ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-060 |
114-300 |
-0-080 |
-0.2% |
112-025 |
| High |
115-310 |
116-160 |
0-170 |
0.5% |
116-160 |
| Low |
114-220 |
114-280 |
0-060 |
0.2% |
111-190 |
| Close |
115-270 |
115-040 |
-0-230 |
-0.6% |
115-040 |
| Range |
1-090 |
1-200 |
0-110 |
26.8% |
4-290 |
| ATR |
1-176 |
1-178 |
0-002 |
0.3% |
0-000 |
| Volume |
575,139 |
667,760 |
92,621 |
16.1% |
2,875,442 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
119-120 |
116-006 |
|
| R3 |
118-240 |
117-240 |
115-183 |
|
| R2 |
117-040 |
117-040 |
115-135 |
|
| R1 |
116-040 |
116-040 |
115-088 |
116-200 |
| PP |
115-160 |
115-160 |
115-160 |
115-240 |
| S1 |
114-160 |
114-160 |
114-312 |
115-000 |
| S2 |
113-280 |
113-280 |
114-265 |
|
| S3 |
112-080 |
112-280 |
114-217 |
|
| S4 |
110-200 |
111-080 |
114-074 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-040 |
127-010 |
117-264 |
|
| R3 |
124-070 |
122-040 |
116-152 |
|
| R2 |
119-100 |
119-100 |
116-008 |
|
| R1 |
117-070 |
117-070 |
115-184 |
118-085 |
| PP |
114-130 |
114-130 |
114-130 |
114-298 |
| S1 |
112-100 |
112-100 |
114-216 |
113-115 |
| S2 |
109-160 |
109-160 |
114-072 |
|
| S3 |
104-190 |
107-130 |
113-248 |
|
| S4 |
99-220 |
102-160 |
112-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-160 |
111-190 |
4-290 |
4.3% |
1-147 |
1.3% |
72% |
True |
False |
575,088 |
| 10 |
116-160 |
111-125 |
5-035 |
4.4% |
1-107 |
1.2% |
73% |
True |
False |
551,529 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-226 |
1.5% |
56% |
False |
False |
708,505 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-164 |
1.3% |
47% |
False |
False |
894,255 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-080 |
1.1% |
47% |
False |
False |
629,508 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-051 |
1.0% |
47% |
False |
False |
472,599 |
| 100 |
119-115 |
109-270 |
9-165 |
8.3% |
1-000 |
0.9% |
56% |
False |
False |
378,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-130 |
|
2.618 |
120-241 |
|
1.618 |
119-041 |
|
1.000 |
118-040 |
|
0.618 |
117-161 |
|
HIGH |
116-160 |
|
0.618 |
115-281 |
|
0.500 |
115-220 |
|
0.382 |
115-159 |
|
LOW |
114-280 |
|
0.618 |
113-279 |
|
1.000 |
113-080 |
|
1.618 |
112-079 |
|
2.618 |
110-199 |
|
4.250 |
107-310 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-220 |
115-110 |
| PP |
115-160 |
115-087 |
| S1 |
115-100 |
115-063 |
|