ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-045 |
125-170 |
-0-195 |
-0.5% |
122-290 |
High |
126-090 |
126-310 |
0-220 |
0.5% |
127-005 |
Low |
125-000 |
125-125 |
0-125 |
0.3% |
122-225 |
Close |
125-215 |
126-230 |
1-015 |
0.8% |
125-200 |
Range |
1-090 |
1-185 |
0-095 |
23.2% |
4-100 |
ATR |
1-154 |
1-156 |
0-002 |
0.5% |
0-000 |
Volume |
9,115 |
14,371 |
5,256 |
57.7% |
504,795 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-030 |
130-155 |
127-188 |
|
R3 |
129-165 |
128-290 |
127-049 |
|
R2 |
127-300 |
127-300 |
127-003 |
|
R1 |
127-105 |
127-105 |
126-276 |
127-202 |
PP |
126-115 |
126-115 |
126-115 |
126-164 |
S1 |
125-240 |
125-240 |
126-184 |
126-018 |
S2 |
124-250 |
124-250 |
126-137 |
|
S3 |
123-065 |
124-055 |
126-091 |
|
S4 |
121-200 |
122-190 |
125-272 |
|
|
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% |
1-134 |
1.1% |
88% |
False |
False |
24,231 |
10 |
127-005 |
121-280 |
5-045 |
4.1% |
1-166 |
1.2% |
94% |
False |
False |
117,727 |
20 |
127-005 |
115-295 |
11-030 |
8.8% |
1-166 |
1.2% |
97% |
False |
False |
384,387 |
40 |
127-005 |
111-125 |
15-200 |
12.3% |
1-135 |
1.1% |
98% |
False |
False |
446,791 |
60 |
127-005 |
111-125 |
15-200 |
12.3% |
1-160 |
1.2% |
98% |
False |
False |
579,176 |
80 |
127-005 |
111-125 |
15-200 |
12.3% |
1-130 |
1.1% |
98% |
False |
False |
640,984 |
100 |
127-005 |
111-125 |
15-200 |
12.3% |
1-088 |
1.0% |
98% |
False |
False |
514,980 |
120 |
127-005 |
110-300 |
16-025 |
12.7% |
1-062 |
0.9% |
98% |
False |
False |
429,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-216 |
2.618 |
131-032 |
1.618 |
129-167 |
1.000 |
128-175 |
0.618 |
127-302 |
HIGH |
126-310 |
0.618 |
126-117 |
0.500 |
126-058 |
0.382 |
125-318 |
LOW |
125-125 |
0.618 |
124-133 |
1.000 |
123-260 |
1.618 |
122-268 |
2.618 |
121-083 |
4.250 |
118-219 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
126-172 |
126-152 |
PP |
126-115 |
126-073 |
S1 |
126-058 |
125-315 |
|