ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-200 |
116-140 |
0-260 |
0.7% |
114-160 |
| High |
116-140 |
118-015 |
1-195 |
1.4% |
118-000 |
| Low |
114-235 |
116-120 |
1-205 |
1.4% |
114-090 |
| Close |
116-000 |
117-310 |
1-310 |
1.7% |
116-000 |
| Range |
1-225 |
1-215 |
-0-010 |
-1.8% |
3-230 |
| ATR |
1-154 |
1-167 |
0-013 |
2.7% |
0-000 |
| Volume |
726,071 |
915,336 |
189,265 |
26.1% |
3,882,835 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-153 |
121-287 |
118-284 |
|
| R3 |
120-258 |
120-072 |
118-137 |
|
| R2 |
119-043 |
119-043 |
118-088 |
|
| R1 |
118-177 |
118-177 |
118-039 |
118-270 |
| PP |
117-148 |
117-148 |
117-148 |
117-195 |
| S1 |
116-282 |
116-282 |
117-261 |
117-055 |
| S2 |
115-253 |
115-253 |
117-212 |
|
| S3 |
114-038 |
115-067 |
117-163 |
|
| S4 |
112-143 |
113-172 |
117-016 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-080 |
125-110 |
118-014 |
|
| R3 |
123-170 |
121-200 |
117-007 |
|
| R2 |
119-260 |
119-260 |
116-218 |
|
| R1 |
117-290 |
117-290 |
116-109 |
118-275 |
| PP |
116-030 |
116-030 |
116-030 |
116-182 |
| S1 |
114-060 |
114-060 |
115-211 |
115-045 |
| S2 |
112-120 |
112-120 |
115-102 |
|
| S3 |
108-210 |
110-150 |
114-313 |
|
| S4 |
104-300 |
106-240 |
113-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-015 |
114-140 |
3-195 |
3.1% |
1-195 |
1.4% |
98% |
True |
False |
838,194 |
| 10 |
118-015 |
114-005 |
4-010 |
3.4% |
1-181 |
1.3% |
98% |
True |
False |
814,445 |
| 20 |
119-115 |
114-005 |
5-110 |
4.5% |
1-178 |
1.3% |
74% |
False |
False |
1,040,941 |
| 40 |
119-115 |
113-100 |
6-015 |
5.1% |
1-068 |
1.0% |
77% |
False |
False |
707,814 |
| 60 |
119-115 |
111-180 |
7-255 |
6.6% |
1-029 |
0.9% |
82% |
False |
False |
473,848 |
| 80 |
119-115 |
109-270 |
9-165 |
8.1% |
0-304 |
0.8% |
85% |
False |
False |
355,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-049 |
|
2.618 |
122-136 |
|
1.618 |
120-241 |
|
1.000 |
119-230 |
|
0.618 |
119-026 |
|
HIGH |
118-015 |
|
0.618 |
117-131 |
|
0.500 |
117-068 |
|
0.382 |
117-004 |
|
LOW |
116-120 |
|
0.618 |
115-109 |
|
1.000 |
114-225 |
|
1.618 |
113-214 |
|
2.618 |
111-319 |
|
4.250 |
109-086 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-229 |
117-142 |
| PP |
117-148 |
116-293 |
| S1 |
117-068 |
116-125 |
|