ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 17-Dec-2008

Day Change Summary
	Previous	Current
	16-Dec-2008	17-Dec-2008	Change	Change %	Previous Week
Open	124-275	126-310	2-035	1.7%	122-270
High	127-050	128-130	1-080	1.0%	125-135
Low	124-215	126-225	2-010	1.6%	121-285
Close	126-200	127-175	0-295	0.7%	124-110
Range	2-155	1-225	-0-250	-31.4%	3-170
ATR	1-186	1-191	0-005	0.9%	0-000
Volume	277,295	371,263	93,968	33.9%	2,269,091

Daily Pivots for day following 17-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-212	131-258	128-155
R3	130-307	130-033	128-005
R2	129-082	129-082	127-275
R1	128-128	128-128	127-225	128-265
PP	127-177	127-177	127-177	127-245
S1	126-223	126-223	127-125	127-040
S2	125-272	125-272	127-075
S3	124-047	124-318	127-025
S4	122-142	123-093	126-195

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	128-130	122-160	5-290	4.6%	1-310	1.5%	85%	True	False	435,574
10	128-130	121-285	6-165	5.1%	1-236	1.4%	87%	True	False	447,189
20	128-130	116-310	11-140	9.0%	1-218	1.3%	92%	True	False	393,588
40	128-130	110-310	17-140	13.7%	1-132	1.1%	95%	True	False	200,987

Crabel Price Patterns
NR	True
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	0-117
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	135-206
2.618	132-277
1.618	131-052
1.000	130-035
0.618	129-147
HIGH	128-130
0.618	127-242
0.500	127-178
0.382	127-113
LOW	126-225
0.618	125-208
1.000	125-000
1.618	123-303
2.618	122-078
4.250	119-149

Fisher Pivots for day following 17-Dec-2008
Pivot	1 day	3 day
R1	127-178	127-033
PP	127-177	126-212
S1	127-176	126-070

Download as Excel Spreadsheet

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

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