ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
123-180 |
124-105 |
0-245 |
0.6% |
120-285 |
High |
124-185 |
124-205 |
0-020 |
0.1% |
124-205 |
Low |
123-090 |
122-200 |
-0-210 |
-0.5% |
120-255 |
Close |
124-115 |
123-015 |
-1-100 |
-1.1% |
123-015 |
Range |
1-095 |
2-005 |
0-230 |
55.4% |
3-270 |
ATR |
1-123 |
1-138 |
0-014 |
3.2% |
0-000 |
Volume |
512,025 |
486,437 |
-25,588 |
-5.0% |
2,319,648 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-155 |
128-090 |
124-050 |
|
R3 |
127-150 |
126-085 |
123-192 |
|
R2 |
125-145 |
125-145 |
123-133 |
|
R1 |
124-080 |
124-080 |
123-074 |
123-270 |
PP |
123-140 |
123-140 |
123-140 |
123-075 |
S1 |
122-075 |
122-075 |
122-276 |
121-265 |
S2 |
121-135 |
121-135 |
122-217 |
|
S3 |
119-130 |
120-070 |
122-158 |
|
S4 |
117-125 |
118-065 |
121-300 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-115 |
132-175 |
125-052 |
|
R3 |
130-165 |
128-225 |
124-033 |
|
R2 |
126-215 |
126-215 |
123-240 |
|
R1 |
124-275 |
124-275 |
123-128 |
125-245 |
PP |
122-265 |
122-265 |
122-265 |
123-090 |
S1 |
121-005 |
121-005 |
122-222 |
121-295 |
S2 |
118-315 |
118-315 |
122-110 |
|
S3 |
115-045 |
117-055 |
121-317 |
|
S4 |
111-095 |
113-105 |
120-298 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-066 |
2.618 |
129-294 |
1.618 |
127-289 |
1.000 |
126-210 |
0.618 |
125-284 |
HIGH |
124-205 |
0.618 |
123-279 |
0.500 |
123-202 |
0.382 |
123-126 |
LOW |
122-200 |
0.618 |
121-121 |
1.000 |
120-195 |
1.618 |
119-116 |
2.618 |
117-111 |
4.250 |
114-019 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-202 |
123-148 |
PP |
123-140 |
123-103 |
S1 |
123-078 |
123-059 |
|