ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-050 |
112-065 |
-0-305 |
-0.8% |
116-140 |
| High |
113-050 |
112-270 |
-0-100 |
-0.3% |
118-020 |
| Low |
112-060 |
111-180 |
-0-200 |
-0.6% |
112-205 |
| Close |
112-080 |
112-045 |
-0-035 |
-0.1% |
113-175 |
| Range |
0-310 |
1-090 |
0-100 |
32.3% |
5-135 |
| ATR |
1-227 |
1-217 |
-0-010 |
-1.8% |
0-000 |
| Volume |
654,871 |
104,269 |
-550,602 |
-84.1% |
4,771,983 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-008 |
115-117 |
112-270 |
|
| R3 |
114-238 |
114-027 |
112-158 |
|
| R2 |
113-148 |
113-148 |
112-120 |
|
| R1 |
112-257 |
112-257 |
112-083 |
112-158 |
| PP |
112-058 |
112-058 |
112-058 |
112-009 |
| S1 |
111-167 |
111-167 |
112-007 |
111-068 |
| S2 |
110-288 |
110-288 |
111-290 |
|
| S3 |
109-198 |
110-077 |
111-252 |
|
| S4 |
108-108 |
108-307 |
111-140 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-005 |
127-225 |
116-169 |
|
| R3 |
125-190 |
122-090 |
115-012 |
|
| R2 |
120-055 |
120-055 |
114-173 |
|
| R1 |
116-275 |
116-275 |
114-014 |
115-258 |
| PP |
114-240 |
114-240 |
114-240 |
114-071 |
| S1 |
111-140 |
111-140 |
113-016 |
110-122 |
| S2 |
109-105 |
109-105 |
112-177 |
|
| S3 |
103-290 |
106-005 |
112-018 |
|
| S4 |
98-155 |
100-190 |
110-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-020 |
111-180 |
6-160 |
5.8% |
2-017 |
1.8% |
9% |
False |
True |
758,240 |
| 10 |
118-020 |
111-180 |
6-160 |
5.8% |
1-224 |
1.5% |
9% |
False |
True |
784,964 |
| 20 |
119-020 |
111-180 |
7-160 |
6.7% |
1-226 |
1.5% |
8% |
False |
True |
891,961 |
| 40 |
119-115 |
111-180 |
7-255 |
7.0% |
1-120 |
1.2% |
7% |
False |
True |
820,927 |
| 60 |
119-115 |
111-180 |
7-255 |
7.0% |
1-058 |
1.1% |
7% |
False |
True |
550,715 |
| 80 |
119-115 |
110-290 |
8-145 |
7.5% |
1-023 |
1.0% |
15% |
False |
False |
413,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-092 |
|
2.618 |
116-063 |
|
1.618 |
114-293 |
|
1.000 |
114-040 |
|
0.618 |
113-203 |
|
HIGH |
112-270 |
|
0.618 |
112-113 |
|
0.500 |
112-065 |
|
0.382 |
112-017 |
|
LOW |
111-180 |
|
0.618 |
110-247 |
|
1.000 |
110-090 |
|
1.618 |
109-157 |
|
2.618 |
108-067 |
|
4.250 |
106-038 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-065 |
113-080 |
| PP |
112-058 |
112-282 |
| S1 |
112-052 |
112-163 |
|