ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
124-275 |
126-310 |
2-035 |
1.7% |
122-270 |
High |
127-050 |
128-130 |
1-080 |
1.0% |
125-135 |
Low |
124-215 |
126-225 |
2-010 |
1.6% |
121-285 |
Close |
126-200 |
127-175 |
0-295 |
0.7% |
124-110 |
Range |
2-155 |
1-225 |
-0-250 |
-31.4% |
3-170 |
ATR |
1-186 |
1-191 |
0-005 |
0.9% |
0-000 |
Volume |
277,295 |
371,263 |
93,968 |
33.9% |
2,269,091 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-212 |
131-258 |
128-155 |
|
R3 |
130-307 |
130-033 |
128-005 |
|
R2 |
129-082 |
129-082 |
127-275 |
|
R1 |
128-128 |
128-128 |
127-225 |
128-265 |
PP |
127-177 |
127-177 |
127-177 |
127-245 |
S1 |
126-223 |
126-223 |
127-125 |
127-040 |
S2 |
125-272 |
125-272 |
127-075 |
|
S3 |
124-047 |
124-318 |
127-025 |
|
S4 |
122-142 |
123-093 |
126-195 |
|
|
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 |
135-206 |
2.618 |
132-277 |
1.618 |
131-052 |
1.000 |
130-035 |
0.618 |
129-147 |
HIGH |
128-130 |
0.618 |
127-242 |
0.500 |
127-178 |
0.382 |
127-113 |
LOW |
126-225 |
0.618 |
125-208 |
1.000 |
125-000 |
1.618 |
123-303 |
2.618 |
122-078 |
4.250 |
119-149 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-178 |
127-033 |
PP |
127-177 |
126-212 |
S1 |
127-176 |
126-070 |
|