ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 30-Dec-2008

Day Change Summary
	Previous	Current
	29-Dec-2008	30-Dec-2008	Change	Change %	Previous Week
Open	127-075	127-195	0-120	0.3%	126-275
High	128-100	127-315	-0-105	-0.3%	127-145
Low	127-040	126-285	-0-075	-0.2%	125-220
Close	127-240	127-095	-0-145	-0.4%	127-105
Range	1-060	1-030	-0-030	-7.9%	1-245
ATR	1-129	1-122	-0-007	-1.6%	0-000
Volume	32,837	96,299	63,462	193.3%	579,305

Daily Pivots for day following 30-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	130-215	130-025	127-288
R3	129-185	128-315	127-191
R2	128-155	128-155	127-159
R1	127-285	127-285	127-127	127-205
PP	127-125	127-125	127-125	127-085
S1	126-255	126-255	127-063	126-175
S2	126-095	126-095	127-031
S3	125-065	125-225	126-319
S4	124-035	124-195	126-222

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%	1-024	0.8%	61%	False	False	90,903
10	128-225	124-215	4-010	3.2%	1-102	1.0%	65%	False	False	210,604
20	128-225	121-285	6-260	5.4%	1-143	1.1%	79%	False	False	353,867
40	128-225	111-130	17-095	13.6%	1-130	1.1%	92%	False	False	237,357

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-078
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-202
2.618	130-271
1.618	129-241
1.000	129-025
0.618	128-211
HIGH	127-315
0.618	127-181
0.500	127-140
0.382	127-099
LOW	126-285
0.618	126-069
1.000	125-255
1.618	125-039
2.618	124-009
4.250	122-078

Fisher Pivots for day following 30-Dec-2008
Pivot	1 day	3 day
R1	127-140	127-152
PP	127-125	127-133
S1	127-110	127-114

Download as Excel Spreadsheet

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

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