ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
128-095 |
129-305 |
1-210 |
1.3% |
125-155 |
| High |
130-130 |
130-255 |
0-125 |
0.3% |
128-000 |
| Low |
127-105 |
129-165 |
2-060 |
1.7% |
124-150 |
| Close |
129-065 |
129-225 |
0-160 |
0.4% |
127-060 |
| Range |
3-025 |
1-090 |
-1-255 |
-58.4% |
3-170 |
| ATR |
1-205 |
1-204 |
-0-001 |
-0.2% |
0-000 |
| Volume |
7,366 |
8,024 |
658 |
8.9% |
95,317 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-272 |
133-018 |
130-130 |
|
| R3 |
132-182 |
131-248 |
130-018 |
|
| R2 |
131-092 |
131-092 |
129-300 |
|
| R1 |
130-158 |
130-158 |
129-263 |
130-080 |
| PP |
130-002 |
130-002 |
130-002 |
129-282 |
| S1 |
129-068 |
129-068 |
129-187 |
128-310 |
| S2 |
128-232 |
128-232 |
129-150 |
|
| S3 |
127-142 |
127-298 |
129-112 |
|
| S4 |
126-052 |
126-208 |
129-000 |
|
|
| 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 |
130-255 |
125-125 |
5-130 |
4.2% |
1-293 |
1.5% |
80% |
True |
False |
10,578 |
| 10 |
130-255 |
124-150 |
6-105 |
4.9% |
1-202 |
1.3% |
83% |
True |
False |
20,971 |
| 20 |
130-255 |
118-120 |
12-135 |
9.6% |
1-220 |
1.3% |
91% |
True |
False |
285,155 |
| 40 |
130-255 |
112-275 |
17-300 |
13.8% |
1-150 |
1.1% |
94% |
True |
False |
389,222 |
| 60 |
130-255 |
111-125 |
19-130 |
15.0% |
1-170 |
1.2% |
94% |
True |
False |
507,099 |
| 80 |
130-255 |
111-125 |
19-130 |
15.0% |
1-149 |
1.1% |
94% |
True |
False |
636,988 |
| 100 |
130-255 |
111-125 |
19-130 |
15.0% |
1-104 |
1.0% |
94% |
True |
False |
515,241 |
| 120 |
130-255 |
111-125 |
19-130 |
15.0% |
1-077 |
1.0% |
94% |
True |
False |
429,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-078 |
|
2.618 |
134-048 |
|
1.618 |
132-278 |
|
1.000 |
132-025 |
|
0.618 |
131-188 |
|
HIGH |
130-255 |
|
0.618 |
130-098 |
|
0.500 |
130-050 |
|
0.382 |
130-002 |
|
LOW |
129-165 |
|
0.618 |
128-232 |
|
1.000 |
128-075 |
|
1.618 |
127-142 |
|
2.618 |
126-052 |
|
4.250 |
124-022 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
130-050 |
129-118 |
| PP |
130-002 |
129-010 |
| S1 |
129-273 |
128-222 |
|