ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-165 |
117-045 |
-0-120 |
-0.3% |
114-160 |
| High |
117-185 |
118-020 |
0-155 |
0.4% |
118-000 |
| Low |
116-175 |
114-080 |
-2-095 |
-2.0% |
114-090 |
| Close |
117-045 |
114-300 |
-2-065 |
-1.9% |
116-000 |
| Range |
1-010 |
3-260 |
2-250 |
269.7% |
3-230 |
| ATR |
1-164 |
1-217 |
0-053 |
10.8% |
0-000 |
| Volume |
824,584 |
863,292 |
38,708 |
4.7% |
3,882,835 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-060 |
124-280 |
117-011 |
|
| R3 |
123-120 |
121-020 |
115-316 |
|
| R2 |
119-180 |
119-180 |
115-204 |
|
| R1 |
117-080 |
117-080 |
115-092 |
116-160 |
| PP |
115-240 |
115-240 |
115-240 |
115-120 |
| S1 |
113-140 |
113-140 |
114-188 |
112-220 |
| S2 |
111-300 |
111-300 |
114-076 |
|
| S3 |
108-040 |
109-200 |
113-284 |
|
| S4 |
104-100 |
105-260 |
112-269 |
|
|
| 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 |
118-020 |
114-080 |
3-260 |
3.3% |
1-264 |
1.6% |
18% |
True |
True |
823,454 |
| 10 |
118-020 |
114-005 |
4-015 |
3.5% |
1-272 |
1.6% |
23% |
True |
False |
809,496 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-219 |
1.5% |
17% |
False |
False |
998,442 |
| 40 |
119-115 |
114-000 |
5-115 |
4.7% |
1-090 |
1.1% |
17% |
False |
False |
749,817 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
1-042 |
1.0% |
43% |
False |
False |
501,953 |
| 80 |
119-115 |
110-030 |
9-085 |
8.1% |
1-002 |
0.9% |
52% |
False |
False |
376,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-085 |
|
2.618 |
128-014 |
|
1.618 |
124-074 |
|
1.000 |
121-280 |
|
0.618 |
120-134 |
|
HIGH |
118-020 |
|
0.618 |
116-194 |
|
0.500 |
116-050 |
|
0.382 |
115-226 |
|
LOW |
114-080 |
|
0.618 |
111-286 |
|
1.000 |
110-140 |
|
1.618 |
108-026 |
|
2.618 |
104-086 |
|
4.250 |
98-015 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-050 |
116-050 |
| PP |
115-240 |
115-240 |
| S1 |
115-110 |
115-110 |
|