ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
111-245 |
112-130 |
0-205 |
0.6% |
116-140 |
| High |
112-155 |
112-250 |
0-095 |
0.3% |
118-020 |
| Low |
111-160 |
111-125 |
-0-035 |
-0.1% |
112-205 |
| Close |
111-310 |
112-095 |
0-105 |
0.3% |
113-175 |
| Range |
0-315 |
1-125 |
0-130 |
41.3% |
5-135 |
| ATR |
1-202 |
1-196 |
-0-005 |
-1.0% |
0-000 |
| Volume |
583,558 |
594,258 |
10,700 |
1.8% |
4,771,983 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-105 |
115-225 |
113-020 |
|
| R3 |
114-300 |
114-100 |
112-217 |
|
| R2 |
113-175 |
113-175 |
112-177 |
|
| R1 |
112-295 |
112-295 |
112-136 |
112-172 |
| PP |
112-050 |
112-050 |
112-050 |
111-309 |
| S1 |
111-170 |
111-170 |
112-054 |
111-048 |
| S2 |
110-245 |
110-245 |
112-013 |
|
| S3 |
109-120 |
110-045 |
111-293 |
|
| S4 |
107-315 |
108-240 |
111-170 |
|
|
| 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 |
114-300 |
111-125 |
3-175 |
3.2% |
1-123 |
1.2% |
26% |
False |
True |
545,973 |
| 10 |
118-020 |
111-125 |
6-215 |
5.9% |
1-226 |
1.5% |
14% |
False |
True |
743,501 |
| 20 |
118-020 |
111-125 |
6-215 |
5.9% |
1-209 |
1.5% |
14% |
False |
True |
814,159 |
| 40 |
119-115 |
111-125 |
7-310 |
7.1% |
1-130 |
1.3% |
11% |
False |
True |
848,472 |
| 60 |
119-115 |
111-125 |
7-310 |
7.1% |
1-063 |
1.1% |
11% |
False |
True |
570,320 |
| 80 |
119-115 |
110-300 |
8-135 |
7.5% |
1-028 |
1.0% |
16% |
False |
False |
427,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-221 |
|
2.618 |
116-135 |
|
1.618 |
115-010 |
|
1.000 |
114-055 |
|
0.618 |
113-205 |
|
HIGH |
112-250 |
|
0.618 |
112-080 |
|
0.500 |
112-028 |
|
0.382 |
111-295 |
|
LOW |
111-125 |
|
0.618 |
110-170 |
|
1.000 |
110-000 |
|
1.618 |
109-045 |
|
2.618 |
107-240 |
|
4.250 |
105-154 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-072 |
112-076 |
| PP |
112-050 |
112-057 |
| S1 |
112-028 |
112-038 |
|