ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-200 |
125-155 |
-1-045 |
-0.9% |
122-290 |
High |
127-005 |
125-245 |
-1-080 |
-1.0% |
127-005 |
Low |
125-080 |
124-150 |
-0-250 |
-0.6% |
122-225 |
Close |
125-200 |
125-105 |
-0-095 |
-0.2% |
125-200 |
Range |
1-245 |
1-095 |
-0-150 |
-26.5% |
4-100 |
ATR |
1-172 |
1-167 |
-0-006 |
-1.1% |
0-000 |
Volume |
36,853 |
30,609 |
-6,244 |
-16.9% |
504,795 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-025 |
128-160 |
126-013 |
|
R3 |
127-250 |
127-065 |
125-219 |
|
R2 |
126-155 |
126-155 |
125-181 |
|
R1 |
125-290 |
125-290 |
125-143 |
125-175 |
PP |
125-060 |
125-060 |
125-060 |
125-002 |
S1 |
124-195 |
124-195 |
125-067 |
124-080 |
S2 |
123-285 |
123-285 |
125-029 |
|
S3 |
122-190 |
123-100 |
124-311 |
|
S4 |
121-095 |
122-005 |
124-197 |
|
|
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 |
124-150 |
2-175 |
2.0% |
1-120 |
1.1% |
34% |
False |
True |
82,112 |
10 |
127-005 |
119-075 |
7-250 |
6.2% |
1-206 |
1.3% |
78% |
False |
False |
332,725 |
20 |
127-005 |
114-125 |
12-200 |
10.1% |
1-154 |
1.2% |
87% |
False |
False |
428,261 |
40 |
127-005 |
111-125 |
15-200 |
12.5% |
1-128 |
1.1% |
89% |
False |
False |
479,016 |
60 |
127-005 |
111-125 |
15-200 |
12.5% |
1-170 |
1.2% |
89% |
False |
False |
645,908 |
80 |
127-005 |
111-125 |
15-200 |
12.5% |
1-120 |
1.1% |
89% |
False |
False |
640,796 |
100 |
127-005 |
111-125 |
15-200 |
12.5% |
1-083 |
1.0% |
89% |
False |
False |
514,447 |
120 |
127-005 |
110-180 |
16-145 |
13.1% |
1-054 |
0.9% |
90% |
False |
False |
428,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-089 |
2.618 |
129-051 |
1.618 |
127-276 |
1.000 |
127-020 |
0.618 |
126-181 |
HIGH |
125-245 |
0.618 |
125-086 |
0.500 |
125-038 |
0.382 |
124-309 |
LOW |
124-150 |
0.618 |
123-214 |
1.000 |
123-055 |
1.618 |
122-119 |
2.618 |
121-024 |
4.250 |
118-306 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-082 |
125-238 |
PP |
125-060 |
125-193 |
S1 |
125-038 |
125-149 |
|