ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-085 |
113-120 |
-0-285 |
-0.8% |
115-110 |
| High |
114-100 |
114-220 |
0-120 |
0.3% |
115-305 |
| Low |
113-105 |
113-010 |
-0-095 |
-0.3% |
113-010 |
| Close |
113-185 |
113-025 |
-0-160 |
-0.4% |
113-025 |
| Range |
0-315 |
1-210 |
0-215 |
68.3% |
2-295 |
| ATR |
1-149 |
1-154 |
0-004 |
0.9% |
0-000 |
| Volume |
556,249 |
491,083 |
-65,166 |
-11.7% |
2,692,206 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-182 |
117-153 |
113-316 |
|
| R3 |
116-292 |
115-263 |
113-171 |
|
| R2 |
115-082 |
115-082 |
113-122 |
|
| R1 |
114-053 |
114-053 |
113-074 |
113-282 |
| PP |
113-192 |
113-192 |
113-192 |
113-146 |
| S1 |
112-163 |
112-163 |
112-296 |
112-072 |
| S2 |
111-302 |
111-302 |
112-248 |
|
| S3 |
110-092 |
110-273 |
112-199 |
|
| S4 |
108-202 |
109-063 |
112-054 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-252 |
120-273 |
114-219 |
|
| R3 |
119-277 |
117-298 |
113-282 |
|
| R2 |
116-302 |
116-302 |
113-196 |
|
| R1 |
115-003 |
115-003 |
113-111 |
114-165 |
| PP |
114-007 |
114-007 |
114-007 |
113-248 |
| S1 |
112-028 |
112-028 |
112-259 |
111-190 |
| S2 |
111-032 |
111-032 |
112-174 |
|
| S3 |
108-057 |
109-053 |
112-088 |
|
| S4 |
105-082 |
106-078 |
111-151 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-305 |
113-010 |
2-295 |
2.6% |
1-098 |
1.2% |
2% |
False |
True |
538,441 |
| 10 |
116-160 |
111-190 |
4-290 |
4.3% |
1-122 |
1.2% |
30% |
False |
False |
556,764 |
| 20 |
118-020 |
111-125 |
6-215 |
5.9% |
1-170 |
1.4% |
25% |
False |
False |
648,974 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-175 |
1.4% |
21% |
False |
False |
852,945 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-096 |
1.1% |
21% |
False |
False |
673,150 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-063 |
1.1% |
21% |
False |
False |
506,216 |
| 100 |
119-115 |
109-270 |
9-165 |
8.4% |
1-020 |
0.9% |
34% |
False |
False |
405,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-232 |
|
2.618 |
119-008 |
|
1.618 |
117-118 |
|
1.000 |
116-110 |
|
0.618 |
115-228 |
|
HIGH |
114-220 |
|
0.618 |
114-018 |
|
0.500 |
113-275 |
|
0.382 |
113-212 |
|
LOW |
113-010 |
|
0.618 |
112-002 |
|
1.000 |
111-120 |
|
1.618 |
110-112 |
|
2.618 |
108-222 |
|
4.250 |
105-318 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-275 |
114-032 |
| PP |
113-192 |
113-243 |
| S1 |
113-108 |
113-134 |
|