ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 24-Dec-2008

Day Change Summary
	Previous	Current
	23-Dec-2008	24-Dec-2008	Change	Change %	Previous Week
Open	126-255	126-280	0-025	0.1%	124-095
High	127-085	127-110	0-025	0.1%	128-225
Low	126-180	125-220	-0-280	-0.7%	124-010
Close	127-045	126-230	-0-135	-0.3%	126-315
Range	0-225	1-210	0-305	135.6%	4-215
ATR	1-147	1-152	0-004	1.0%	0-000
Volume	154,697	137,651	-17,046	-11.0%	1,953,386

Daily Pivots for day following 24-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-177	130-253	127-202
R3	129-287	129-043	127-056
R2	128-077	128-077	127-007
R1	127-153	127-153	126-279	127-010
PP	126-187	126-187	126-187	126-115
S1	125-263	125-263	126-181	125-120
S2	124-297	124-297	126-133
S3	123-087	124-053	126-084
S4	121-197	122-163	125-258

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	125-220	3-005	2.4%	1-064	0.9%	34%	False	True	259,064
10	128-225	122-160	6-065	4.9%	1-187	1.3%	68%	False	False	347,319
20	128-225	119-270	8-275	7.0%	1-164	1.2%	78%	False	False	399,167
40	128-225	110-310	17-235	14.0%	1-131	1.1%	89%	False	False	233,326

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-114
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	134-122
2.618	131-218
1.618	130-008
1.000	129-000
0.618	128-118
HIGH	127-110
0.618	126-228
0.500	126-165
0.382	126-102
LOW	125-220
0.618	124-212
1.000	124-010
1.618	123-002
2.618	121-112
4.250	118-208

Fisher Pivots for day following 24-Dec-2008
Pivot	1 day	3 day
R1	126-208	126-214
PP	126-187	126-198
S1	126-165	126-182

Download as Excel Spreadsheet

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

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