ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-140 |
117-165 |
1-025 |
0.9% |
114-160 |
| High |
118-015 |
117-185 |
-0-150 |
-0.4% |
118-000 |
| Low |
116-120 |
116-175 |
0-055 |
0.1% |
114-090 |
| Close |
117-310 |
117-045 |
-0-265 |
-0.7% |
116-000 |
| Range |
1-215 |
1-010 |
-0-205 |
-38.3% |
3-230 |
| ATR |
1-167 |
1-164 |
-0-002 |
-0.5% |
0-000 |
| Volume |
915,336 |
824,584 |
-90,752 |
-9.9% |
3,882,835 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-058 |
119-222 |
117-226 |
|
| R3 |
119-048 |
118-212 |
117-136 |
|
| R2 |
118-038 |
118-038 |
117-106 |
|
| R1 |
117-202 |
117-202 |
117-075 |
117-115 |
| PP |
117-028 |
117-028 |
117-028 |
116-305 |
| S1 |
116-192 |
116-192 |
117-015 |
116-105 |
| S2 |
116-018 |
116-018 |
116-304 |
|
| S3 |
115-008 |
115-182 |
116-274 |
|
| S4 |
113-318 |
114-172 |
116-184 |
|
|
| 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 |
118-015 |
114-185 |
3-150 |
3.0% |
1-110 |
1.1% |
74% |
False |
False |
811,688 |
| 10 |
118-015 |
114-005 |
4-010 |
3.4% |
1-185 |
1.3% |
78% |
False |
False |
814,101 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-174 |
1.3% |
58% |
False |
False |
1,012,734 |
| 40 |
119-115 |
113-220 |
5-215 |
4.8% |
1-067 |
1.0% |
61% |
False |
False |
728,294 |
| 60 |
119-115 |
111-180 |
7-255 |
6.7% |
1-026 |
0.9% |
72% |
False |
False |
487,571 |
| 80 |
119-115 |
110-030 |
9-085 |
7.9% |
0-308 |
0.8% |
76% |
False |
False |
365,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
120-089 |
|
1.618 |
119-079 |
|
1.000 |
118-195 |
|
0.618 |
118-069 |
|
HIGH |
117-185 |
|
0.618 |
117-059 |
|
0.500 |
117-020 |
|
0.382 |
116-301 |
|
LOW |
116-175 |
|
0.618 |
115-291 |
|
1.000 |
115-165 |
|
1.618 |
114-281 |
|
2.618 |
113-271 |
|
4.250 |
112-052 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-037 |
116-285 |
| PP |
117-028 |
116-205 |
| S1 |
117-020 |
116-125 |
|