ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-105 |
122-270 |
-1-155 |
-1.2% |
120-285 |
High |
124-205 |
123-090 |
-1-115 |
-1.1% |
124-205 |
Low |
122-200 |
121-285 |
-0-235 |
-0.6% |
120-255 |
Close |
123-015 |
122-245 |
-0-090 |
-0.2% |
123-015 |
Range |
2-005 |
1-125 |
-0-200 |
-31.0% |
3-270 |
ATR |
1-138 |
1-137 |
-0-001 |
-0.2% |
0-000 |
Volume |
486,437 |
571,725 |
85,288 |
17.5% |
2,319,648 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-262 |
126-058 |
123-170 |
|
R3 |
125-137 |
124-253 |
123-047 |
|
R2 |
124-012 |
124-012 |
123-007 |
|
R1 |
123-128 |
123-128 |
122-286 |
123-008 |
PP |
122-207 |
122-207 |
122-207 |
122-146 |
S1 |
122-003 |
122-003 |
122-204 |
121-202 |
S2 |
121-082 |
121-082 |
122-163 |
|
S3 |
119-277 |
120-198 |
122-123 |
|
S4 |
118-152 |
119-073 |
122-000 |
|
|
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 |
129-061 |
2.618 |
126-295 |
1.618 |
125-170 |
1.000 |
124-215 |
0.618 |
124-045 |
HIGH |
123-090 |
0.618 |
122-240 |
0.500 |
122-188 |
0.382 |
122-135 |
LOW |
121-285 |
0.618 |
121-010 |
1.000 |
120-160 |
1.618 |
119-205 |
2.618 |
118-080 |
4.250 |
115-314 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-226 |
123-085 |
PP |
122-207 |
123-032 |
S1 |
122-188 |
122-298 |
|