ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
129-250 |
129-270 |
0-020 |
0.0% |
127-000 |
High |
130-210 |
130-150 |
-0-060 |
-0.1% |
130-255 |
Low |
129-250 |
129-125 |
-0-125 |
-0.3% |
126-190 |
Close |
130-030 |
129-275 |
-0-075 |
-0.2% |
129-275 |
Range |
0-280 |
1-025 |
0-065 |
23.2% |
4-065 |
ATR |
1-189 |
1-177 |
-0-012 |
-2.3% |
0-000 |
Volume |
19,951 |
28,354 |
8,403 |
42.1% |
75,813 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-045 |
132-185 |
130-145 |
|
R3 |
132-020 |
131-160 |
130-050 |
|
R2 |
130-315 |
130-315 |
130-018 |
|
R1 |
130-135 |
130-135 |
129-307 |
130-225 |
PP |
129-290 |
129-290 |
129-290 |
130-015 |
S1 |
129-110 |
129-110 |
129-243 |
129-200 |
S2 |
128-265 |
128-265 |
129-212 |
|
S3 |
127-240 |
128-085 |
129-180 |
|
S4 |
126-215 |
127-060 |
129-085 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-222 |
139-313 |
132-055 |
|
R3 |
137-157 |
135-248 |
131-005 |
|
R2 |
133-092 |
133-092 |
130-202 |
|
R1 |
131-183 |
131-183 |
130-078 |
132-138 |
PP |
129-027 |
129-027 |
129-027 |
129-164 |
S1 |
127-118 |
127-118 |
129-152 |
128-072 |
S2 |
124-282 |
124-282 |
129-028 |
|
S3 |
120-217 |
123-053 |
128-225 |
|
S4 |
116-152 |
118-308 |
127-175 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-255 |
126-190 |
4-065 |
3.2% |
1-163 |
1.2% |
78% |
False |
False |
15,162 |
10 |
130-255 |
124-150 |
6-105 |
4.9% |
1-169 |
1.2% |
85% |
False |
False |
17,113 |
20 |
130-255 |
119-075 |
11-180 |
8.9% |
1-192 |
1.2% |
92% |
False |
False |
222,686 |
40 |
130-255 |
112-275 |
17-300 |
13.8% |
1-146 |
1.1% |
95% |
False |
False |
361,340 |
60 |
130-255 |
111-125 |
19-130 |
14.9% |
1-169 |
1.2% |
95% |
False |
False |
480,446 |
80 |
130-255 |
111-125 |
19-130 |
14.9% |
1-151 |
1.1% |
95% |
False |
False |
628,320 |
100 |
130-255 |
111-125 |
19-130 |
14.9% |
1-105 |
1.0% |
95% |
False |
False |
515,587 |
120 |
130-255 |
111-125 |
19-130 |
14.9% |
1-080 |
1.0% |
95% |
False |
False |
429,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-016 |
2.618 |
133-093 |
1.618 |
132-068 |
1.000 |
131-175 |
0.618 |
131-043 |
HIGH |
130-150 |
0.618 |
130-018 |
0.500 |
129-298 |
0.382 |
129-257 |
LOW |
129-125 |
0.618 |
128-232 |
1.000 |
128-100 |
1.618 |
127-207 |
2.618 |
126-182 |
4.250 |
124-259 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
129-298 |
130-030 |
PP |
129-290 |
130-005 |
S1 |
129-282 |
129-300 |
|