ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 19-Dec-2008

Day Change Summary
	Previous	Current
	18-Dec-2008	19-Dec-2008	Change	Change %	Previous Week
Open	127-205	127-310	0-105	0.3%	124-095
High	128-225	128-075	-0-150	-0.4%	128-225
Low	127-100	126-255	-0-165	-0.4%	124-010
Close	128-000	126-315	-1-005	-0.8%	126-315
Range	1-125	1-140	0-015	3.4%	4-215
ATR	1-186	1-183	-0-003	-0.7%	0-000
Volume	427,740	321,307	-106,433	-24.9%	1,953,386

Daily Pivots for day following 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-208	130-242	127-248
R3	130-068	129-102	127-122
R2	128-248	128-248	127-079
R1	127-282	127-282	127-037	127-195
PP	127-108	127-108	127-108	127-065
S1	126-142	126-142	126-273	126-055
S2	125-288	125-288	126-231
S3	124-148	125-002	126-188
S4	123-008	123-182	126-062

Weekly Pivots for week ending 19-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	140-188	138-147	129-177
R3	135-293	133-252	128-086
R2	131-078	131-078	127-269
R1	129-037	129-037	127-132	130-058
PP	126-183	126-183	126-183	127-034
S1	124-142	124-142	126-178	125-162
S2	121-288	121-288	126-041
S3	117-073	119-247	125-224
S4	112-178	115-032	124-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-225	124-010	4-215	3.7%	1-206	1.3%	63%	False	False	390,677
10	128-225	121-285	6-260	5.4%	1-220	1.3%	75%	False	False	422,247
20	128-225	116-310	11-235	9.2%	1-200	1.3%	85%	False	False	418,485
40	128-225	110-310	17-235	14.0%	1-134	1.1%	90%	False	False	219,680

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	0-117
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-110
2.618	131-319
1.618	130-179
1.000	129-215
0.618	129-039
HIGH	128-075
0.618	127-219
0.500	127-165
0.382	127-111
LOW	126-255
0.618	125-291
1.000	125-115
1.618	124-151
2.618	123-011
4.250	120-220

Fisher Pivots for day following 19-Dec-2008
Pivot	1 day	3 day
R1	127-165	127-225
PP	127-108	127-148
S1	127-052	127-072

Download as Excel Spreadsheet

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

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