ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
121-040 |
122-045 |
1-005 |
0.8% |
120-015 |
High |
122-240 |
123-055 |
0-135 |
0.3% |
123-055 |
Low |
120-305 |
121-280 |
0-295 |
0.8% |
119-075 |
Close |
122-115 |
122-285 |
0-170 |
0.4% |
122-285 |
Range |
1-255 |
1-095 |
-0-160 |
-27.8% |
3-300 |
ATR |
1-157 |
1-152 |
-0-004 |
-0.9% |
0-000 |
Volume |
921,709 |
588,171 |
-333,538 |
-36.2% |
2,791,846 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-172 |
126-003 |
123-193 |
|
R3 |
125-077 |
124-228 |
123-079 |
|
R2 |
123-302 |
123-302 |
123-041 |
|
R1 |
123-133 |
123-133 |
123-003 |
123-218 |
PP |
122-207 |
122-207 |
122-207 |
122-249 |
S1 |
122-038 |
122-038 |
122-247 |
122-122 |
S2 |
121-112 |
121-112 |
122-209 |
|
S3 |
120-017 |
120-263 |
122-171 |
|
S4 |
118-242 |
119-168 |
122-057 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-185 |
132-055 |
125-018 |
|
R3 |
129-205 |
128-075 |
123-312 |
|
R2 |
125-225 |
125-225 |
123-196 |
|
R1 |
124-095 |
124-095 |
123-080 |
125-000 |
PP |
121-245 |
121-245 |
121-245 |
122-038 |
S1 |
120-115 |
120-115 |
122-170 |
121-020 |
S2 |
117-265 |
117-265 |
122-054 |
|
S3 |
113-285 |
116-135 |
121-258 |
|
S4 |
109-305 |
112-155 |
120-232 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-055 |
119-075 |
3-300 |
3.2% |
1-201 |
1.3% |
93% |
True |
False |
755,559 |
10 |
123-055 |
116-035 |
7-020 |
5.7% |
1-162 |
1.2% |
96% |
True |
False |
660,314 |
20 |
123-055 |
112-275 |
10-100 |
8.4% |
1-127 |
1.1% |
97% |
True |
False |
545,441 |
40 |
123-055 |
111-125 |
11-250 |
9.6% |
1-149 |
1.2% |
98% |
True |
False |
603,082 |
60 |
123-055 |
111-125 |
11-250 |
9.6% |
1-159 |
1.2% |
98% |
True |
False |
756,369 |
80 |
123-055 |
111-125 |
11-250 |
9.6% |
1-102 |
1.1% |
98% |
True |
False |
635,242 |
100 |
123-055 |
111-125 |
11-250 |
9.6% |
1-072 |
1.0% |
98% |
True |
False |
509,154 |
120 |
123-055 |
109-270 |
13-105 |
10.8% |
1-034 |
0.9% |
98% |
True |
False |
424,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-219 |
2.618 |
126-181 |
1.618 |
125-086 |
1.000 |
124-150 |
0.618 |
123-311 |
HIGH |
123-055 |
0.618 |
122-216 |
0.500 |
122-168 |
0.382 |
122-119 |
LOW |
121-280 |
0.618 |
121-024 |
1.000 |
120-185 |
1.618 |
119-249 |
2.618 |
118-154 |
4.250 |
116-116 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
122-246 |
122-115 |
PP |
122-207 |
121-265 |
S1 |
122-168 |
121-095 |
|