ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-155 |
122-295 |
0-140 |
0.4% |
117-230 |
High |
123-040 |
123-240 |
0-200 |
0.5% |
121-055 |
Low |
122-005 |
122-090 |
0-085 |
0.2% |
116-310 |
Close |
122-250 |
123-150 |
0-220 |
0.6% |
120-310 |
Range |
1-035 |
1-150 |
0-115 |
32.4% |
4-065 |
ATR |
1-124 |
1-125 |
0-002 |
0.4% |
0-000 |
Volume |
627,378 |
520,599 |
-106,779 |
-17.0% |
1,827,579 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-183 |
126-317 |
124-088 |
|
R3 |
126-033 |
125-167 |
123-279 |
|
R2 |
124-203 |
124-203 |
123-236 |
|
R1 |
124-017 |
124-017 |
123-193 |
124-110 |
PP |
123-053 |
123-053 |
123-053 |
123-100 |
S1 |
122-187 |
122-187 |
123-107 |
122-280 |
S2 |
121-223 |
121-223 |
123-064 |
|
S3 |
120-073 |
121-037 |
123-021 |
|
S4 |
118-243 |
119-207 |
122-212 |
|
|
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 |
129-318 |
2.618 |
127-190 |
1.618 |
126-040 |
1.000 |
125-070 |
0.618 |
124-210 |
HIGH |
123-240 |
0.618 |
123-060 |
0.500 |
123-005 |
0.382 |
122-270 |
LOW |
122-090 |
0.618 |
121-120 |
1.000 |
120-260 |
1.618 |
119-290 |
2.618 |
118-140 |
4.250 |
116-012 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-102 |
123-022 |
PP |
123-053 |
122-215 |
S1 |
123-005 |
122-088 |
|