ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-270 |
122-270 |
0-000 |
0.0% |
120-285 |
High |
123-090 |
123-225 |
0-135 |
0.3% |
124-205 |
Low |
121-285 |
122-095 |
0-130 |
0.3% |
120-255 |
Close |
122-245 |
123-110 |
0-185 |
0.5% |
123-015 |
Range |
1-125 |
1-130 |
0-005 |
1.1% |
3-270 |
ATR |
1-137 |
1-136 |
0-000 |
-0.1% |
0-000 |
Volume |
571,725 |
359,403 |
-212,322 |
-37.1% |
2,319,648 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-107 |
126-238 |
124-038 |
|
R3 |
125-297 |
125-108 |
123-234 |
|
R2 |
124-167 |
124-167 |
123-192 |
|
R1 |
123-298 |
123-298 |
123-151 |
124-072 |
PP |
123-037 |
123-037 |
123-037 |
123-084 |
S1 |
122-168 |
122-168 |
123-069 |
122-262 |
S2 |
121-227 |
121-227 |
123-028 |
|
S3 |
120-097 |
121-038 |
122-306 |
|
S4 |
118-287 |
119-228 |
122-182 |
|
|
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 |
129-218 |
2.618 |
127-123 |
1.618 |
125-313 |
1.000 |
125-035 |
0.618 |
124-183 |
HIGH |
123-225 |
0.618 |
123-053 |
0.500 |
123-000 |
0.382 |
122-267 |
LOW |
122-095 |
0.618 |
121-137 |
1.000 |
120-285 |
1.618 |
120-007 |
2.618 |
118-197 |
4.250 |
116-102 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
123-073 |
123-102 |
PP |
123-037 |
123-093 |
S1 |
123-000 |
123-085 |
|