ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-110 |
115-080 |
-0-030 |
-0.1% |
112-025 |
| High |
115-305 |
115-145 |
-0-160 |
-0.4% |
116-160 |
| Low |
114-235 |
114-030 |
-0-205 |
-0.6% |
111-190 |
| Close |
115-040 |
114-115 |
-0-245 |
-0.7% |
115-040 |
| Range |
1-070 |
1-115 |
0-045 |
11.5% |
4-290 |
| ATR |
1-170 |
1-166 |
-0-004 |
-0.8% |
0-000 |
| Volume |
585,635 |
453,146 |
-132,489 |
-22.6% |
2,875,442 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-228 |
117-287 |
115-034 |
|
| R3 |
117-113 |
116-172 |
114-235 |
|
| R2 |
115-318 |
115-318 |
114-195 |
|
| R1 |
115-057 |
115-057 |
114-155 |
114-290 |
| PP |
114-203 |
114-203 |
114-203 |
114-160 |
| S1 |
113-262 |
113-262 |
114-075 |
113-175 |
| S2 |
113-088 |
113-088 |
114-035 |
|
| S3 |
111-293 |
112-147 |
113-315 |
|
| S4 |
110-178 |
111-032 |
113-196 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-040 |
127-010 |
117-264 |
|
| R3 |
124-070 |
122-040 |
116-152 |
|
| R2 |
119-100 |
119-100 |
116-008 |
|
| R1 |
117-070 |
117-070 |
115-184 |
118-085 |
| PP |
114-130 |
114-130 |
114-130 |
114-298 |
| S1 |
112-100 |
112-100 |
114-216 |
113-115 |
| S2 |
109-160 |
109-160 |
114-072 |
|
| S3 |
104-190 |
107-130 |
113-248 |
|
| S4 |
99-220 |
102-160 |
112-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-160 |
114-030 |
2-130 |
2.1% |
1-105 |
1.2% |
11% |
False |
True |
574,019 |
| 10 |
116-160 |
111-125 |
5-035 |
4.5% |
1-118 |
1.2% |
58% |
False |
False |
579,493 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-170 |
1.3% |
44% |
False |
False |
682,229 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-167 |
1.3% |
37% |
False |
False |
883,497 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-088 |
1.1% |
37% |
False |
False |
646,445 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-055 |
1.0% |
37% |
False |
False |
485,577 |
| 100 |
119-115 |
109-270 |
9-165 |
8.3% |
1-008 |
0.9% |
47% |
False |
False |
388,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-074 |
|
2.618 |
119-004 |
|
1.618 |
117-209 |
|
1.000 |
116-260 |
|
0.618 |
116-094 |
|
HIGH |
115-145 |
|
0.618 |
114-299 |
|
0.500 |
114-248 |
|
0.382 |
114-196 |
|
LOW |
114-030 |
|
0.618 |
113-081 |
|
1.000 |
112-235 |
|
1.618 |
111-286 |
|
2.618 |
110-171 |
|
4.250 |
108-101 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-248 |
115-095 |
| PP |
114-203 |
114-315 |
| S1 |
114-159 |
114-215 |
|