ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 01-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-045 |
122-290 |
0-245 |
0.6% |
120-015 |
High |
123-055 |
125-225 |
2-170 |
2.1% |
123-055 |
Low |
121-280 |
122-225 |
0-265 |
0.7% |
119-075 |
Close |
122-285 |
124-265 |
1-300 |
1.6% |
122-285 |
Range |
1-095 |
3-000 |
1-225 |
131.3% |
3-300 |
ATR |
1-152 |
1-187 |
0-035 |
7.4% |
0-000 |
Volume |
588,171 |
124,842 |
-463,329 |
-78.8% |
2,791,846 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-132 |
132-038 |
126-153 |
|
R3 |
130-132 |
129-038 |
125-209 |
|
R2 |
127-132 |
127-132 |
125-121 |
|
R1 |
126-038 |
126-038 |
125-033 |
126-245 |
PP |
124-132 |
124-132 |
124-132 |
124-235 |
S1 |
123-038 |
123-038 |
124-177 |
123-245 |
S2 |
121-132 |
121-132 |
124-089 |
|
S3 |
118-132 |
120-038 |
124-001 |
|
S4 |
115-132 |
117-038 |
123-057 |
|
|
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 |
125-225 |
119-075 |
6-150 |
5.2% |
1-292 |
1.5% |
86% |
True |
False |
583,337 |
10 |
125-225 |
116-305 |
8-240 |
7.0% |
1-214 |
1.3% |
90% |
True |
False |
608,374 |
20 |
125-225 |
112-275 |
12-270 |
10.3% |
1-149 |
1.2% |
93% |
True |
False |
527,129 |
40 |
125-225 |
111-125 |
14-100 |
11.5% |
1-159 |
1.2% |
94% |
True |
False |
588,051 |
60 |
125-225 |
111-125 |
14-100 |
11.5% |
1-166 |
1.2% |
94% |
True |
False |
744,340 |
80 |
125-225 |
111-125 |
14-100 |
11.5% |
1-109 |
1.1% |
94% |
True |
False |
636,645 |
100 |
125-225 |
111-125 |
14-100 |
11.5% |
1-080 |
1.0% |
94% |
True |
False |
510,399 |
120 |
125-225 |
109-270 |
15-275 |
12.7% |
1-041 |
0.9% |
94% |
True |
False |
425,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
138-145 |
2.618 |
133-178 |
1.618 |
130-178 |
1.000 |
128-225 |
0.618 |
127-178 |
HIGH |
125-225 |
0.618 |
124-178 |
0.500 |
124-065 |
0.382 |
123-272 |
LOW |
122-225 |
0.618 |
120-272 |
1.000 |
119-225 |
1.618 |
117-272 |
2.618 |
114-272 |
4.250 |
109-305 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124-198 |
124-105 |
PP |
124-132 |
123-265 |
S1 |
124-065 |
123-105 |
|