ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 29-Dec-2008

Day Change Summary
	Previous	Current
	26-Dec-2008	29-Dec-2008	Change	Change %	Previous Week
Open	126-205	127-075	0-190	0.5%	126-275
High	127-120	128-100	0-300	0.7%	127-145
Low	126-205	127-040	0-155	0.4%	125-220
Close	127-105	127-240	0-135	0.3%	127-105
Range	0-235	1-060	0-145	61.7%	1-245
ATR	1-135	1-129	-0-005	-1.2%	0-000
Volume	33,032	32,837	-195	-0.6%	579,305

Daily Pivots for day following 29-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-093	130-227	128-129
R3	130-033	129-167	128-024
R2	128-293	128-293	127-310
R1	128-107	128-107	127-275	128-200
PP	127-233	127-233	127-233	127-280
S1	127-047	127-047	127-205	127-140
S2	126-173	126-173	127-170
S3	125-113	125-307	127-136
S4	124-053	124-247	127-031

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	128-100	125-220	2-200	2.1%	1-006	0.8%	79%	True	False	122,428
10	128-225	124-010	4-215	3.7%	1-106	1.0%	80%	False	False	256,552
20	128-225	120-255	7-290	6.2%	1-166	1.2%	88%	False	False	357,713
40	128-225	110-310	17-235	13.9%	1-127	1.1%	95%	False	False	234,966

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	0-075
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	133-115
2.618	131-135
1.618	130-075
1.000	129-160
0.618	129-015
HIGH	128-100
0.618	127-275
0.500	127-230
0.382	127-185
LOW	127-040
0.618	126-125
1.000	125-300
1.618	125-065
2.618	124-005
4.250	122-025

Fisher Pivots for day following 29-Dec-2008
Pivot	1 day	3 day
R1	127-237	127-160
PP	127-233	127-080
S1	127-230	127-000

Download as Excel Spreadsheet

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

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