ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
119-150 |
121-040 |
1-210 |
1.4% |
117-125 |
| High |
121-240 |
122-240 |
1-000 |
0.8% |
121-255 |
| Low |
119-135 |
120-305 |
1-170 |
1.3% |
116-305 |
| Close |
121-055 |
122-115 |
1-060 |
1.0% |
120-155 |
| Range |
2-105 |
1-255 |
-0-170 |
-22.8% |
4-270 |
| ATR |
1-149 |
1-157 |
0-008 |
1.6% |
0-000 |
| Volume |
605,288 |
921,709 |
316,421 |
52.3% |
3,167,055 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-132 |
126-218 |
123-111 |
|
| R3 |
125-197 |
124-283 |
122-273 |
|
| R2 |
123-262 |
123-262 |
122-220 |
|
| R1 |
123-028 |
123-028 |
122-168 |
123-145 |
| PP |
122-007 |
122-007 |
122-007 |
122-065 |
| S1 |
121-093 |
121-093 |
122-062 |
121-210 |
| S2 |
120-072 |
120-072 |
122-010 |
|
| S3 |
118-137 |
119-158 |
121-277 |
|
| S4 |
116-202 |
117-223 |
121-119 |
|
|
| 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 |
122-240 |
119-075 |
3-165 |
2.9% |
1-277 |
1.5% |
89% |
True |
False |
783,608 |
| 10 |
122-240 |
115-295 |
6-265 |
5.6% |
1-165 |
1.2% |
94% |
True |
False |
651,048 |
| 20 |
122-240 |
112-275 |
9-285 |
8.1% |
1-122 |
1.1% |
96% |
True |
False |
543,845 |
| 40 |
122-240 |
111-125 |
11-115 |
9.3% |
1-146 |
1.2% |
97% |
True |
False |
608,077 |
| 60 |
122-240 |
111-125 |
11-115 |
9.3% |
1-156 |
1.2% |
97% |
True |
False |
760,853 |
| 80 |
122-240 |
111-125 |
11-115 |
9.3% |
1-100 |
1.1% |
97% |
True |
False |
628,054 |
| 100 |
122-240 |
111-125 |
11-115 |
9.3% |
1-071 |
1.0% |
97% |
True |
False |
503,290 |
| 120 |
122-240 |
109-270 |
12-290 |
10.5% |
1-031 |
0.9% |
97% |
True |
False |
419,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-124 |
|
2.618 |
127-145 |
|
1.618 |
125-210 |
|
1.000 |
124-175 |
|
0.618 |
123-275 |
|
HIGH |
122-240 |
|
0.618 |
122-020 |
|
0.500 |
121-272 |
|
0.382 |
121-205 |
|
LOW |
120-305 |
|
0.618 |
119-270 |
|
1.000 |
119-050 |
|
1.618 |
118-015 |
|
2.618 |
116-080 |
|
4.250 |
113-101 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-061 |
121-289 |
| PP |
122-007 |
121-143 |
| S1 |
121-272 |
120-318 |
|