ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-300 |
126-200 |
0-220 |
0.5% |
122-290 |
High |
126-310 |
127-005 |
0-015 |
0.0% |
127-005 |
Low |
125-245 |
125-080 |
-0-165 |
-0.4% |
122-225 |
Close |
126-205 |
125-200 |
-1-005 |
-0.8% |
125-200 |
Range |
1-065 |
1-245 |
0-180 |
46.8% |
4-100 |
ATR |
1-167 |
1-172 |
0-006 |
1.1% |
0-000 |
Volume |
50,032 |
36,853 |
-13,179 |
-26.3% |
504,795 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-083 |
130-067 |
126-191 |
|
R3 |
129-158 |
128-142 |
126-035 |
|
R2 |
127-233 |
127-233 |
125-304 |
|
R1 |
126-217 |
126-217 |
125-252 |
126-102 |
PP |
125-308 |
125-308 |
125-308 |
125-251 |
S1 |
124-292 |
124-292 |
125-148 |
124-178 |
S2 |
124-063 |
124-063 |
125-096 |
|
S3 |
122-138 |
123-047 |
125-045 |
|
S4 |
120-213 |
121-122 |
124-209 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-017 |
136-048 |
127-319 |
|
R3 |
133-237 |
131-268 |
126-260 |
|
R2 |
129-137 |
129-137 |
126-133 |
|
R1 |
127-168 |
127-168 |
126-006 |
128-152 |
PP |
125-037 |
125-037 |
125-037 |
125-189 |
S1 |
123-068 |
123-068 |
125-074 |
124-052 |
S2 |
120-257 |
120-257 |
124-267 |
|
S3 |
116-157 |
118-288 |
124-140 |
|
S4 |
112-057 |
114-188 |
123-081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-005 |
122-225 |
4-100 |
3.4% |
1-229 |
1.4% |
68% |
True |
False |
100,959 |
10 |
127-005 |
119-075 |
7-250 |
6.2% |
1-215 |
1.3% |
82% |
True |
False |
428,259 |
20 |
127-005 |
114-125 |
12-200 |
10.0% |
1-152 |
1.2% |
89% |
True |
False |
451,019 |
40 |
127-005 |
111-125 |
15-200 |
12.4% |
1-136 |
1.1% |
91% |
True |
False |
498,073 |
60 |
127-005 |
111-125 |
15-200 |
12.4% |
1-169 |
1.2% |
91% |
True |
False |
666,415 |
80 |
127-005 |
111-125 |
15-200 |
12.4% |
1-118 |
1.1% |
91% |
True |
False |
640,826 |
100 |
127-005 |
111-125 |
15-200 |
12.4% |
1-083 |
1.0% |
91% |
True |
False |
514,158 |
120 |
127-005 |
110-180 |
16-145 |
13.1% |
1-051 |
0.9% |
92% |
True |
False |
428,528 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-166 |
2.618 |
131-204 |
1.618 |
129-279 |
1.000 |
128-250 |
0.618 |
128-034 |
HIGH |
127-005 |
0.618 |
126-109 |
0.500 |
126-042 |
0.382 |
125-296 |
LOW |
125-080 |
0.618 |
124-051 |
1.000 |
123-155 |
1.618 |
122-126 |
2.618 |
120-201 |
4.250 |
117-239 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
126-042 |
125-298 |
PP |
125-308 |
125-265 |
S1 |
125-254 |
125-232 |
|