ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-130 |
112-035 |
-0-095 |
-0.3% |
113-050 |
| High |
112-250 |
112-285 |
0-035 |
0.1% |
113-050 |
| Low |
111-125 |
111-150 |
0-025 |
0.1% |
111-125 |
| Close |
112-095 |
111-295 |
-0-120 |
-0.3% |
111-295 |
| Range |
1-125 |
1-135 |
0-010 |
2.2% |
1-245 |
| ATR |
1-196 |
1-192 |
-0-004 |
-0.8% |
0-000 |
| Volume |
594,258 |
702,897 |
108,639 |
18.3% |
2,639,853 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-115 |
115-180 |
112-225 |
|
| R3 |
114-300 |
114-045 |
112-100 |
|
| R2 |
113-165 |
113-165 |
112-058 |
|
| R1 |
112-230 |
112-230 |
112-017 |
112-130 |
| PP |
112-030 |
112-030 |
112-030 |
111-300 |
| S1 |
111-095 |
111-095 |
111-253 |
110-315 |
| S2 |
110-215 |
110-215 |
111-212 |
|
| S3 |
109-080 |
109-280 |
111-170 |
|
| S4 |
107-265 |
108-145 |
111-045 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-145 |
116-145 |
112-286 |
|
| R3 |
115-220 |
114-220 |
112-130 |
|
| R2 |
113-295 |
113-295 |
112-079 |
|
| R1 |
112-295 |
112-295 |
112-027 |
112-172 |
| PP |
112-050 |
112-050 |
112-050 |
111-309 |
| S1 |
111-050 |
111-050 |
111-243 |
110-248 |
| S2 |
110-125 |
110-125 |
111-191 |
|
| S3 |
108-200 |
109-125 |
111-140 |
|
| S4 |
106-275 |
107-200 |
110-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-050 |
111-125 |
1-245 |
1.6% |
1-067 |
1.1% |
30% |
False |
False |
527,970 |
| 10 |
118-020 |
111-125 |
6-215 |
6.0% |
1-216 |
1.5% |
8% |
False |
False |
741,183 |
| 20 |
118-020 |
111-125 |
6-215 |
6.0% |
1-190 |
1.4% |
8% |
False |
False |
792,312 |
| 40 |
119-115 |
111-125 |
7-310 |
7.1% |
1-135 |
1.3% |
7% |
False |
False |
864,163 |
| 60 |
119-115 |
111-125 |
7-310 |
7.1% |
1-065 |
1.1% |
7% |
False |
False |
581,963 |
| 80 |
119-115 |
111-125 |
7-310 |
7.1% |
1-031 |
1.0% |
7% |
False |
False |
436,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-299 |
|
2.618 |
116-196 |
|
1.618 |
115-061 |
|
1.000 |
114-100 |
|
0.618 |
113-246 |
|
HIGH |
112-285 |
|
0.618 |
112-111 |
|
0.500 |
112-058 |
|
0.382 |
112-004 |
|
LOW |
111-150 |
|
0.618 |
110-189 |
|
1.000 |
110-015 |
|
1.618 |
109-054 |
|
2.618 |
107-239 |
|
4.250 |
105-136 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-058 |
112-045 |
| PP |
112-030 |
112-022 |
| S1 |
112-002 |
111-318 |
|