ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-235 |
115-060 |
0-145 |
0.4% |
115-090 |
| High |
115-315 |
115-240 |
-0-075 |
-0.2% |
115-210 |
| Low |
114-185 |
114-270 |
0-085 |
0.2% |
114-005 |
| Close |
115-030 |
115-160 |
0-130 |
0.4% |
114-260 |
| Range |
1-130 |
0-290 |
-0-160 |
-35.6% |
1-205 |
| ATR |
1-162 |
1-148 |
-0-014 |
-2.8% |
0-000 |
| Volume |
804,460 |
787,990 |
-16,470 |
-2.0% |
4,551,588 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-027 |
117-223 |
116-000 |
|
| R3 |
117-057 |
116-253 |
115-240 |
|
| R2 |
116-087 |
116-087 |
115-213 |
|
| R1 |
115-283 |
115-283 |
115-187 |
116-025 |
| PP |
115-117 |
115-117 |
115-117 |
115-148 |
| S1 |
114-313 |
114-313 |
115-133 |
115-055 |
| S2 |
114-147 |
114-147 |
115-107 |
|
| S3 |
113-177 |
114-023 |
115-080 |
|
| S4 |
112-207 |
113-053 |
115-000 |
|
|
| 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 |
114-090 |
3-230 |
3.2% |
1-266 |
1.6% |
33% |
False |
False |
805,510 |
| 10 |
118-000 |
114-005 |
3-315 |
3.4% |
1-192 |
1.4% |
37% |
False |
False |
884,818 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-178 |
1.3% |
28% |
False |
False |
1,062,943 |
| 40 |
119-115 |
113-080 |
6-035 |
5.3% |
1-055 |
1.0% |
37% |
False |
False |
667,401 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
1-021 |
0.9% |
51% |
False |
False |
446,535 |
| 80 |
119-115 |
109-270 |
9-165 |
8.2% |
0-297 |
0.8% |
59% |
False |
False |
334,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-192 |
|
2.618 |
118-039 |
|
1.618 |
117-069 |
|
1.000 |
116-210 |
|
0.618 |
116-099 |
|
HIGH |
115-240 |
|
0.618 |
115-129 |
|
0.500 |
115-095 |
|
0.382 |
115-061 |
|
LOW |
114-270 |
|
0.618 |
114-091 |
|
1.000 |
113-300 |
|
1.618 |
113-121 |
|
2.618 |
112-151 |
|
4.250 |
110-318 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-138 |
115-198 |
| PP |
115-117 |
115-185 |
| S1 |
115-095 |
115-172 |
|