ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
113-050 |
-1-030 |
-1.0% |
116-140 |
| High |
114-300 |
113-050 |
-1-250 |
-1.5% |
118-020 |
| Low |
112-205 |
112-060 |
-0-145 |
-0.4% |
112-205 |
| Close |
113-175 |
112-080 |
-1-095 |
-1.1% |
113-175 |
| Range |
2-095 |
0-310 |
-1-105 |
-57.8% |
5-135 |
| ATR |
1-236 |
1-227 |
-0-009 |
-1.6% |
0-000 |
| Volume |
792,911 |
654,871 |
-138,040 |
-17.4% |
4,771,983 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
114-260 |
112-250 |
|
| R3 |
114-150 |
113-270 |
112-165 |
|
| R2 |
113-160 |
113-160 |
112-137 |
|
| R1 |
112-280 |
112-280 |
112-108 |
112-225 |
| PP |
112-170 |
112-170 |
112-170 |
112-142 |
| S1 |
111-290 |
111-290 |
112-052 |
111-235 |
| S2 |
111-180 |
111-180 |
112-023 |
|
| S3 |
110-190 |
110-300 |
111-315 |
|
| S4 |
109-200 |
109-310 |
111-230 |
|
|
| 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 |
112-060 |
5-280 |
5.2% |
2-001 |
1.8% |
1% |
False |
True |
902,303 |
| 10 |
118-020 |
112-060 |
5-280 |
5.2% |
1-258 |
1.6% |
1% |
False |
True |
870,249 |
| 20 |
119-115 |
112-060 |
7-055 |
6.4% |
1-240 |
1.6% |
1% |
False |
True |
947,258 |
| 40 |
119-115 |
112-060 |
7-055 |
6.4% |
1-114 |
1.2% |
1% |
False |
True |
818,695 |
| 60 |
119-115 |
111-180 |
7-255 |
6.9% |
1-054 |
1.0% |
9% |
False |
False |
548,981 |
| 80 |
119-115 |
110-290 |
8-145 |
7.5% |
1-021 |
0.9% |
16% |
False |
False |
411,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-088 |
|
2.618 |
115-222 |
|
1.618 |
114-232 |
|
1.000 |
114-040 |
|
0.618 |
113-242 |
|
HIGH |
113-050 |
|
0.618 |
112-252 |
|
0.500 |
112-215 |
|
0.382 |
112-178 |
|
LOW |
112-060 |
|
0.618 |
111-188 |
|
1.000 |
111-070 |
|
1.618 |
110-198 |
|
2.618 |
109-208 |
|
4.250 |
108-022 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-215 |
113-255 |
| PP |
112-170 |
113-090 |
| S1 |
112-125 |
112-245 |
|