ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
125-140 |
126-045 |
0-225 |
0.6% |
122-290 |
High |
126-065 |
126-090 |
0-025 |
0.1% |
127-005 |
Low |
125-010 |
125-000 |
-0-010 |
0.0% |
122-225 |
Close |
125-290 |
125-215 |
-0-075 |
-0.2% |
125-200 |
Range |
1-055 |
1-090 |
0-035 |
9.3% |
4-100 |
ATR |
1-159 |
1-154 |
-0-005 |
-1.0% |
0-000 |
Volume |
30,209 |
9,115 |
-21,094 |
-69.8% |
504,795 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-158 |
128-277 |
126-120 |
|
R3 |
128-068 |
127-187 |
126-008 |
|
R2 |
126-298 |
126-298 |
125-290 |
|
R1 |
126-097 |
126-097 |
125-253 |
125-312 |
PP |
125-208 |
125-208 |
125-208 |
125-156 |
S1 |
125-007 |
125-007 |
125-177 |
124-222 |
S2 |
124-118 |
124-118 |
125-140 |
|
S3 |
123-028 |
123-237 |
125-102 |
|
S4 |
121-258 |
122-147 |
124-310 |
|
|
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% |
1-110 |
1.1% |
47% |
False |
False |
31,363 |
10 |
127-005 |
120-305 |
6-020 |
4.8% |
1-174 |
1.2% |
78% |
False |
False |
208,460 |
20 |
127-005 |
115-190 |
11-135 |
9.1% |
1-161 |
1.2% |
88% |
False |
False |
388,596 |
40 |
127-005 |
111-125 |
15-200 |
12.4% |
1-130 |
1.1% |
91% |
False |
False |
461,020 |
60 |
127-005 |
111-125 |
15-200 |
12.4% |
1-162 |
1.2% |
91% |
False |
False |
604,667 |
80 |
127-005 |
111-125 |
15-200 |
12.4% |
1-125 |
1.1% |
91% |
False |
False |
640,974 |
100 |
127-005 |
111-125 |
15-200 |
12.4% |
1-086 |
1.0% |
91% |
False |
False |
514,837 |
120 |
127-005 |
110-290 |
16-035 |
12.8% |
1-059 |
0.9% |
92% |
False |
False |
429,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-232 |
2.618 |
129-203 |
1.618 |
128-113 |
1.000 |
127-180 |
0.618 |
127-023 |
HIGH |
126-090 |
0.618 |
125-253 |
0.500 |
125-205 |
0.382 |
125-157 |
LOW |
125-000 |
0.618 |
124-067 |
1.000 |
123-230 |
1.618 |
122-297 |
2.618 |
121-207 |
4.250 |
119-178 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
125-212 |
125-183 |
PP |
125-208 |
125-152 |
S1 |
125-205 |
125-120 |
|