ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
115-080 |
114-100 |
-0-300 |
-0.8% |
112-025 |
| High |
115-145 |
115-055 |
-0-090 |
-0.2% |
116-160 |
| Low |
114-030 |
113-275 |
-0-075 |
-0.2% |
111-190 |
| Close |
114-115 |
114-020 |
-0-095 |
-0.3% |
115-040 |
| Range |
1-115 |
1-100 |
-0-015 |
-3.4% |
4-290 |
| ATR |
1-166 |
1-161 |
-0-005 |
-1.0% |
0-000 |
| Volume |
453,146 |
606,093 |
152,947 |
33.8% |
2,875,442 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-097 |
117-158 |
114-251 |
|
| R3 |
116-317 |
116-058 |
114-136 |
|
| R2 |
115-217 |
115-217 |
114-097 |
|
| R1 |
114-278 |
114-278 |
114-058 |
114-198 |
| PP |
114-117 |
114-117 |
114-117 |
114-076 |
| S1 |
113-178 |
113-178 |
113-302 |
113-098 |
| S2 |
113-017 |
113-017 |
113-263 |
|
| S3 |
111-237 |
112-078 |
113-224 |
|
| S4 |
110-137 |
110-298 |
113-109 |
|
|
| 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 |
113-275 |
2-205 |
2.3% |
1-115 |
1.2% |
8% |
False |
True |
577,554 |
| 10 |
116-160 |
111-125 |
5-035 |
4.5% |
1-128 |
1.2% |
52% |
False |
False |
581,747 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-169 |
1.3% |
40% |
False |
False |
672,310 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-173 |
1.4% |
34% |
False |
False |
869,358 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-093 |
1.1% |
34% |
False |
False |
656,124 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-058 |
1.0% |
34% |
False |
False |
493,151 |
| 100 |
119-115 |
109-270 |
9-165 |
8.3% |
1-012 |
0.9% |
44% |
False |
False |
394,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-240 |
|
2.618 |
118-195 |
|
1.618 |
117-095 |
|
1.000 |
116-155 |
|
0.618 |
115-315 |
|
HIGH |
115-055 |
|
0.618 |
114-215 |
|
0.500 |
114-165 |
|
0.382 |
114-115 |
|
LOW |
113-275 |
|
0.618 |
113-015 |
|
1.000 |
112-175 |
|
1.618 |
111-235 |
|
2.618 |
110-135 |
|
4.250 |
108-090 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-165 |
114-290 |
| PP |
114-117 |
114-200 |
| S1 |
114-068 |
114-110 |
|