ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
120-025 |
120-285 |
0-260 |
0.7% |
117-230 |
| High |
121-055 |
123-095 |
2-040 |
1.8% |
121-055 |
| Low |
119-270 |
120-255 |
0-305 |
0.8% |
116-310 |
| Close |
120-310 |
122-170 |
1-180 |
1.3% |
120-310 |
| Range |
1-105 |
2-160 |
1-055 |
88.2% |
4-065 |
| ATR |
1-104 |
1-130 |
0-027 |
6.3% |
0-000 |
| Volume |
365,768 |
173,209 |
-192,559 |
-52.6% |
1,827,579 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-227 |
128-198 |
123-290 |
|
| R3 |
127-067 |
126-038 |
123-070 |
|
| R2 |
124-227 |
124-227 |
122-317 |
|
| R1 |
123-198 |
123-198 |
122-243 |
124-052 |
| PP |
122-067 |
122-067 |
122-067 |
122-154 |
| S1 |
121-038 |
121-038 |
122-097 |
121-212 |
| S2 |
119-227 |
119-227 |
122-023 |
|
| S3 |
117-067 |
118-198 |
121-270 |
|
| S4 |
114-227 |
116-038 |
121-050 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-100 |
130-270 |
123-090 |
|
| R3 |
128-035 |
126-205 |
122-040 |
|
| R2 |
123-290 |
123-290 |
121-237 |
|
| R1 |
122-140 |
122-140 |
121-113 |
123-055 |
| PP |
119-225 |
119-225 |
119-225 |
120-022 |
| S1 |
118-075 |
118-075 |
120-187 |
118-310 |
| S2 |
115-160 |
115-160 |
120-063 |
|
| S3 |
111-095 |
114-010 |
119-260 |
|
| S4 |
107-030 |
109-265 |
118-210 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-295 |
|
2.618 |
129-269 |
|
1.618 |
127-109 |
|
1.000 |
125-255 |
|
0.618 |
124-269 |
|
HIGH |
123-095 |
|
0.618 |
122-109 |
|
0.500 |
122-015 |
|
0.382 |
121-241 |
|
LOW |
120-255 |
|
0.618 |
119-081 |
|
1.000 |
118-095 |
|
1.618 |
116-241 |
|
2.618 |
114-081 |
|
4.250 |
110-055 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-118 |
122-068 |
| PP |
122-067 |
121-285 |
| S1 |
122-015 |
121-182 |
|