ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
120-015 |
119-150 |
-0-185 |
-0.5% |
117-125 |
High |
120-120 |
121-240 |
1-120 |
1.1% |
121-255 |
Low |
119-075 |
119-135 |
0-060 |
0.2% |
116-305 |
Close |
119-125 |
121-055 |
1-250 |
1.5% |
120-155 |
Range |
1-045 |
2-105 |
1-060 |
104.1% |
4-270 |
ATR |
1-127 |
1-149 |
0-022 |
4.9% |
0-000 |
Volume |
676,678 |
605,288 |
-71,390 |
-10.6% |
3,167,055 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-245 |
126-255 |
122-145 |
|
R3 |
125-140 |
124-150 |
121-260 |
|
R2 |
123-035 |
123-035 |
121-192 |
|
R1 |
122-045 |
122-045 |
121-123 |
122-200 |
PP |
120-250 |
120-250 |
120-250 |
121-008 |
S1 |
119-260 |
119-260 |
120-307 |
120-095 |
S2 |
118-145 |
118-145 |
120-238 |
|
S3 |
116-040 |
117-155 |
120-170 |
|
S4 |
113-255 |
115-050 |
119-285 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-088 |
132-072 |
123-048 |
|
R3 |
129-138 |
127-122 |
121-261 |
|
R2 |
124-188 |
124-188 |
121-119 |
|
R1 |
122-172 |
122-172 |
120-297 |
123-180 |
PP |
119-238 |
119-238 |
119-238 |
120-082 |
S1 |
117-222 |
117-222 |
120-013 |
118-230 |
S2 |
114-288 |
114-288 |
119-191 |
|
S3 |
110-018 |
112-272 |
119-049 |
|
S4 |
105-068 |
108-002 |
117-262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-255 |
118-120 |
3-135 |
2.8% |
1-241 |
1.4% |
82% |
False |
False |
713,121 |
10 |
121-255 |
115-190 |
6-065 |
5.1% |
1-149 |
1.2% |
90% |
False |
False |
568,731 |
20 |
121-255 |
112-275 |
8-300 |
7.4% |
1-114 |
1.1% |
93% |
False |
False |
528,064 |
40 |
121-255 |
111-125 |
10-130 |
8.6% |
1-142 |
1.2% |
94% |
False |
False |
605,146 |
60 |
121-255 |
111-125 |
10-130 |
8.6% |
1-150 |
1.2% |
94% |
False |
False |
765,019 |
80 |
121-255 |
111-125 |
10-130 |
8.6% |
1-094 |
1.1% |
94% |
False |
False |
616,850 |
100 |
121-255 |
111-125 |
10-130 |
8.6% |
1-067 |
1.0% |
94% |
False |
False |
494,074 |
120 |
121-255 |
109-270 |
11-305 |
9.9% |
1-026 |
0.9% |
95% |
False |
False |
411,740 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-206 |
2.618 |
127-270 |
1.618 |
125-165 |
1.000 |
124-025 |
0.618 |
123-060 |
HIGH |
121-240 |
0.618 |
120-275 |
0.500 |
120-188 |
0.382 |
120-100 |
LOW |
119-135 |
0.618 |
117-315 |
1.000 |
117-030 |
1.618 |
115-210 |
2.618 |
113-105 |
4.250 |
109-169 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120-312 |
120-302 |
PP |
120-250 |
120-230 |
S1 |
120-188 |
120-158 |
|