ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
127-160 |
1-310 |
1.6% |
125-155 |
| High |
126-310 |
128-000 |
1-010 |
0.8% |
128-000 |
| Low |
125-125 |
125-190 |
0-065 |
0.2% |
124-150 |
| Close |
126-230 |
127-060 |
0-150 |
0.4% |
127-060 |
| Range |
1-185 |
2-130 |
0-265 |
52.5% |
3-170 |
| ATR |
1-156 |
1-177 |
0-021 |
4.4% |
0-000 |
| Volume |
14,371 |
11,013 |
-3,358 |
-23.4% |
95,317 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-047 |
133-023 |
128-164 |
|
| R3 |
131-237 |
130-213 |
127-272 |
|
| R2 |
129-107 |
129-107 |
127-201 |
|
| R1 |
128-083 |
128-083 |
127-131 |
127-190 |
| PP |
126-297 |
126-297 |
126-297 |
126-190 |
| S1 |
125-273 |
125-273 |
126-309 |
125-060 |
| S2 |
124-167 |
124-167 |
126-239 |
|
| S3 |
122-037 |
123-143 |
126-168 |
|
| S4 |
119-227 |
121-013 |
125-276 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-047 |
135-223 |
129-042 |
|
| R3 |
133-197 |
132-053 |
128-051 |
|
| R2 |
130-027 |
130-027 |
127-267 |
|
| R1 |
128-203 |
128-203 |
127-164 |
129-115 |
| PP |
126-177 |
126-177 |
126-177 |
126-292 |
| S1 |
125-033 |
125-033 |
126-276 |
125-265 |
| S2 |
123-007 |
123-007 |
126-173 |
|
| S3 |
119-157 |
121-183 |
126-069 |
|
| S4 |
115-307 |
118-013 |
125-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-000 |
124-150 |
3-170 |
2.8% |
1-175 |
1.2% |
77% |
True |
False |
19,063 |
| 10 |
128-000 |
122-225 |
5-095 |
4.2% |
1-202 |
1.3% |
85% |
True |
False |
60,011 |
| 20 |
128-000 |
116-035 |
11-285 |
9.3% |
1-182 |
1.2% |
93% |
True |
False |
360,163 |
| 40 |
128-000 |
111-150 |
16-170 |
13.0% |
1-143 |
1.1% |
95% |
True |
False |
432,210 |
| 60 |
128-000 |
111-125 |
16-195 |
13.1% |
1-165 |
1.2% |
95% |
True |
False |
559,526 |
| 80 |
128-000 |
111-125 |
16-195 |
13.1% |
1-136 |
1.1% |
95% |
True |
False |
640,341 |
| 100 |
128-000 |
111-125 |
16-195 |
13.1% |
1-095 |
1.0% |
95% |
True |
False |
515,076 |
| 120 |
128-000 |
110-300 |
17-020 |
13.4% |
1-067 |
0.9% |
95% |
True |
False |
429,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-072 |
|
2.618 |
134-096 |
|
1.618 |
131-286 |
|
1.000 |
130-130 |
|
0.618 |
129-156 |
|
HIGH |
128-000 |
|
0.618 |
127-026 |
|
0.500 |
126-255 |
|
0.382 |
126-164 |
|
LOW |
125-190 |
|
0.618 |
124-034 |
|
1.000 |
123-060 |
|
1.618 |
121-224 |
|
2.618 |
119-094 |
|
4.250 |
115-118 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-018 |
126-307 |
| PP |
126-297 |
126-233 |
| S1 |
126-255 |
126-160 |
|