ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
126-205 |
127-075 |
0-190 |
0.5% |
126-275 |
High |
127-120 |
128-100 |
0-300 |
0.7% |
127-145 |
Low |
126-205 |
127-040 |
0-155 |
0.4% |
125-220 |
Close |
127-105 |
127-240 |
0-135 |
0.3% |
127-105 |
Range |
0-235 |
1-060 |
0-145 |
61.7% |
1-245 |
ATR |
1-135 |
1-129 |
-0-005 |
-1.2% |
0-000 |
Volume |
33,032 |
32,837 |
-195 |
-0.6% |
579,305 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-093 |
130-227 |
128-129 |
|
R3 |
130-033 |
129-167 |
128-024 |
|
R2 |
128-293 |
128-293 |
127-310 |
|
R1 |
128-107 |
128-107 |
127-275 |
128-200 |
PP |
127-233 |
127-233 |
127-233 |
127-280 |
S1 |
127-047 |
127-047 |
127-205 |
127-140 |
S2 |
126-173 |
126-173 |
127-170 |
|
S3 |
125-113 |
125-307 |
127-136 |
|
S4 |
124-053 |
124-247 |
127-031 |
|
|
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 |
133-115 |
2.618 |
131-135 |
1.618 |
130-075 |
1.000 |
129-160 |
0.618 |
129-015 |
HIGH |
128-100 |
0.618 |
127-275 |
0.500 |
127-230 |
0.382 |
127-185 |
LOW |
127-040 |
0.618 |
126-125 |
1.000 |
125-300 |
1.618 |
125-065 |
2.618 |
124-005 |
4.250 |
122-025 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
127-237 |
127-160 |
PP |
127-233 |
127-080 |
S1 |
127-230 |
127-000 |
|