ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
117-277 |
117-225 |
-0-052 |
-0.1% |
116-180 |
High |
117-277 |
118-065 |
0-108 |
0.3% |
118-260 |
Low |
116-312 |
117-085 |
0-093 |
0.2% |
116-180 |
Close |
117-190 |
118-007 |
0-137 |
0.4% |
117-282 |
Range |
0-285 |
0-300 |
0-015 |
5.3% |
2-080 |
ATR |
0-269 |
0-271 |
0-002 |
0.8% |
0-000 |
Volume |
309,354 |
210,861 |
-98,493 |
-31.8% |
1,346,826 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-206 |
120-086 |
118-172 |
|
R3 |
119-226 |
119-106 |
118-090 |
|
R2 |
118-246 |
118-246 |
118-062 |
|
R1 |
118-126 |
118-126 |
118-034 |
118-186 |
PP |
117-266 |
117-266 |
117-266 |
117-296 |
S1 |
117-146 |
117-146 |
117-300 |
117-206 |
S2 |
116-286 |
116-286 |
117-272 |
|
S3 |
115-306 |
116-166 |
117-244 |
|
S4 |
115-006 |
115-186 |
117-162 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-161 |
123-141 |
119-038 |
|
R3 |
122-081 |
121-061 |
118-160 |
|
R2 |
120-001 |
120-001 |
118-094 |
|
R1 |
118-301 |
118-301 |
118-028 |
119-151 |
PP |
117-241 |
117-241 |
117-241 |
118-006 |
S1 |
116-221 |
116-221 |
117-216 |
117-071 |
S2 |
115-161 |
115-161 |
117-150 |
|
S3 |
113-081 |
114-141 |
117-084 |
|
S4 |
111-001 |
112-061 |
116-206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-060 |
2.618 |
120-210 |
1.618 |
119-230 |
1.000 |
119-045 |
0.618 |
118-250 |
HIGH |
118-065 |
0.618 |
117-270 |
0.500 |
117-235 |
0.382 |
117-200 |
LOW |
117-085 |
0.618 |
116-220 |
1.000 |
116-105 |
1.618 |
115-240 |
2.618 |
114-260 |
4.250 |
113-090 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
117-296 |
117-313 |
PP |
117-266 |
117-300 |
S1 |
117-235 |
117-286 |
|