ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-255 |
126-280 |
0-025 |
0.1% |
124-095 |
High |
127-085 |
127-110 |
0-025 |
0.1% |
128-225 |
Low |
126-180 |
125-220 |
-0-280 |
-0.7% |
124-010 |
Close |
127-045 |
126-230 |
-0-135 |
-0.3% |
126-315 |
Range |
0-225 |
1-210 |
0-305 |
135.6% |
4-215 |
ATR |
1-147 |
1-152 |
0-004 |
1.0% |
0-000 |
Volume |
154,697 |
137,651 |
-17,046 |
-11.0% |
1,953,386 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-177 |
130-253 |
127-202 |
|
R3 |
129-287 |
129-043 |
127-056 |
|
R2 |
128-077 |
128-077 |
127-007 |
|
R1 |
127-153 |
127-153 |
126-279 |
127-010 |
PP |
126-187 |
126-187 |
126-187 |
126-115 |
S1 |
125-263 |
125-263 |
126-181 |
125-120 |
S2 |
124-297 |
124-297 |
126-133 |
|
S3 |
123-087 |
124-053 |
126-084 |
|
S4 |
121-197 |
122-163 |
125-258 |
|
|
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 |
134-122 |
2.618 |
131-218 |
1.618 |
130-008 |
1.000 |
129-000 |
0.618 |
128-118 |
HIGH |
127-110 |
0.618 |
126-228 |
0.500 |
126-165 |
0.382 |
126-102 |
LOW |
125-220 |
0.618 |
124-212 |
1.000 |
124-010 |
1.618 |
123-002 |
2.618 |
121-112 |
4.250 |
118-208 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
126-208 |
126-214 |
PP |
126-187 |
126-198 |
S1 |
126-165 |
126-182 |
|