ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
126-275 |
126-255 |
-0-020 |
0.0% |
124-095 |
| High |
127-145 |
127-085 |
-0-060 |
-0.1% |
128-225 |
| Low |
126-205 |
126-180 |
-0-025 |
-0.1% |
124-010 |
| Close |
126-295 |
127-045 |
0-070 |
0.2% |
126-315 |
| Range |
0-260 |
0-225 |
-0-035 |
-13.5% |
4-215 |
| ATR |
1-166 |
1-147 |
-0-019 |
-3.8% |
0-000 |
| Volume |
253,925 |
154,697 |
-99,228 |
-39.1% |
1,953,386 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-032 |
128-263 |
127-169 |
|
| R3 |
128-127 |
128-038 |
127-107 |
|
| R2 |
127-222 |
127-222 |
127-086 |
|
| R1 |
127-133 |
127-133 |
127-066 |
127-178 |
| PP |
126-317 |
126-317 |
126-317 |
127-019 |
| S1 |
126-228 |
126-228 |
127-024 |
126-272 |
| S2 |
126-092 |
126-092 |
127-004 |
|
| S3 |
125-187 |
126-003 |
126-303 |
|
| S4 |
124-282 |
125-098 |
126-241 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-188 |
138-147 |
129-177 |
|
| R3 |
135-293 |
133-252 |
128-086 |
|
| R2 |
131-078 |
131-078 |
127-269 |
|
| R1 |
129-037 |
129-037 |
127-132 |
130-058 |
| PP |
126-183 |
126-183 |
126-183 |
127-034 |
| S1 |
124-142 |
124-142 |
126-178 |
125-162 |
| S2 |
121-288 |
121-288 |
126-041 |
|
| S3 |
117-073 |
119-247 |
125-224 |
|
| S4 |
112-178 |
115-032 |
124-133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-081 |
|
2.618 |
129-034 |
|
1.618 |
128-129 |
|
1.000 |
127-310 |
|
0.618 |
127-224 |
|
HIGH |
127-085 |
|
0.618 |
126-319 |
|
0.500 |
126-292 |
|
0.382 |
126-266 |
|
LOW |
126-180 |
|
0.618 |
126-041 |
|
1.000 |
125-275 |
|
1.618 |
125-136 |
|
2.618 |
124-231 |
|
4.250 |
123-184 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
127-021 |
127-128 |
| PP |
126-317 |
127-100 |
| S1 |
126-292 |
127-072 |
|