ECBOT 10 Year T-Note Future September 2009


Trading Metrics calculated at close of trading on 23-Dec-2008
Day Change Summary
Previous Current
22-Dec-2008 23-Dec-2008 Change Change % Previous Week
Open 124-220 124-280 0-060 0.2% 122-170
High 124-220 124-280 0-060 0.2% 125-240
Low 124-220 124-280 0-060 0.2% 122-170
Close 124-220 124-280 0-060 0.2% 124-240
Range
ATR 0-000 0-211 0-211 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-Dec-2008
Classic Woodie Camarilla DeMark
R4 124-280 124-280 124-280
R3 124-280 124-280 124-280
R2 124-280 124-280 124-280
R1 124-280 124-280 124-280 124-280
PP 124-280 124-280 124-280 124-280
S1 124-280 124-280 124-280 124-280
S2 124-280 124-280 124-280
S3 124-280 124-280 124-280
S4 124-280 124-280 124-280
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 134-000 132-190 126-166
R3 130-250 129-120 125-203
R2 127-180 127-180 125-109
R1 126-050 126-050 125-014 126-275
PP 124-110 124-110 124-110 124-222
S1 122-300 122-300 124-146 123-205
S2 121-040 121-040 124-051
S3 117-290 119-230 123-277
S4 114-220 116-160 122-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-240 124-220 1-020 0.9% 0-000 0.0% 18% False False 2
10 125-240 120-200 5-040 4.1% 0-000 0.0% 83% False False 2
Crabel Price Patterns
NR False
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 124-280
2.618 124-280
1.618 124-280
1.000 124-280
0.618 124-280
HIGH 124-280
0.618 124-280
0.500 124-280
0.382 124-280
LOW 124-280
0.618 124-280
1.000 124-280
1.618 124-280
2.618 124-280
4.250 124-280
Fisher Pivots for day following 23-Dec-2008
Pivot 1 day 3 day
R1 124-280 124-270
PP 124-280 124-260
S1 124-280 124-250

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

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