ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
127-310 |
126-275 |
-1-035 |
-0.9% |
124-095 |
High |
128-075 |
127-145 |
-0-250 |
-0.6% |
128-225 |
Low |
126-255 |
126-205 |
-0-050 |
-0.1% |
124-010 |
Close |
126-315 |
126-295 |
-0-020 |
0.0% |
126-315 |
Range |
1-140 |
0-260 |
-0-200 |
-43.5% |
4-215 |
ATR |
1-183 |
1-166 |
-0-017 |
-3.5% |
0-000 |
Volume |
321,307 |
253,925 |
-67,382 |
-21.0% |
1,953,386 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-142 |
128-318 |
127-118 |
|
R3 |
128-202 |
128-058 |
127-046 |
|
R2 |
127-262 |
127-262 |
127-023 |
|
R1 |
127-118 |
127-118 |
126-319 |
127-190 |
PP |
127-002 |
127-002 |
127-002 |
127-038 |
S1 |
126-178 |
126-178 |
126-271 |
126-250 |
S2 |
126-062 |
126-062 |
126-247 |
|
S3 |
125-122 |
125-238 |
126-224 |
|
S4 |
124-182 |
124-298 |
126-152 |
|
|
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 |
130-290 |
2.618 |
129-186 |
1.618 |
128-246 |
1.000 |
128-085 |
0.618 |
127-306 |
HIGH |
127-145 |
0.618 |
127-046 |
0.500 |
127-015 |
0.382 |
126-304 |
LOW |
126-205 |
0.618 |
126-044 |
1.000 |
125-265 |
1.618 |
125-104 |
2.618 |
124-164 |
4.250 |
123-060 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-015 |
127-215 |
PP |
127-002 |
127-135 |
S1 |
126-308 |
127-055 |
|