ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-035 |
112-025 |
-0-010 |
0.0% |
113-050 |
| High |
112-285 |
113-100 |
0-135 |
0.4% |
113-050 |
| Low |
111-150 |
111-190 |
0-040 |
0.1% |
111-125 |
| Close |
111-295 |
113-005 |
1-030 |
1.0% |
111-295 |
| Range |
1-135 |
1-230 |
0-095 |
20.9% |
1-245 |
| ATR |
1-192 |
1-194 |
0-003 |
0.5% |
0-000 |
| Volume |
702,897 |
571,559 |
-131,338 |
-18.7% |
2,639,853 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-255 |
117-040 |
113-308 |
|
| R3 |
116-025 |
115-130 |
113-156 |
|
| R2 |
114-115 |
114-115 |
113-106 |
|
| R1 |
113-220 |
113-220 |
113-055 |
114-008 |
| PP |
112-205 |
112-205 |
112-205 |
112-259 |
| S1 |
111-310 |
111-310 |
112-275 |
112-098 |
| S2 |
110-295 |
110-295 |
112-224 |
|
| S3 |
109-065 |
110-080 |
112-174 |
|
| S4 |
107-155 |
108-170 |
112-022 |
|
|
| 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 |
113-100 |
111-125 |
1-295 |
1.7% |
1-115 |
1.2% |
85% |
True |
False |
511,308 |
| 10 |
118-020 |
111-125 |
6-215 |
5.9% |
1-218 |
1.5% |
24% |
False |
False |
706,805 |
| 20 |
118-020 |
111-125 |
6-215 |
5.9% |
1-200 |
1.4% |
24% |
False |
False |
760,625 |
| 40 |
119-115 |
111-125 |
7-310 |
7.1% |
1-143 |
1.3% |
20% |
False |
False |
877,095 |
| 60 |
119-115 |
111-125 |
7-310 |
7.1% |
1-069 |
1.1% |
20% |
False |
False |
591,410 |
| 80 |
119-115 |
111-125 |
7-310 |
7.1% |
1-035 |
1.0% |
20% |
False |
False |
443,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-198 |
|
2.618 |
117-260 |
|
1.618 |
116-030 |
|
1.000 |
115-010 |
|
0.618 |
114-120 |
|
HIGH |
113-100 |
|
0.618 |
112-210 |
|
0.500 |
112-145 |
|
0.382 |
112-080 |
|
LOW |
111-190 |
|
0.618 |
110-170 |
|
1.000 |
109-280 |
|
1.618 |
108-260 |
|
2.618 |
107-030 |
|
4.250 |
104-092 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-265 |
112-254 |
| PP |
112-205 |
112-183 |
| S1 |
112-145 |
112-112 |
|