ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-295 |
123-180 |
0-205 |
0.5% |
117-230 |
High |
123-240 |
124-185 |
0-265 |
0.7% |
121-055 |
Low |
122-090 |
123-090 |
1-000 |
0.8% |
116-310 |
Close |
123-150 |
124-115 |
0-285 |
0.7% |
120-310 |
Range |
1-150 |
1-095 |
-0-055 |
-11.7% |
4-065 |
ATR |
1-125 |
1-123 |
-0-002 |
-0.5% |
0-000 |
Volume |
520,599 |
512,025 |
-8,574 |
-1.6% |
1,827,579 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-308 |
127-147 |
125-023 |
|
R3 |
126-213 |
126-052 |
124-229 |
|
R2 |
125-118 |
125-118 |
124-191 |
|
R1 |
124-277 |
124-277 |
124-153 |
125-038 |
PP |
124-023 |
124-023 |
124-023 |
124-064 |
S1 |
123-182 |
123-182 |
124-077 |
123-262 |
S2 |
122-248 |
122-248 |
124-039 |
|
S3 |
121-153 |
122-087 |
124-001 |
|
S4 |
120-058 |
120-312 |
123-207 |
|
|
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 |
130-029 |
2.618 |
127-311 |
1.618 |
126-216 |
1.000 |
125-280 |
0.618 |
125-121 |
HIGH |
124-185 |
0.618 |
124-026 |
0.500 |
123-298 |
0.382 |
123-249 |
LOW |
123-090 |
0.618 |
122-154 |
1.000 |
121-315 |
1.618 |
121-059 |
2.618 |
119-284 |
4.250 |
117-246 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
124-069 |
124-002 |
PP |
124-023 |
123-208 |
S1 |
123-298 |
123-095 |
|