ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-075 |
125-300 |
0-225 |
0.6% |
120-015 |
High |
126-065 |
126-310 |
0-245 |
0.6% |
123-055 |
Low |
124-270 |
125-245 |
0-295 |
0.7% |
119-075 |
Close |
125-305 |
126-205 |
0-220 |
0.5% |
122-285 |
Range |
1-115 |
1-065 |
-0-050 |
-11.5% |
3-300 |
ATR |
1-175 |
1-167 |
-0-008 |
-1.6% |
0-000 |
Volume |
103,652 |
50,032 |
-53,620 |
-51.7% |
2,791,846 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-022 |
129-178 |
127-097 |
|
R3 |
128-277 |
128-113 |
126-311 |
|
R2 |
127-212 |
127-212 |
126-276 |
|
R1 |
127-048 |
127-048 |
126-240 |
127-130 |
PP |
126-147 |
126-147 |
126-147 |
126-188 |
S1 |
125-303 |
125-303 |
126-170 |
126-065 |
S2 |
125-082 |
125-082 |
126-134 |
|
S3 |
124-017 |
124-238 |
126-099 |
|
S4 |
122-272 |
123-173 |
125-313 |
|
|
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 |
126-310 |
121-280 |
5-030 |
4.0% |
1-199 |
1.3% |
94% |
True |
False |
211,222 |
10 |
126-310 |
119-075 |
7-235 |
6.1% |
1-238 |
1.4% |
96% |
True |
False |
497,415 |
20 |
126-310 |
114-125 |
12-185 |
9.9% |
1-144 |
1.1% |
97% |
True |
False |
475,896 |
40 |
126-310 |
111-125 |
15-185 |
12.3% |
1-138 |
1.1% |
98% |
True |
False |
531,548 |
60 |
126-310 |
111-125 |
15-185 |
12.3% |
1-165 |
1.2% |
98% |
True |
False |
687,180 |
80 |
126-310 |
111-125 |
15-185 |
12.3% |
1-114 |
1.1% |
98% |
True |
False |
640,683 |
100 |
126-310 |
111-125 |
15-185 |
12.3% |
1-080 |
1.0% |
98% |
True |
False |
513,791 |
120 |
126-310 |
110-030 |
16-280 |
13.3% |
1-047 |
0.9% |
98% |
True |
False |
428,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-026 |
2.618 |
130-038 |
1.618 |
128-293 |
1.000 |
128-055 |
0.618 |
127-228 |
HIGH |
126-310 |
0.618 |
126-163 |
0.500 |
126-118 |
0.382 |
126-072 |
LOW |
125-245 |
0.618 |
125-007 |
1.000 |
124-180 |
1.618 |
123-262 |
2.618 |
122-197 |
4.250 |
120-209 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
126-176 |
126-108 |
PP |
126-147 |
126-010 |
S1 |
126-118 |
125-232 |
|