ECBOT 10 Year T-Note Future March 2009
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 |
112-110 |
112-000 |
-0-110 |
-0.3% |
110-100 |
High |
113-060 |
112-050 |
-1-010 |
-0.9% |
114-150 |
Low |
112-000 |
111-140 |
-0-180 |
-0.5% |
110-020 |
Close |
112-040 |
111-200 |
-0-160 |
-0.4% |
113-060 |
Range |
1-060 |
0-230 |
-0-150 |
-39.5% |
4-130 |
ATR |
|
|
|
|
|
Volume |
224 |
138 |
-86 |
-38.4% |
1,494 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-287 |
113-153 |
112-006 |
|
R3 |
113-057 |
112-243 |
111-263 |
|
R2 |
112-147 |
112-147 |
111-242 |
|
R1 |
112-013 |
112-013 |
111-221 |
111-285 |
PP |
111-237 |
111-237 |
111-237 |
111-212 |
S1 |
111-103 |
111-103 |
111-179 |
111-055 |
S2 |
111-007 |
111-007 |
111-158 |
|
S3 |
110-097 |
110-193 |
111-137 |
|
S4 |
109-187 |
109-283 |
111-074 |
|
|
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 |
115-068 |
2.618 |
114-012 |
1.618 |
113-102 |
1.000 |
112-280 |
0.618 |
112-192 |
HIGH |
112-050 |
0.618 |
111-282 |
0.500 |
111-255 |
0.382 |
111-228 |
LOW |
111-140 |
0.618 |
110-318 |
1.000 |
110-230 |
1.618 |
110-088 |
2.618 |
109-178 |
4.250 |
108-122 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
111-255 |
112-170 |
PP |
111-237 |
112-073 |
S1 |
111-218 |
111-297 |
|