ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-115 |
114-080 |
-1-035 |
-1.0% |
116-140 |
| High |
115-130 |
114-300 |
-0-150 |
-0.4% |
118-020 |
| Low |
113-160 |
112-205 |
-0-275 |
-0.8% |
112-205 |
| Close |
113-170 |
113-175 |
0-005 |
0.0% |
113-175 |
| Range |
1-290 |
2-095 |
0-125 |
20.5% |
5-135 |
| ATR |
1-222 |
1-236 |
0-014 |
2.5% |
0-000 |
| Volume |
1,375,860 |
792,911 |
-582,949 |
-42.4% |
4,771,983 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-192 |
119-118 |
114-259 |
|
| R3 |
118-097 |
117-023 |
114-057 |
|
| R2 |
116-002 |
116-002 |
113-310 |
|
| R1 |
114-248 |
114-248 |
113-242 |
114-078 |
| PP |
113-227 |
113-227 |
113-227 |
113-141 |
| S1 |
112-153 |
112-153 |
113-108 |
111-302 |
| S2 |
111-132 |
111-132 |
113-040 |
|
| S3 |
109-037 |
110-058 |
112-293 |
|
| S4 |
106-262 |
107-283 |
112-091 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-005 |
127-225 |
116-169 |
|
| R3 |
125-190 |
122-090 |
115-012 |
|
| R2 |
120-055 |
120-055 |
114-173 |
|
| R1 |
116-275 |
116-275 |
114-014 |
115-258 |
| PP |
114-240 |
114-240 |
114-240 |
114-071 |
| S1 |
111-140 |
111-140 |
113-016 |
110-122 |
| S2 |
109-105 |
109-105 |
112-177 |
|
| S3 |
103-290 |
106-005 |
112-018 |
|
| S4 |
98-155 |
100-190 |
110-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-020 |
112-205 |
5-135 |
4.8% |
2-046 |
1.9% |
17% |
False |
True |
954,396 |
| 10 |
118-020 |
112-205 |
5-135 |
4.8% |
2-026 |
1.8% |
17% |
False |
True |
865,481 |
| 20 |
119-115 |
112-205 |
6-230 |
5.9% |
1-254 |
1.6% |
13% |
False |
True |
979,694 |
| 40 |
119-115 |
112-205 |
6-230 |
5.9% |
1-112 |
1.2% |
13% |
False |
True |
802,576 |
| 60 |
119-115 |
111-180 |
7-255 |
6.9% |
1-053 |
1.0% |
25% |
False |
False |
538,068 |
| 80 |
119-115 |
110-180 |
8-255 |
7.7% |
1-017 |
0.9% |
34% |
False |
False |
403,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-224 |
|
2.618 |
120-304 |
|
1.618 |
118-209 |
|
1.000 |
117-075 |
|
0.618 |
116-114 |
|
HIGH |
114-300 |
|
0.618 |
114-019 |
|
0.500 |
113-252 |
|
0.382 |
113-166 |
|
LOW |
112-205 |
|
0.618 |
111-071 |
|
1.000 |
110-110 |
|
1.618 |
108-296 |
|
2.618 |
106-201 |
|
4.250 |
102-281 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-252 |
115-112 |
| PP |
113-227 |
114-240 |
| S1 |
113-201 |
114-048 |
|