ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-000 |
112-200 |
0-200 |
0.6% |
113-230 |
| High |
112-050 |
112-260 |
0-210 |
0.6% |
113-260 |
| Low |
111-140 |
111-010 |
-0-130 |
-0.4% |
111-010 |
| Close |
111-200 |
111-020 |
-0-180 |
-0.5% |
111-020 |
| Range |
0-230 |
1-250 |
1-020 |
147.8% |
2-250 |
| ATR |
0-000 |
1-054 |
1-054 |
|
0-000 |
| Volume |
138 |
139 |
1 |
0.7% |
707 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-313 |
115-257 |
112-014 |
|
| R3 |
115-063 |
114-007 |
111-177 |
|
| R2 |
113-133 |
113-133 |
111-124 |
|
| R1 |
112-077 |
112-077 |
111-072 |
111-300 |
| PP |
111-203 |
111-203 |
111-203 |
111-155 |
| S1 |
110-147 |
110-147 |
110-288 |
110-050 |
| S2 |
109-273 |
109-273 |
110-236 |
|
| S3 |
108-023 |
108-217 |
110-183 |
|
| S4 |
106-093 |
106-287 |
110-026 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
118-150 |
112-190 |
|
| R3 |
117-170 |
115-220 |
111-265 |
|
| R2 |
114-240 |
114-240 |
111-183 |
|
| R1 |
112-290 |
112-290 |
111-102 |
112-140 |
| PP |
111-310 |
111-310 |
111-310 |
111-235 |
| S1 |
110-040 |
110-040 |
110-258 |
109-210 |
| S2 |
109-060 |
109-060 |
110-177 |
|
| S3 |
106-130 |
107-110 |
110-095 |
|
| S4 |
103-200 |
104-180 |
109-170 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-122 |
|
2.618 |
117-152 |
|
1.618 |
115-222 |
|
1.000 |
114-190 |
|
0.618 |
113-292 |
|
HIGH |
112-260 |
|
0.618 |
112-042 |
|
0.500 |
111-295 |
|
0.382 |
111-228 |
|
LOW |
111-010 |
|
0.618 |
109-298 |
|
1.000 |
109-080 |
|
1.618 |
108-048 |
|
2.618 |
106-118 |
|
4.250 |
103-148 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-295 |
112-035 |
| PP |
111-203 |
111-243 |
| S1 |
111-112 |
111-132 |
|