ECBOT 10 Year T-Note Future March 2009

Trading Metrics calculated at close of trading on 31-Dec-2008

Day Change Summary
	Previous	Current
	30-Dec-2008	31-Dec-2008	Change	Change %	Previous Week
Open	127-195	127-215	0-020	0.0%	126-275
High	127-315	127-235	-0-080	-0.2%	127-145
Low	126-285	125-165	-1-120	-1.1%	125-220
Close	127-095	125-240	-1-175	-1.2%	127-105
Range	1-030	2-070	1-040	102.9%	1-245
ATR	1-122	1-141	0-019	4.3%	0-000
Volume	96,299	118,899	22,600	23.5%	579,305

Daily Pivots for day following 31-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-317	131-188	126-310
R3	130-247	129-118	126-115
R2	128-177	128-177	126-050
R1	127-048	127-048	125-305	126-238
PP	126-107	126-107	126-107	126-041
S1	124-298	124-298	125-175	124-168
S2	124-037	124-037	125-110
S3	121-287	122-228	125-045
S4	119-217	120-158	124-170

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	125-165	2-255	2.2%	1-121	1.1%	8%	False	True	83,743
10	128-225	125-165	3-060	2.5%	1-094	1.0%	7%	False	True	194,765
20	128-225	121-285	6-260	5.4%	1-161	1.2%	57%	False	False	328,443
40	128-225	111-310	16-235	13.3%	1-132	1.1%	82%	False	False	240,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-074
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	137-052
2.618	133-174
1.618	131-104
1.000	129-305
0.618	129-034
HIGH	127-235
0.618	126-284
0.500	126-200
0.382	126-116
LOW	125-165
0.618	124-046
1.000	123-095
1.618	121-296
2.618	119-226
4.250	116-028

Fisher Pivots for day following 31-Dec-2008
Pivot	1 day	3 day
R1	126-200	126-292
PP	126-107	126-168
S1	126-013	126-044

Download as Excel Spreadsheet

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

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