ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
115-110 |
0-130 |
0.4% |
112-025 |
| High |
116-160 |
115-305 |
-0-175 |
-0.5% |
116-160 |
| Low |
114-280 |
114-235 |
-0-045 |
-0.1% |
111-190 |
| Close |
115-040 |
115-040 |
0-000 |
0.0% |
115-040 |
| Range |
1-200 |
1-070 |
-0-130 |
-25.0% |
4-290 |
| ATR |
1-178 |
1-170 |
-0-008 |
-1.5% |
0-000 |
| Volume |
667,760 |
585,635 |
-82,125 |
-12.3% |
2,875,442 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-297 |
118-078 |
115-254 |
|
| R3 |
117-227 |
117-008 |
115-147 |
|
| R2 |
116-157 |
116-157 |
115-112 |
|
| R1 |
115-258 |
115-258 |
115-076 |
115-172 |
| PP |
115-087 |
115-087 |
115-087 |
115-044 |
| S1 |
114-188 |
114-188 |
115-004 |
114-102 |
| S2 |
114-017 |
114-017 |
114-288 |
|
| S3 |
112-267 |
113-118 |
114-253 |
|
| S4 |
111-197 |
112-048 |
114-146 |
|
|
| 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 |
113-010 |
3-150 |
3.0% |
1-115 |
1.2% |
60% |
False |
False |
577,903 |
| 10 |
116-160 |
111-125 |
5-035 |
4.4% |
1-115 |
1.2% |
73% |
False |
False |
544,605 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-186 |
1.4% |
56% |
False |
False |
707,427 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-167 |
1.3% |
47% |
False |
False |
889,467 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-083 |
1.1% |
47% |
False |
False |
639,095 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-054 |
1.0% |
47% |
False |
False |
479,913 |
| 100 |
119-115 |
109-270 |
9-165 |
8.3% |
1-004 |
0.9% |
56% |
False |
False |
383,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-042 |
|
2.618 |
119-046 |
|
1.618 |
117-296 |
|
1.000 |
117-055 |
|
0.618 |
116-226 |
|
HIGH |
115-305 |
|
0.618 |
115-156 |
|
0.500 |
115-110 |
|
0.382 |
115-064 |
|
LOW |
114-235 |
|
0.618 |
113-314 |
|
1.000 |
113-165 |
|
1.618 |
112-244 |
|
2.618 |
111-174 |
|
4.250 |
109-178 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-110 |
115-190 |
| PP |
115-087 |
115-140 |
| S1 |
115-063 |
115-090 |
|