ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
127-000 |
128-095 |
1-095 |
1.0% |
125-155 |
| High |
127-265 |
130-130 |
2-185 |
2.0% |
128-000 |
| Low |
126-190 |
127-105 |
0-235 |
0.6% |
124-150 |
| Close |
127-155 |
129-065 |
1-230 |
1.3% |
127-060 |
| Range |
1-075 |
3-025 |
1-270 |
149.4% |
3-170 |
| ATR |
1-170 |
1-205 |
0-035 |
7.2% |
0-000 |
| Volume |
12,118 |
7,366 |
-4,752 |
-39.2% |
95,317 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-068 |
136-252 |
130-287 |
|
| R3 |
135-043 |
133-227 |
130-016 |
|
| R2 |
132-018 |
132-018 |
129-246 |
|
| R1 |
130-202 |
130-202 |
129-155 |
131-110 |
| PP |
128-313 |
128-313 |
128-313 |
129-108 |
| S1 |
127-177 |
127-177 |
128-295 |
128-085 |
| S2 |
125-288 |
125-288 |
128-204 |
|
| S3 |
122-263 |
124-152 |
128-114 |
|
| S4 |
119-238 |
121-127 |
127-163 |
|
|
| 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 |
130-130 |
125-000 |
5-130 |
4.2% |
1-293 |
1.5% |
78% |
True |
False |
10,796 |
| 10 |
130-130 |
124-150 |
5-300 |
4.6% |
1-204 |
1.3% |
80% |
True |
False |
30,533 |
| 20 |
130-130 |
117-180 |
12-270 |
9.9% |
1-217 |
1.3% |
91% |
True |
False |
304,345 |
| 40 |
130-130 |
112-275 |
17-175 |
13.6% |
1-152 |
1.1% |
93% |
True |
False |
400,835 |
| 60 |
130-130 |
111-125 |
19-005 |
14.7% |
1-168 |
1.2% |
94% |
True |
False |
520,765 |
| 80 |
130-130 |
111-125 |
19-005 |
14.7% |
1-148 |
1.1% |
94% |
True |
False |
638,965 |
| 100 |
130-130 |
111-125 |
19-005 |
14.7% |
1-102 |
1.0% |
94% |
True |
False |
515,180 |
| 120 |
130-130 |
111-125 |
19-005 |
14.7% |
1-074 |
1.0% |
94% |
True |
False |
429,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-156 |
|
2.618 |
138-149 |
|
1.618 |
135-124 |
|
1.000 |
133-155 |
|
0.618 |
132-099 |
|
HIGH |
130-130 |
|
0.618 |
129-074 |
|
0.500 |
128-278 |
|
0.382 |
128-161 |
|
LOW |
127-105 |
|
0.618 |
125-136 |
|
1.000 |
124-080 |
|
1.618 |
122-111 |
|
2.618 |
119-086 |
|
4.250 |
114-079 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
129-029 |
128-257 |
| PP |
128-313 |
128-128 |
| S1 |
128-278 |
128-000 |
|