ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-250 |
115-075 |
1-145 |
1.3% |
115-110 |
| High |
115-140 |
115-240 |
0-100 |
0.3% |
115-305 |
| Low |
113-120 |
114-230 |
1-110 |
1.2% |
113-010 |
| Close |
115-040 |
115-145 |
0-105 |
0.3% |
113-025 |
| Range |
2-020 |
1-010 |
-1-010 |
-50.0% |
2-295 |
| ATR |
1-158 |
1-147 |
-0-011 |
-2.2% |
0-000 |
| Volume |
312,757 |
451,231 |
138,474 |
44.3% |
2,692,206 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-128 |
117-307 |
116-006 |
|
| R3 |
117-118 |
116-297 |
115-236 |
|
| R2 |
116-108 |
116-108 |
115-206 |
|
| R1 |
115-287 |
115-287 |
115-175 |
116-038 |
| PP |
115-098 |
115-098 |
115-098 |
115-134 |
| S1 |
114-277 |
114-277 |
115-115 |
115-028 |
| S2 |
114-088 |
114-088 |
115-084 |
|
| S3 |
113-078 |
113-267 |
115-054 |
|
| S4 |
112-068 |
112-257 |
114-284 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-252 |
120-273 |
114-219 |
|
| R3 |
119-277 |
117-298 |
113-282 |
|
| R2 |
116-302 |
116-302 |
113-196 |
|
| R1 |
115-003 |
115-003 |
113-111 |
114-165 |
| PP |
114-007 |
114-007 |
114-007 |
113-248 |
| S1 |
112-028 |
112-028 |
112-259 |
111-190 |
| S2 |
111-032 |
111-032 |
112-174 |
|
| S3 |
108-057 |
109-053 |
112-088 |
|
| S4 |
105-082 |
106-078 |
111-151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-240 |
112-275 |
2-285 |
2.5% |
1-114 |
1.2% |
90% |
True |
False |
483,016 |
| 10 |
116-160 |
112-275 |
3-205 |
3.2% |
1-114 |
1.2% |
71% |
False |
False |
530,285 |
| 20 |
116-160 |
111-125 |
5-035 |
4.4% |
1-132 |
1.2% |
80% |
False |
False |
587,201 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-175 |
1.3% |
51% |
False |
False |
792,822 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-104 |
1.1% |
51% |
False |
False |
695,612 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-065 |
1.0% |
51% |
False |
False |
523,265 |
| 100 |
119-115 |
110-030 |
9-085 |
8.0% |
1-028 |
0.9% |
58% |
False |
False |
418,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-042 |
|
2.618 |
118-144 |
|
1.618 |
117-134 |
|
1.000 |
116-250 |
|
0.618 |
116-124 |
|
HIGH |
115-240 |
|
0.618 |
115-114 |
|
0.500 |
115-075 |
|
0.382 |
115-036 |
|
LOW |
114-230 |
|
0.618 |
114-026 |
|
1.000 |
113-220 |
|
1.618 |
113-016 |
|
2.618 |
112-006 |
|
4.250 |
110-108 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-122 |
115-022 |
| PP |
115-098 |
114-220 |
| S1 |
115-075 |
114-098 |
|