ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
117-045 |
115-115 |
-1-250 |
-1.5% |
114-160 |
| High |
118-020 |
115-130 |
-2-210 |
-2.2% |
118-000 |
| Low |
114-080 |
113-160 |
-0-240 |
-0.7% |
114-090 |
| Close |
114-300 |
113-170 |
-1-130 |
-1.2% |
116-000 |
| Range |
3-260 |
1-290 |
-1-290 |
-50.0% |
3-230 |
| ATR |
1-217 |
1-222 |
0-005 |
1.0% |
0-000 |
| Volume |
863,292 |
1,375,860 |
512,568 |
59.4% |
3,882,835 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
118-193 |
114-186 |
|
| R3 |
117-307 |
116-223 |
114-018 |
|
| R2 |
116-017 |
116-017 |
113-282 |
|
| R1 |
114-253 |
114-253 |
113-226 |
114-150 |
| PP |
114-047 |
114-047 |
114-047 |
113-315 |
| S1 |
112-283 |
112-283 |
113-114 |
112-180 |
| S2 |
112-077 |
112-077 |
113-058 |
|
| S3 |
110-107 |
110-313 |
113-002 |
|
| S4 |
108-137 |
109-023 |
112-154 |
|
|
| 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 |
113-160 |
4-180 |
4.0% |
2-008 |
1.8% |
1% |
False |
True |
941,028 |
| 10 |
118-020 |
113-160 |
4-180 |
4.0% |
1-297 |
1.7% |
1% |
False |
True |
873,269 |
| 20 |
119-115 |
113-160 |
5-275 |
5.2% |
1-235 |
1.5% |
1% |
False |
True |
1,003,098 |
| 40 |
119-115 |
113-160 |
5-275 |
5.2% |
1-099 |
1.2% |
1% |
False |
True |
783,578 |
| 60 |
119-115 |
111-180 |
7-255 |
6.9% |
1-047 |
1.0% |
25% |
False |
False |
524,882 |
| 80 |
119-115 |
110-180 |
8-255 |
7.7% |
1-008 |
0.9% |
34% |
False |
False |
393,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-162 |
|
2.618 |
120-127 |
|
1.618 |
118-157 |
|
1.000 |
117-100 |
|
0.618 |
116-187 |
|
HIGH |
115-130 |
|
0.618 |
114-217 |
|
0.500 |
114-145 |
|
0.382 |
114-073 |
|
LOW |
113-160 |
|
0.618 |
112-103 |
|
1.000 |
111-190 |
|
1.618 |
110-133 |
|
2.618 |
108-163 |
|
4.250 |
105-128 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-145 |
115-250 |
| PP |
114-047 |
115-010 |
| S1 |
113-268 |
114-090 |
|