ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
129-305 |
129-250 |
-0-055 |
-0.1% |
125-155 |
High |
130-255 |
130-210 |
-0-045 |
-0.1% |
128-000 |
Low |
129-165 |
129-250 |
0-085 |
0.2% |
124-150 |
Close |
129-225 |
130-030 |
0-125 |
0.3% |
127-060 |
Range |
1-090 |
0-280 |
-0-130 |
-31.7% |
3-170 |
ATR |
1-204 |
1-189 |
-0-016 |
-3.0% |
0-000 |
Volume |
8,024 |
19,951 |
11,927 |
148.6% |
95,317 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-257 |
132-103 |
130-184 |
|
R3 |
131-297 |
131-143 |
130-107 |
|
R2 |
131-017 |
131-017 |
130-081 |
|
R1 |
130-183 |
130-183 |
130-056 |
130-260 |
PP |
130-057 |
130-057 |
130-057 |
130-095 |
S1 |
129-223 |
129-223 |
130-004 |
129-300 |
S2 |
129-097 |
129-097 |
129-299 |
|
S3 |
128-137 |
128-263 |
129-273 |
|
S4 |
127-177 |
127-303 |
129-196 |
|
|
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 |
130-255 |
125-190 |
5-065 |
4.0% |
1-248 |
1.4% |
86% |
False |
False |
11,694 |
10 |
130-255 |
124-150 |
6-105 |
4.9% |
1-191 |
1.2% |
89% |
False |
False |
17,962 |
20 |
130-255 |
119-075 |
11-180 |
8.9% |
1-214 |
1.3% |
94% |
False |
False |
257,689 |
40 |
130-255 |
112-275 |
17-300 |
13.8% |
1-148 |
1.1% |
96% |
False |
False |
375,010 |
60 |
130-255 |
111-125 |
19-130 |
14.9% |
1-169 |
1.2% |
96% |
False |
False |
492,275 |
80 |
130-255 |
111-125 |
19-130 |
14.9% |
1-150 |
1.1% |
96% |
False |
False |
633,878 |
100 |
130-255 |
111-125 |
19-130 |
14.9% |
1-104 |
1.0% |
96% |
False |
False |
515,340 |
120 |
130-255 |
111-125 |
19-130 |
14.9% |
1-078 |
1.0% |
96% |
False |
False |
429,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-120 |
2.618 |
132-303 |
1.618 |
132-023 |
1.000 |
131-170 |
0.618 |
131-063 |
HIGH |
130-210 |
0.618 |
130-103 |
0.500 |
130-070 |
0.382 |
130-037 |
LOW |
129-250 |
0.618 |
129-077 |
1.000 |
128-290 |
1.618 |
128-117 |
2.618 |
127-157 |
4.250 |
126-020 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
130-070 |
129-240 |
PP |
130-057 |
129-130 |
S1 |
130-043 |
129-020 |
|