ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-025 |
113-060 |
1-035 |
1.0% |
113-050 |
| High |
113-100 |
114-175 |
1-075 |
1.1% |
113-050 |
| Low |
111-190 |
113-010 |
1-140 |
1.3% |
111-125 |
| Close |
113-005 |
114-160 |
1-155 |
1.3% |
111-295 |
| Range |
1-230 |
1-165 |
-0-065 |
-11.8% |
1-245 |
| ATR |
1-194 |
1-193 |
-0-002 |
-0.3% |
0-000 |
| Volume |
571,559 |
472,568 |
-98,991 |
-17.3% |
2,639,853 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-183 |
118-017 |
115-107 |
|
| R3 |
117-018 |
116-172 |
114-293 |
|
| R2 |
115-173 |
115-173 |
114-249 |
|
| R1 |
115-007 |
115-007 |
114-204 |
115-090 |
| PP |
114-008 |
114-008 |
114-008 |
114-050 |
| S1 |
113-162 |
113-162 |
114-116 |
113-245 |
| S2 |
112-163 |
112-163 |
114-071 |
|
| S3 |
110-318 |
111-317 |
114-027 |
|
| S4 |
109-153 |
110-152 |
113-213 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-145 |
116-145 |
112-286 |
|
| R3 |
115-220 |
114-220 |
112-130 |
|
| R2 |
113-295 |
113-295 |
112-079 |
|
| R1 |
112-295 |
112-295 |
112-027 |
112-172 |
| PP |
112-050 |
112-050 |
112-050 |
111-309 |
| S1 |
111-050 |
111-050 |
111-243 |
110-248 |
| S2 |
110-125 |
110-125 |
111-191 |
|
| S3 |
108-200 |
109-125 |
111-140 |
|
| S4 |
106-275 |
107-200 |
110-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-175 |
111-125 |
3-050 |
2.8% |
1-130 |
1.2% |
99% |
True |
False |
584,968 |
| 10 |
118-020 |
111-125 |
6-215 |
5.8% |
1-234 |
1.5% |
47% |
False |
False |
671,604 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-209 |
1.4% |
47% |
False |
False |
742,852 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-147 |
1.3% |
39% |
False |
False |
884,754 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-073 |
1.1% |
39% |
False |
False |
599,254 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-040 |
1.0% |
39% |
False |
False |
449,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-316 |
|
2.618 |
118-165 |
|
1.618 |
117-000 |
|
1.000 |
116-020 |
|
0.618 |
115-155 |
|
HIGH |
114-175 |
|
0.618 |
113-310 |
|
0.500 |
113-252 |
|
0.382 |
113-195 |
|
LOW |
113-010 |
|
0.618 |
112-030 |
|
1.000 |
111-165 |
|
1.618 |
110-185 |
|
2.618 |
109-020 |
|
4.250 |
106-189 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-084 |
114-001 |
| PP |
114-008 |
113-162 |
| S1 |
113-252 |
113-002 |
|