ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	126-310	127-205	0-215	0.5%	122-270
High	128-130	128-225	0-095	0.2%	125-135
Low	126-225	127-100	0-195	0.5%	121-285
Close	127-175	128-000	0-145	0.4%	124-110
Range	1-225	1-125	-0-100	-18.3%	3-170
ATR	1-191	1-186	-0-005	-0.9%	0-000
Volume	371,263	427,740	56,477	15.2%	2,269,091

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-057	131-153	128-245
R3	130-252	130-028	128-122
R2	129-127	129-127	128-082
R1	128-223	128-223	128-041	129-015
PP	128-002	128-002	128-002	128-058
S1	127-098	127-098	127-279	127-210
S2	126-197	126-197	127-238
S3	125-072	125-293	127-198
S4	123-267	124-168	127-075

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	128-225	122-250	5-295	4.6%	1-283	1.5%	88%	True	False	433,983
10	128-225	121-285	6-260	5.3%	1-238	1.4%	90%	True	False	438,760
20	128-225	116-310	11-235	9.2%	1-202	1.3%	94%	True	False	411,144
40	128-225	110-310	17-235	13.9%	1-133	1.1%	96%	True	False	211,679

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	0-118
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134-196
2.618	132-110
1.618	130-305
1.000	130-030
0.618	129-180
HIGH	128-225
0.618	128-055
0.500	128-002
0.382	127-270
LOW	127-100
0.618	126-145
1.000	125-295
1.618	125-020
2.618	123-215
4.250	121-129

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	128-002	127-180
PP	128-002	127-040
S1	128-001	126-220

Download as Excel Spreadsheet

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

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