ECBOT 10 Year T-Note Future March 2009
| 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 |
113-230 |
113-200 |
-0-030 |
-0.1% |
110-100 |
| High |
113-260 |
113-200 |
-0-060 |
-0.2% |
114-150 |
| Low |
112-290 |
112-090 |
-0-200 |
-0.6% |
110-020 |
| Close |
113-060 |
112-140 |
-0-240 |
-0.7% |
113-060 |
| Range |
0-290 |
1-110 |
0-140 |
48.3% |
4-130 |
| ATR |
|
|
|
|
|
| Volume |
85 |
121 |
36 |
42.4% |
1,494 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-260 |
115-310 |
113-056 |
|
| R3 |
115-150 |
114-200 |
112-258 |
|
| R2 |
114-040 |
114-040 |
112-219 |
|
| R1 |
113-090 |
113-090 |
112-179 |
113-010 |
| PP |
112-250 |
112-250 |
112-250 |
112-210 |
| S1 |
111-300 |
111-300 |
112-101 |
111-220 |
| S2 |
111-140 |
111-140 |
112-061 |
|
| S3 |
110-030 |
110-190 |
112-022 |
|
| S4 |
108-240 |
109-080 |
111-224 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-253 |
123-287 |
115-196 |
|
| R3 |
121-123 |
119-157 |
114-128 |
|
| R2 |
116-313 |
116-313 |
113-318 |
|
| R1 |
115-027 |
115-027 |
113-189 |
116-010 |
| PP |
112-183 |
112-183 |
112-183 |
113-015 |
| S1 |
110-217 |
110-217 |
112-251 |
111-200 |
| S2 |
108-053 |
108-053 |
112-122 |
|
| S3 |
103-243 |
106-087 |
111-312 |
|
| S4 |
99-113 |
101-277 |
110-244 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-108 |
|
2.618 |
117-046 |
|
1.618 |
115-256 |
|
1.000 |
114-310 |
|
0.618 |
114-146 |
|
HIGH |
113-200 |
|
0.618 |
113-036 |
|
0.500 |
112-305 |
|
0.382 |
112-254 |
|
LOW |
112-090 |
|
0.618 |
111-144 |
|
1.000 |
110-300 |
|
1.618 |
110-034 |
|
2.618 |
108-244 |
|
4.250 |
106-182 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-305 |
113-120 |
| PP |
112-250 |
113-020 |
| S1 |
112-195 |
112-240 |
|