ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-065 |
111-245 |
-0-140 |
-0.4% |
116-140 |
| High |
112-270 |
112-155 |
-0-115 |
-0.3% |
118-020 |
| Low |
111-180 |
111-160 |
-0-020 |
-0.1% |
112-205 |
| Close |
112-045 |
111-310 |
-0-055 |
-0.2% |
113-175 |
| Range |
1-090 |
0-315 |
-0-095 |
-23.2% |
5-135 |
| ATR |
1-217 |
1-202 |
-0-016 |
-3.0% |
0-000 |
| Volume |
104,269 |
583,558 |
479,289 |
459.7% |
4,771,983 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-300 |
114-140 |
112-163 |
|
| R3 |
113-305 |
113-145 |
112-077 |
|
| R2 |
112-310 |
112-310 |
112-048 |
|
| R1 |
112-150 |
112-150 |
112-019 |
112-230 |
| PP |
111-315 |
111-315 |
111-315 |
112-035 |
| S1 |
111-155 |
111-155 |
111-281 |
111-235 |
| S2 |
111-000 |
111-000 |
111-252 |
|
| S3 |
110-005 |
110-160 |
111-223 |
|
| S4 |
109-010 |
109-165 |
111-137 |
|
|
| 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 |
115-130 |
111-160 |
3-290 |
3.5% |
1-156 |
1.3% |
12% |
False |
True |
702,293 |
| 10 |
118-020 |
111-160 |
6-180 |
5.9% |
1-210 |
1.5% |
7% |
False |
True |
762,874 |
| 20 |
118-315 |
111-160 |
7-155 |
6.7% |
1-210 |
1.5% |
6% |
False |
True |
843,947 |
| 40 |
119-115 |
111-160 |
7-275 |
7.0% |
1-124 |
1.2% |
6% |
False |
True |
835,178 |
| 60 |
119-115 |
111-160 |
7-275 |
7.0% |
1-058 |
1.1% |
6% |
False |
True |
560,440 |
| 80 |
119-115 |
110-300 |
8-135 |
7.5% |
1-025 |
1.0% |
12% |
False |
False |
420,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-214 |
|
2.618 |
115-020 |
|
1.618 |
114-025 |
|
1.000 |
113-150 |
|
0.618 |
113-030 |
|
HIGH |
112-155 |
|
0.618 |
112-035 |
|
0.500 |
111-318 |
|
0.382 |
111-280 |
|
LOW |
111-160 |
|
0.618 |
110-285 |
|
1.000 |
110-165 |
|
1.618 |
109-290 |
|
2.618 |
108-295 |
|
4.250 |
107-101 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-318 |
112-105 |
| PP |
111-315 |
112-067 |
| S1 |
111-312 |
112-028 |
|