ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-195 |
114-235 |
-1-280 |
-1.6% |
115-090 |
| High |
116-255 |
115-315 |
-0-260 |
-0.7% |
115-210 |
| Low |
114-140 |
114-185 |
0-045 |
0.1% |
114-005 |
| Close |
114-200 |
115-030 |
0-150 |
0.4% |
114-260 |
| Range |
2-115 |
1-130 |
-0-305 |
-40.4% |
1-205 |
| ATR |
1-164 |
1-162 |
-0-002 |
-0.5% |
0-000 |
| Volume |
957,117 |
804,460 |
-152,657 |
-15.9% |
4,551,588 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-140 |
118-215 |
115-278 |
|
| R3 |
118-010 |
117-085 |
115-154 |
|
| R2 |
116-200 |
116-200 |
115-112 |
|
| R1 |
115-275 |
115-275 |
115-071 |
116-078 |
| PP |
115-070 |
115-070 |
115-070 |
115-131 |
| S1 |
114-145 |
114-145 |
114-309 |
114-268 |
| S2 |
113-260 |
113-260 |
114-268 |
|
| S3 |
112-130 |
113-015 |
114-226 |
|
| S4 |
111-000 |
111-205 |
114-102 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-240 |
118-295 |
115-229 |
|
| R3 |
118-035 |
117-090 |
115-084 |
|
| R2 |
116-150 |
116-150 |
115-036 |
|
| R1 |
115-205 |
115-205 |
114-308 |
115-075 |
| PP |
114-265 |
114-265 |
114-265 |
114-200 |
| S1 |
114-000 |
114-000 |
114-212 |
113-190 |
| S2 |
113-060 |
113-060 |
114-164 |
|
| S3 |
111-175 |
112-115 |
114-116 |
|
| S4 |
109-290 |
110-230 |
113-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-000 |
114-005 |
3-315 |
3.5% |
1-281 |
1.6% |
27% |
False |
False |
795,538 |
| 10 |
118-315 |
114-005 |
4-310 |
4.3% |
1-210 |
1.4% |
22% |
False |
False |
925,020 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-177 |
1.3% |
20% |
False |
False |
1,066,406 |
| 40 |
119-115 |
112-270 |
6-165 |
5.7% |
1-054 |
1.0% |
35% |
False |
False |
648,030 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
1-021 |
0.9% |
45% |
False |
False |
433,432 |
| 80 |
119-115 |
109-270 |
9-165 |
8.3% |
0-293 |
0.8% |
55% |
False |
False |
325,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-308 |
|
2.618 |
119-213 |
|
1.618 |
118-083 |
|
1.000 |
117-125 |
|
0.618 |
116-273 |
|
HIGH |
115-315 |
|
0.618 |
115-143 |
|
0.500 |
115-090 |
|
0.382 |
115-037 |
|
LOW |
114-185 |
|
0.618 |
113-227 |
|
1.000 |
113-055 |
|
1.618 |
112-097 |
|
2.618 |
110-287 |
|
4.250 |
108-192 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-090 |
116-045 |
| PP |
115-070 |
115-253 |
| S1 |
115-050 |
115-142 |
|