ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-170 |
115-235 |
0-065 |
0.2% |
113-035 |
| High |
116-050 |
116-285 |
0-235 |
0.6% |
115-310 |
| Low |
115-150 |
115-190 |
0-040 |
0.1% |
112-275 |
| Close |
116-000 |
116-210 |
0-210 |
0.6% |
115-020 |
| Range |
0-220 |
1-095 |
0-195 |
88.6% |
3-035 |
| ATR |
1-117 |
1-115 |
-0-002 |
-0.4% |
0-000 |
| Volume |
330,046 |
98,536 |
-231,510 |
-70.1% |
2,387,927 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-087 |
119-243 |
117-118 |
|
| R3 |
118-312 |
118-148 |
117-004 |
|
| R2 |
117-217 |
117-217 |
116-286 |
|
| R1 |
117-053 |
117-053 |
116-248 |
117-135 |
| PP |
116-122 |
116-122 |
116-122 |
116-162 |
| S1 |
115-278 |
115-278 |
116-172 |
116-040 |
| S2 |
115-027 |
115-027 |
116-134 |
|
| S3 |
113-252 |
114-183 |
116-096 |
|
| S4 |
112-157 |
113-088 |
115-302 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
122-198 |
116-247 |
|
| R3 |
120-272 |
119-163 |
115-294 |
|
| R2 |
117-237 |
117-237 |
115-202 |
|
| R1 |
116-128 |
116-128 |
115-111 |
117-022 |
| PP |
114-202 |
114-202 |
114-202 |
114-309 |
| S1 |
113-093 |
113-093 |
114-249 |
113-308 |
| S2 |
111-167 |
111-167 |
114-158 |
|
| S3 |
108-132 |
110-058 |
114-066 |
|
| S4 |
105-097 |
107-023 |
113-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-285 |
114-125 |
2-160 |
2.1% |
1-045 |
1.0% |
91% |
True |
False |
390,266 |
| 10 |
116-285 |
112-275 |
4-010 |
3.5% |
1-080 |
1.1% |
94% |
True |
False |
436,641 |
| 20 |
116-285 |
111-125 |
5-160 |
4.7% |
1-104 |
1.1% |
96% |
True |
False |
509,194 |
| 40 |
118-315 |
111-125 |
7-190 |
6.5% |
1-157 |
1.3% |
69% |
False |
False |
676,570 |
| 60 |
119-115 |
111-125 |
7-310 |
6.8% |
1-118 |
1.2% |
66% |
False |
False |
726,517 |
| 80 |
119-115 |
111-125 |
7-310 |
6.8% |
1-069 |
1.0% |
66% |
False |
False |
547,629 |
| 100 |
119-115 |
110-300 |
8-135 |
7.2% |
1-041 |
1.0% |
68% |
False |
False |
438,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-129 |
|
2.618 |
120-091 |
|
1.618 |
118-316 |
|
1.000 |
118-060 |
|
0.618 |
117-221 |
|
HIGH |
116-285 |
|
0.618 |
116-126 |
|
0.500 |
116-078 |
|
0.382 |
116-029 |
|
LOW |
115-190 |
|
0.618 |
114-254 |
|
1.000 |
114-095 |
|
1.618 |
113-159 |
|
2.618 |
112-064 |
|
4.250 |
110-026 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-166 |
116-102 |
| PP |
116-122 |
115-313 |
| S1 |
116-078 |
115-205 |
|