ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
122-270 |
123-150 |
0-200 |
0.5% |
120-285 |
High |
123-225 |
123-155 |
-0-070 |
-0.2% |
124-205 |
Low |
122-095 |
122-025 |
-0-070 |
-0.2% |
120-255 |
Close |
123-110 |
122-255 |
-0-175 |
-0.4% |
123-015 |
Range |
1-130 |
1-130 |
0-000 |
0.0% |
3-270 |
ATR |
1-136 |
1-136 |
0-000 |
-0.1% |
0-000 |
Volume |
359,403 |
364,428 |
5,025 |
1.4% |
2,319,648 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-002 |
126-098 |
123-182 |
|
R3 |
125-192 |
124-288 |
123-059 |
|
R2 |
124-062 |
124-062 |
123-018 |
|
R1 |
123-158 |
123-158 |
122-296 |
123-045 |
PP |
122-252 |
122-252 |
122-252 |
122-195 |
S1 |
122-028 |
122-028 |
122-214 |
121-235 |
S2 |
121-122 |
121-122 |
122-172 |
|
S3 |
119-312 |
120-218 |
122-131 |
|
S4 |
118-182 |
119-088 |
122-008 |
|
|
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 |
129-148 |
2.618 |
127-053 |
1.618 |
125-243 |
1.000 |
124-285 |
0.618 |
124-113 |
HIGH |
123-155 |
0.618 |
122-303 |
0.500 |
122-250 |
0.382 |
122-197 |
LOW |
122-025 |
0.618 |
121-067 |
1.000 |
120-215 |
1.618 |
119-257 |
2.618 |
118-127 |
4.250 |
116-032 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
122-253 |
122-255 |
PP |
122-252 |
122-255 |
S1 |
122-250 |
122-255 |
|