ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
127-160 |
127-000 |
-0-160 |
-0.4% |
125-155 |
| High |
128-000 |
127-265 |
-0-055 |
-0.1% |
128-000 |
| Low |
125-190 |
126-190 |
1-000 |
0.8% |
124-150 |
| Close |
127-060 |
127-155 |
0-095 |
0.2% |
127-060 |
| Range |
2-130 |
1-075 |
-1-055 |
-48.7% |
3-170 |
| ATR |
1-177 |
1-170 |
-0-007 |
-1.5% |
0-000 |
| Volume |
11,013 |
12,118 |
1,105 |
10.0% |
95,317 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-002 |
130-153 |
128-052 |
|
| R3 |
129-247 |
129-078 |
127-264 |
|
| R2 |
128-172 |
128-172 |
127-227 |
|
| R1 |
128-003 |
128-003 |
127-191 |
128-088 |
| PP |
127-097 |
127-097 |
127-097 |
127-139 |
| S1 |
126-248 |
126-248 |
127-119 |
127-012 |
| S2 |
126-022 |
126-022 |
127-083 |
|
| S3 |
124-267 |
125-173 |
127-046 |
|
| S4 |
123-192 |
124-098 |
126-258 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-047 |
135-223 |
129-042 |
|
| R3 |
133-197 |
132-053 |
128-051 |
|
| R2 |
130-027 |
130-027 |
127-267 |
|
| R1 |
128-203 |
128-203 |
127-164 |
129-115 |
| PP |
126-177 |
126-177 |
126-177 |
126-292 |
| S1 |
125-033 |
125-033 |
126-276 |
125-265 |
| S2 |
123-007 |
123-007 |
126-173 |
|
| S3 |
119-157 |
121-183 |
126-069 |
|
| S4 |
115-307 |
118-013 |
125-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-000 |
125-000 |
3-000 |
2.4% |
1-171 |
1.2% |
83% |
False |
False |
15,365 |
| 10 |
128-000 |
124-150 |
3-170 |
2.8% |
1-146 |
1.1% |
85% |
False |
False |
48,738 |
| 20 |
128-000 |
116-305 |
11-015 |
8.7% |
1-180 |
1.2% |
95% |
False |
False |
328,556 |
| 40 |
128-000 |
111-190 |
16-130 |
12.9% |
1-141 |
1.1% |
97% |
False |
False |
414,940 |
| 60 |
128-000 |
111-125 |
16-195 |
13.0% |
1-158 |
1.2% |
97% |
False |
False |
540,731 |
| 80 |
128-000 |
111-125 |
16-195 |
13.0% |
1-138 |
1.1% |
97% |
False |
False |
639,552 |
| 100 |
128-000 |
111-125 |
16-195 |
13.0% |
1-096 |
1.0% |
97% |
False |
False |
515,154 |
| 120 |
128-000 |
111-125 |
16-195 |
13.0% |
1-068 |
1.0% |
97% |
False |
False |
429,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-024 |
|
2.618 |
131-019 |
|
1.618 |
129-264 |
|
1.000 |
129-020 |
|
0.618 |
128-189 |
|
HIGH |
127-265 |
|
0.618 |
127-114 |
|
0.500 |
127-068 |
|
0.382 |
127-021 |
|
LOW |
126-190 |
|
0.618 |
125-266 |
|
1.000 |
125-115 |
|
1.618 |
124-191 |
|
2.618 |
123-116 |
|
4.250 |
121-111 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-126 |
127-071 |
| PP |
127-097 |
126-307 |
| S1 |
127-068 |
126-222 |
|