ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122-220 |
124-085 |
1-185 |
1.3% |
122-270 |
| High |
124-100 |
125-135 |
1-035 |
0.9% |
125-135 |
| Low |
122-160 |
122-250 |
0-090 |
0.2% |
121-285 |
| Close |
123-310 |
124-110 |
0-120 |
0.3% |
124-110 |
| Range |
1-260 |
2-205 |
0-265 |
45.7% |
3-170 |
| ATR |
1-145 |
1-172 |
0-027 |
5.8% |
0-000 |
| Volume |
435,695 |
537,840 |
102,145 |
23.4% |
2,269,091 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-033 |
130-277 |
125-255 |
|
| R3 |
129-148 |
128-072 |
125-022 |
|
| R2 |
126-263 |
126-263 |
124-265 |
|
| R1 |
125-187 |
125-187 |
124-187 |
126-065 |
| PP |
124-058 |
124-058 |
124-058 |
124-158 |
| S1 |
122-302 |
122-302 |
124-033 |
123-180 |
| S2 |
121-173 |
121-173 |
123-275 |
|
| S3 |
118-288 |
120-097 |
123-198 |
|
| S4 |
116-083 |
117-212 |
122-285 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-153 |
132-302 |
126-092 |
|
| R3 |
130-303 |
129-132 |
125-101 |
|
| R2 |
127-133 |
127-133 |
124-317 |
|
| R1 |
125-282 |
125-282 |
124-214 |
126-208 |
| PP |
123-283 |
123-283 |
123-283 |
124-086 |
| S1 |
122-112 |
122-112 |
124-006 |
123-038 |
| S2 |
120-113 |
120-113 |
123-223 |
|
| S3 |
116-263 |
118-262 |
123-119 |
|
| S4 |
113-093 |
115-092 |
122-128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-206 |
|
2.618 |
132-107 |
|
1.618 |
129-222 |
|
1.000 |
128-020 |
|
0.618 |
127-017 |
|
HIGH |
125-135 |
|
0.618 |
124-132 |
|
0.500 |
124-032 |
|
0.382 |
123-253 |
|
LOW |
122-250 |
|
0.618 |
121-048 |
|
1.000 |
120-045 |
|
1.618 |
118-163 |
|
2.618 |
115-278 |
|
4.250 |
111-179 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
124-084 |
124-047 |
| PP |
124-058 |
123-303 |
| S1 |
124-032 |
123-240 |
|