ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-290 |
125-075 |
0-105 |
0.3% |
120-015 |
High |
125-235 |
126-065 |
0-150 |
0.4% |
123-055 |
Low |
124-155 |
124-270 |
0-115 |
0.3% |
119-075 |
Close |
125-080 |
125-305 |
0-225 |
0.6% |
122-285 |
Range |
1-080 |
1-115 |
0-035 |
8.8% |
3-300 |
ATR |
1-179 |
1-175 |
-0-005 |
-0.9% |
0-000 |
Volume |
189,416 |
103,652 |
-85,764 |
-45.3% |
2,791,846 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-238 |
129-067 |
126-224 |
|
R3 |
128-123 |
127-272 |
126-105 |
|
R2 |
127-008 |
127-008 |
126-065 |
|
R1 |
126-157 |
126-157 |
126-025 |
126-242 |
PP |
125-213 |
125-213 |
125-213 |
125-256 |
S1 |
125-042 |
125-042 |
125-265 |
125-128 |
S2 |
124-098 |
124-098 |
125-225 |
|
S3 |
122-303 |
123-247 |
125-185 |
|
S4 |
121-188 |
122-132 |
125-066 |
|
|
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 |
126-065 |
120-305 |
5-080 |
4.2% |
1-237 |
1.4% |
95% |
True |
False |
385,558 |
10 |
126-065 |
118-120 |
7-265 |
6.2% |
1-239 |
1.4% |
97% |
True |
False |
549,339 |
20 |
126-065 |
114-125 |
11-260 |
9.4% |
1-141 |
1.1% |
98% |
True |
False |
495,956 |
40 |
126-065 |
111-125 |
14-260 |
11.8% |
1-158 |
1.2% |
98% |
True |
False |
551,880 |
60 |
126-065 |
111-125 |
14-260 |
11.8% |
1-164 |
1.2% |
98% |
True |
False |
705,498 |
80 |
126-065 |
111-125 |
14-260 |
11.8% |
1-113 |
1.1% |
98% |
True |
False |
640,087 |
100 |
126-065 |
111-125 |
14-260 |
11.8% |
1-079 |
1.0% |
98% |
True |
False |
513,295 |
120 |
126-065 |
110-030 |
16-035 |
12.8% |
1-045 |
0.9% |
98% |
True |
False |
427,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-314 |
2.618 |
129-244 |
1.618 |
128-129 |
1.000 |
127-180 |
0.618 |
127-014 |
HIGH |
126-065 |
0.618 |
125-219 |
0.500 |
125-168 |
0.382 |
125-116 |
LOW |
124-270 |
0.618 |
124-001 |
1.000 |
123-155 |
1.618 |
122-206 |
2.618 |
121-091 |
4.250 |
119-021 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-259 |
125-145 |
PP |
125-213 |
124-305 |
S1 |
125-168 |
124-145 |
|