ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
127-205 |
127-310 |
0-105 |
0.3% |
124-095 |
High |
128-225 |
128-075 |
-0-150 |
-0.4% |
128-225 |
Low |
127-100 |
126-255 |
-0-165 |
-0.4% |
124-010 |
Close |
128-000 |
126-315 |
-1-005 |
-0.8% |
126-315 |
Range |
1-125 |
1-140 |
0-015 |
3.4% |
4-215 |
ATR |
1-186 |
1-183 |
-0-003 |
-0.7% |
0-000 |
Volume |
427,740 |
321,307 |
-106,433 |
-24.9% |
1,953,386 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-208 |
130-242 |
127-248 |
|
R3 |
130-068 |
129-102 |
127-122 |
|
R2 |
128-248 |
128-248 |
127-079 |
|
R1 |
127-282 |
127-282 |
127-037 |
127-195 |
PP |
127-108 |
127-108 |
127-108 |
127-065 |
S1 |
126-142 |
126-142 |
126-273 |
126-055 |
S2 |
125-288 |
125-288 |
126-231 |
|
S3 |
124-148 |
125-002 |
126-188 |
|
S4 |
123-008 |
123-182 |
126-062 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-188 |
138-147 |
129-177 |
|
R3 |
135-293 |
133-252 |
128-086 |
|
R2 |
131-078 |
131-078 |
127-269 |
|
R1 |
129-037 |
129-037 |
127-132 |
130-058 |
PP |
126-183 |
126-183 |
126-183 |
127-034 |
S1 |
124-142 |
124-142 |
126-178 |
125-162 |
S2 |
121-288 |
121-288 |
126-041 |
|
S3 |
117-073 |
119-247 |
125-224 |
|
S4 |
112-178 |
115-032 |
124-133 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-110 |
2.618 |
131-319 |
1.618 |
130-179 |
1.000 |
129-215 |
0.618 |
129-039 |
HIGH |
128-075 |
0.618 |
127-219 |
0.500 |
127-165 |
0.382 |
127-111 |
LOW |
126-255 |
0.618 |
125-291 |
1.000 |
125-115 |
1.618 |
124-151 |
2.618 |
123-011 |
4.250 |
120-220 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-165 |
127-225 |
PP |
127-108 |
127-148 |
S1 |
127-052 |
127-072 |
|