ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-280 |
126-205 |
-0-075 |
-0.2% |
126-275 |
High |
127-110 |
127-120 |
0-010 |
0.0% |
127-145 |
Low |
125-220 |
126-205 |
0-305 |
0.8% |
125-220 |
Close |
126-230 |
127-105 |
0-195 |
0.5% |
127-105 |
Range |
1-210 |
0-235 |
-0-295 |
-55.7% |
1-245 |
ATR |
1-152 |
1-135 |
-0-017 |
-3.6% |
0-000 |
Volume |
137,651 |
33,032 |
-104,619 |
-76.0% |
579,305 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-102 |
129-018 |
127-234 |
|
R3 |
128-187 |
128-103 |
127-170 |
|
R2 |
127-272 |
127-272 |
127-148 |
|
R1 |
127-188 |
127-188 |
127-127 |
127-230 |
PP |
127-037 |
127-037 |
127-037 |
127-058 |
S1 |
126-273 |
126-273 |
127-083 |
126-315 |
S2 |
126-122 |
126-122 |
127-062 |
|
S3 |
125-207 |
126-038 |
127-040 |
|
S4 |
124-292 |
125-123 |
126-296 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-038 |
131-157 |
128-096 |
|
R3 |
130-113 |
129-232 |
127-260 |
|
R2 |
128-188 |
128-188 |
127-209 |
|
R1 |
127-307 |
127-307 |
127-157 |
128-088 |
PP |
126-263 |
126-263 |
126-263 |
126-314 |
S1 |
126-062 |
126-062 |
127-053 |
126-162 |
S2 |
125-018 |
125-018 |
127-001 |
|
S3 |
123-093 |
124-137 |
126-270 |
|
S4 |
121-168 |
122-212 |
126-114 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-159 |
2.618 |
129-095 |
1.618 |
128-180 |
1.000 |
128-035 |
0.618 |
127-265 |
HIGH |
127-120 |
0.618 |
127-030 |
0.500 |
127-002 |
0.382 |
126-295 |
LOW |
126-205 |
0.618 |
126-060 |
1.000 |
125-290 |
1.618 |
125-145 |
2.618 |
124-230 |
4.250 |
123-166 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-071 |
127-020 |
PP |
127-037 |
126-255 |
S1 |
127-002 |
126-170 |
|