ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-310 |
127-205 |
0-215 |
0.5% |
122-270 |
High |
128-130 |
128-225 |
0-095 |
0.2% |
125-135 |
Low |
126-225 |
127-100 |
0-195 |
0.5% |
121-285 |
Close |
127-175 |
128-000 |
0-145 |
0.4% |
124-110 |
Range |
1-225 |
1-125 |
-0-100 |
-18.3% |
3-170 |
ATR |
1-191 |
1-186 |
-0-005 |
-0.9% |
0-000 |
Volume |
371,263 |
427,740 |
56,477 |
15.2% |
2,269,091 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-057 |
131-153 |
128-245 |
|
R3 |
130-252 |
130-028 |
128-122 |
|
R2 |
129-127 |
129-127 |
128-082 |
|
R1 |
128-223 |
128-223 |
128-041 |
129-015 |
PP |
128-002 |
128-002 |
128-002 |
128-058 |
S1 |
127-098 |
127-098 |
127-279 |
127-210 |
S2 |
126-197 |
126-197 |
127-238 |
|
S3 |
125-072 |
125-293 |
127-198 |
|
S4 |
123-267 |
124-168 |
127-075 |
|
|
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 |
134-196 |
2.618 |
132-110 |
1.618 |
130-305 |
1.000 |
130-030 |
0.618 |
129-180 |
HIGH |
128-225 |
0.618 |
128-055 |
0.500 |
128-002 |
0.382 |
127-270 |
LOW |
127-100 |
0.618 |
126-145 |
1.000 |
125-295 |
1.618 |
125-020 |
2.618 |
123-215 |
4.250 |
121-129 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
128-002 |
127-180 |
PP |
128-002 |
127-040 |
S1 |
128-001 |
126-220 |
|