ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 16-Dec-2008

Day Change Summary
	Previous	Current
	15-Dec-2008	16-Dec-2008	Change	Change %	Previous Week
Open	124-095	124-275	0-180	0.5%	122-270
High	125-075	127-050	1-295	1.5%	125-135
Low	124-010	124-215	0-205	0.5%	121-285
Close	124-230	126-200	1-290	1.5%	124-110
Range	1-065	2-155	1-090	106.5%	3-170
ATR	1-164	1-186	0-022	4.6%	0-000
Volume	555,781	277,295	-278,486	-50.1%	2,269,091

Daily Pivots for day following 16-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	133-193	132-192	127-317
R3	131-038	130-037	127-099
R2	128-203	128-203	127-026
R1	127-202	127-202	126-273	128-042
PP	126-048	126-048	126-048	126-129
S1	125-047	125-047	126-127	125-208
S2	123-213	123-213	126-054
S3	121-058	122-212	125-301
S4	118-223	120-057	125-083

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	127-050	122-025	5-025	4.0%	1-291	1.5%	90%	True	False	434,207
10	127-050	121-285	5-085	4.2%	1-228	1.4%	90%	True	False	462,122
20	127-050	116-050	11-000	8.7%	1-209	1.3%	95%	True	False	378,281
40	127-050	110-310	16-060	12.8%	1-126	1.1%	97%	True	False	191,707

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	0-129
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	137-229
2.618	133-211
1.618	131-056
1.000	129-205
0.618	128-221
HIGH	127-050
0.618	126-066
0.500	125-292
0.382	125-199
LOW	124-215
0.618	123-044
1.000	122-060
1.618	120-209
2.618	118-054
4.250	114-036

Fisher Pivots for day following 16-Dec-2008
Pivot	1 day	3 day
R1	126-124	126-023
PP	126-048	125-167
S1	125-292	124-310

Download as Excel Spreadsheet

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

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