ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122-290 |
124-290 |
2-000 |
1.6% |
120-015 |
| High |
125-225 |
125-235 |
0-010 |
0.0% |
123-055 |
| Low |
122-225 |
124-155 |
1-250 |
1.5% |
119-075 |
| Close |
124-265 |
125-080 |
0-135 |
0.3% |
122-285 |
| Range |
3-000 |
1-080 |
-1-240 |
-58.3% |
3-300 |
| ATR |
1-187 |
1-179 |
-0-008 |
-1.5% |
0-000 |
| Volume |
124,842 |
189,416 |
64,574 |
51.7% |
2,791,846 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-290 |
128-105 |
125-300 |
|
| R3 |
127-210 |
127-025 |
125-190 |
|
| R2 |
126-130 |
126-130 |
125-153 |
|
| R1 |
125-265 |
125-265 |
125-117 |
126-038 |
| PP |
125-050 |
125-050 |
125-050 |
125-096 |
| S1 |
124-185 |
124-185 |
125-043 |
124-278 |
| S2 |
123-290 |
123-290 |
125-007 |
|
| S3 |
122-210 |
123-105 |
124-290 |
|
| S4 |
121-130 |
122-025 |
124-180 |
|
|
| 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 |
125-235 |
119-135 |
6-100 |
5.0% |
1-299 |
1.5% |
92% |
True |
False |
485,885 |
| 10 |
125-235 |
117-180 |
8-055 |
6.5% |
1-230 |
1.4% |
94% |
True |
False |
578,157 |
| 20 |
125-235 |
113-120 |
12-115 |
9.9% |
1-152 |
1.2% |
96% |
True |
False |
506,411 |
| 40 |
125-235 |
111-125 |
14-110 |
11.5% |
1-156 |
1.2% |
97% |
True |
False |
569,903 |
| 60 |
125-235 |
111-125 |
14-110 |
11.5% |
1-163 |
1.2% |
97% |
True |
False |
726,916 |
| 80 |
125-235 |
111-125 |
14-110 |
11.5% |
1-112 |
1.1% |
97% |
True |
False |
638,859 |
| 100 |
125-235 |
111-125 |
14-110 |
11.5% |
1-079 |
1.0% |
97% |
True |
False |
512,270 |
| 120 |
125-235 |
109-270 |
15-285 |
12.7% |
1-041 |
0.9% |
97% |
True |
False |
426,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-015 |
|
2.618 |
129-002 |
|
1.618 |
127-242 |
|
1.000 |
126-315 |
|
0.618 |
126-162 |
|
HIGH |
125-235 |
|
0.618 |
125-082 |
|
0.500 |
125-035 |
|
0.382 |
124-308 |
|
LOW |
124-155 |
|
0.618 |
123-228 |
|
1.000 |
123-075 |
|
1.618 |
122-148 |
|
2.618 |
121-068 |
|
4.250 |
119-055 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
125-065 |
124-246 |
| PP |
125-050 |
124-092 |
| S1 |
125-035 |
123-258 |
|