ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
113-200 |
112-110 |
-1-090 |
-1.1% |
110-100 |
High |
113-200 |
113-060 |
-0-140 |
-0.4% |
114-150 |
Low |
112-090 |
112-000 |
-0-090 |
-0.3% |
110-020 |
Close |
112-140 |
112-040 |
-0-100 |
-0.3% |
113-060 |
Range |
1-110 |
1-060 |
-0-050 |
-11.6% |
4-130 |
ATR |
|
|
|
|
|
Volume |
121 |
224 |
103 |
85.1% |
1,494 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-000 |
115-080 |
112-249 |
|
R3 |
114-260 |
114-020 |
112-144 |
|
R2 |
113-200 |
113-200 |
112-110 |
|
R1 |
112-280 |
112-280 |
112-075 |
112-210 |
PP |
112-140 |
112-140 |
112-140 |
112-105 |
S1 |
111-220 |
111-220 |
112-005 |
111-150 |
S2 |
111-080 |
111-080 |
111-290 |
|
S3 |
110-020 |
110-160 |
111-256 |
|
S4 |
108-280 |
109-100 |
111-151 |
|
|
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 |
118-075 |
2.618 |
116-095 |
1.618 |
115-035 |
1.000 |
114-120 |
0.618 |
113-295 |
HIGH |
113-060 |
0.618 |
112-235 |
0.500 |
112-190 |
0.382 |
112-145 |
LOW |
112-000 |
0.618 |
111-085 |
1.000 |
110-260 |
1.618 |
110-025 |
2.618 |
108-285 |
4.250 |
106-305 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
112-190 |
112-290 |
PP |
112-140 |
112-207 |
S1 |
112-090 |
112-123 |
|