	False	450,629
10	125-135	121-285	3-170	2.8%	1-184	1.3%	80%	False	False	497,131
20	125-135	115-120	10-015	8.1%	1-185	1.3%	93%	False	False	365,917
40	125-135	110-310	14-145	11.6%	1-116	1.1%	95%	False	False	184,776

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-138
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	130-111
2.618	128-123
1.618	127-058
1.000	126-140
0.618	125-313
HIGH	125-075
0.618	124-248
0.500	124-202
0.382	124-157
LOW	124-010
0.618	123-092
1.000	122-265
1.618	122-027
2.618	120-282
4.250	118-294

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	124-221	124-149
PP	124-212	124-068
S1	124-202	123-308

Download as Excel Spreadsheet

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

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