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

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

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