ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 26-Dec-2008

Day Change Summary
	Previous	Current
	24-Dec-2008	26-Dec-2008	Change	Change %	Previous Week
Open	126-280	126-205	-0-075	-0.2%	126-275
High	127-110	127-120	0-010	0.0%	127-145
Low	125-220	126-205	0-305	0.8%	125-220
Close	126-230	127-105	0-195	0.5%	127-105
Range	1-210	0-235	-0-295	-55.7%	1-245
ATR	1-152	1-135	-0-017	-3.6%	0-000
Volume	137,651	33,032	-104,619	-76.0%	579,305

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-102	129-018	127-234
R3	128-187	128-103	127-170
R2	127-272	127-272	127-148
R1	127-188	127-188	127-127	127-230
PP	127-037	127-037	127-037	127-058
S1	126-273	126-273	127-083	126-315
S2	126-122	126-122	127-062
S3	125-207	126-038	127-040
S4	124-292	125-123	126-296

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-038	131-157	128-096
R3	130-113	129-232	127-260
R2	128-188	128-188	127-209
R1	127-307	127-307	127-157	128-088
PP	126-263	126-263	126-263	126-314
S1	126-062	126-062	127-053	126-162
S2	125-018	125-018	127-001
S3	123-093	124-137	126-270
S4	121-168	122-212	126-114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-075	125-220	2-175	2.0%	1-022	0.8%	64%	False	False	180,122
10	128-225	122-250	5-295	4.7%	1-152	1.2%	77%	False	False	307,053
20	128-225	119-270	8-275	7.0%	1-168	1.2%	84%	False	False	374,359
40	128-225	110-310	17-235	13.9%	1-132	1.1%	92%	False	False	234,148

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-108
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-159
2.618	129-095
1.618	128-180
1.000	128-035
0.618	127-265
HIGH	127-120
0.618	127-030
0.500	127-002
0.382	126-295
LOW	126-205
0.618	126-060
1.000	125-290
1.618	125-145
2.618	124-230
4.250	123-166

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	127-071	127-020
PP	127-037	126-255
S1	127-002	126-170

Download as Excel Spreadsheet

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

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