ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
115-200 |
0-140 |
0.4% |
114-160 |
| High |
115-240 |
116-140 |
0-220 |
0.6% |
118-000 |
| Low |
114-270 |
114-235 |
-0-035 |
-0.1% |
114-090 |
| Close |
115-160 |
116-000 |
0-160 |
0.4% |
116-000 |
| Range |
0-290 |
1-225 |
0-255 |
87.9% |
3-230 |
| ATR |
1-148 |
1-154 |
0-005 |
1.2% |
0-000 |
| Volume |
787,990 |
726,071 |
-61,919 |
-7.9% |
3,882,835 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-267 |
120-038 |
116-300 |
|
| R3 |
119-042 |
118-133 |
116-150 |
|
| R2 |
117-137 |
117-137 |
116-100 |
|
| R1 |
116-228 |
116-228 |
116-050 |
117-022 |
| PP |
115-232 |
115-232 |
115-232 |
115-289 |
| S1 |
115-003 |
115-003 |
115-270 |
115-118 |
| S2 |
114-007 |
114-007 |
115-220 |
|
| S3 |
112-102 |
113-098 |
115-170 |
|
| S4 |
110-197 |
111-193 |
115-020 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-080 |
125-110 |
118-014 |
|
| R3 |
123-170 |
121-200 |
117-007 |
|
| R2 |
119-260 |
119-260 |
116-218 |
|
| R1 |
117-290 |
117-290 |
116-109 |
118-275 |
| PP |
116-030 |
116-030 |
116-030 |
116-182 |
| S1 |
114-060 |
114-060 |
115-211 |
115-045 |
| S2 |
112-120 |
112-120 |
115-102 |
|
| S3 |
108-210 |
110-150 |
114-313 |
|
| S4 |
104-300 |
106-240 |
113-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
114-090 |
3-230 |
3.2% |
2-006 |
1.7% |
46% |
False |
False |
776,567 |
| 10 |
118-000 |
114-005 |
3-315 |
3.4% |
1-164 |
1.3% |
50% |
False |
False |
843,442 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-180 |
1.3% |
37% |
False |
False |
1,056,916 |
| 40 |
119-115 |
113-100 |
6-015 |
5.2% |
1-059 |
1.0% |
44% |
False |
False |
685,238 |
| 60 |
119-115 |
111-180 |
7-255 |
6.7% |
1-028 |
0.9% |
57% |
False |
False |
458,631 |
| 80 |
119-115 |
109-270 |
9-165 |
8.2% |
0-302 |
0.8% |
65% |
False |
False |
344,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-216 |
|
2.618 |
120-287 |
|
1.618 |
119-062 |
|
1.000 |
118-045 |
|
0.618 |
117-157 |
|
HIGH |
116-140 |
|
0.618 |
115-252 |
|
0.500 |
115-188 |
|
0.382 |
115-123 |
|
LOW |
114-235 |
|
0.618 |
113-218 |
|
1.000 |
113-010 |
|
1.618 |
111-313 |
|
2.618 |
110-088 |
|
4.250 |
107-159 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-276 |
115-268 |
| PP |
115-232 |
115-215 |
| S1 |
115-188 |
115-162 |
|