ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-155 |
125-140 |
-0-015 |
0.0% |
122-290 |
High |
125-245 |
126-065 |
0-140 |
0.3% |
127-005 |
Low |
124-150 |
125-010 |
0-180 |
0.5% |
122-225 |
Close |
125-105 |
125-290 |
0-185 |
0.5% |
125-200 |
Range |
1-095 |
1-055 |
-0-040 |
-9.6% |
4-100 |
ATR |
1-167 |
1-159 |
-0-008 |
-1.6% |
0-000 |
Volume |
30,609 |
30,209 |
-400 |
-1.3% |
504,795 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-073 |
128-237 |
126-176 |
|
R3 |
128-018 |
127-182 |
126-073 |
|
R2 |
126-283 |
126-283 |
126-039 |
|
R1 |
126-127 |
126-127 |
126-004 |
126-205 |
PP |
125-228 |
125-228 |
125-228 |
125-268 |
S1 |
125-072 |
125-072 |
125-256 |
125-150 |
S2 |
124-173 |
124-173 |
125-221 |
|
S3 |
123-118 |
124-017 |
125-187 |
|
S4 |
122-063 |
122-282 |
125-084 |
|
|
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% |
1-115 |
1.1% |
56% |
False |
False |
50,271 |
10 |
127-005 |
119-135 |
7-190 |
6.0% |
1-207 |
1.3% |
85% |
False |
False |
268,078 |
20 |
127-005 |
115-150 |
11-175 |
9.2% |
1-152 |
1.2% |
90% |
False |
False |
404,642 |
40 |
127-005 |
111-125 |
15-200 |
12.4% |
1-130 |
1.1% |
93% |
False |
False |
463,399 |
60 |
127-005 |
111-125 |
15-200 |
12.4% |
1-167 |
1.2% |
93% |
False |
False |
624,685 |
80 |
127-005 |
111-125 |
15-200 |
12.4% |
1-122 |
1.1% |
93% |
False |
False |
641,047 |
100 |
127-005 |
111-125 |
15-200 |
12.4% |
1-084 |
1.0% |
93% |
False |
False |
514,748 |
120 |
127-005 |
110-290 |
16-035 |
12.8% |
1-057 |
0.9% |
93% |
False |
False |
429,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-059 |
2.618 |
129-087 |
1.618 |
128-032 |
1.000 |
127-120 |
0.618 |
126-297 |
HIGH |
126-065 |
0.618 |
125-242 |
0.500 |
125-198 |
0.382 |
125-153 |
LOW |
125-010 |
0.618 |
124-098 |
1.000 |
123-275 |
1.618 |
123-043 |
2.618 |
121-308 |
4.250 |
120-016 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-259 |
125-272 |
PP |
125-228 |
125-255 |
S1 |
125-198 |
125-238 |
|