ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
120-285 |
122-155 |
1-190 |
1.3% |
117-230 |
High |
123-095 |
123-040 |
-0-055 |
-0.1% |
121-055 |
Low |
120-255 |
122-005 |
1-070 |
1.0% |
116-310 |
Close |
122-170 |
122-250 |
0-080 |
0.2% |
120-310 |
Range |
2-160 |
1-035 |
-1-125 |
-55.6% |
4-065 |
ATR |
1-130 |
1-124 |
-0-007 |
-1.5% |
0-000 |
Volume |
173,209 |
627,378 |
454,169 |
262.2% |
1,827,579 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-310 |
125-155 |
123-125 |
|
R3 |
124-275 |
124-120 |
123-028 |
|
R2 |
123-240 |
123-240 |
122-315 |
|
R1 |
123-085 |
123-085 |
122-283 |
123-162 |
PP |
122-205 |
122-205 |
122-205 |
122-244 |
S1 |
122-050 |
122-050 |
122-217 |
122-128 |
S2 |
121-170 |
121-170 |
122-185 |
|
S3 |
120-135 |
121-015 |
122-152 |
|
S4 |
119-100 |
119-300 |
122-055 |
|
|
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 |
127-269 |
2.618 |
126-009 |
1.618 |
124-294 |
1.000 |
124-075 |
0.618 |
123-259 |
HIGH |
123-040 |
0.618 |
122-224 |
0.500 |
122-182 |
0.382 |
122-141 |
LOW |
122-005 |
0.618 |
121-106 |
1.000 |
120-290 |
1.618 |
120-071 |
2.618 |
119-036 |
4.250 |
117-096 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-228 |
122-121 |
PP |
122-205 |
121-312 |
S1 |
122-182 |
121-182 |
|