ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-100 |
114-085 |
-0-015 |
0.0% |
112-025 |
| High |
115-055 |
114-100 |
-0-275 |
-0.7% |
116-160 |
| Low |
113-275 |
113-105 |
-0-170 |
-0.5% |
111-190 |
| Close |
114-020 |
113-185 |
-0-155 |
-0.4% |
115-040 |
| Range |
1-100 |
0-315 |
-0-105 |
-25.0% |
4-290 |
| ATR |
1-161 |
1-149 |
-0-012 |
-2.5% |
0-000 |
| Volume |
606,093 |
556,249 |
-49,844 |
-8.2% |
2,875,442 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-222 |
116-038 |
114-038 |
|
| R3 |
115-227 |
115-043 |
113-272 |
|
| R2 |
114-232 |
114-232 |
113-243 |
|
| R1 |
114-048 |
114-048 |
113-214 |
113-302 |
| PP |
113-237 |
113-237 |
113-237 |
113-204 |
| S1 |
113-053 |
113-053 |
113-156 |
112-308 |
| S2 |
112-242 |
112-242 |
113-127 |
|
| S3 |
111-247 |
112-058 |
113-098 |
|
| S4 |
110-252 |
111-063 |
113-012 |
|
|
| 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 |
113-105 |
3-055 |
2.8% |
1-096 |
1.1% |
8% |
False |
True |
573,776 |
| 10 |
116-160 |
111-150 |
5-010 |
4.4% |
1-115 |
1.2% |
42% |
False |
False |
577,946 |
| 20 |
118-020 |
111-125 |
6-215 |
5.9% |
1-170 |
1.3% |
33% |
False |
False |
660,723 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-174 |
1.4% |
27% |
False |
False |
861,833 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-094 |
1.1% |
27% |
False |
False |
665,175 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-058 |
1.0% |
27% |
False |
False |
500,082 |
| 100 |
119-115 |
109-270 |
9-165 |
8.4% |
1-015 |
0.9% |
39% |
False |
False |
400,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-159 |
|
2.618 |
116-285 |
|
1.618 |
115-290 |
|
1.000 |
115-095 |
|
0.618 |
114-295 |
|
HIGH |
114-100 |
|
0.618 |
113-300 |
|
0.500 |
113-262 |
|
0.382 |
113-225 |
|
LOW |
113-105 |
|
0.618 |
112-230 |
|
1.000 |
112-110 |
|
1.618 |
111-235 |
|
2.618 |
110-240 |
|
4.250 |
109-046 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-262 |
114-125 |
| PP |
113-237 |
114-038 |
| S1 |
113-211 |
113-272 |
|