ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
113-035 |
-0-085 |
-0.2% |
115-110 |
| High |
114-220 |
113-290 |
-0-250 |
-0.7% |
115-305 |
| Low |
113-010 |
112-275 |
-0-055 |
-0.2% |
113-010 |
| Close |
113-025 |
113-255 |
0-230 |
0.6% |
113-025 |
| Range |
1-210 |
1-015 |
-0-195 |
-36.8% |
2-295 |
| ATR |
1-154 |
1-144 |
-0-010 |
-2.1% |
0-000 |
| Volume |
491,083 |
603,764 |
112,681 |
22.9% |
2,692,206 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-212 |
116-088 |
114-119 |
|
| R3 |
115-197 |
115-073 |
114-027 |
|
| R2 |
114-182 |
114-182 |
113-316 |
|
| R1 |
114-058 |
114-058 |
113-286 |
114-120 |
| PP |
113-167 |
113-167 |
113-167 |
113-198 |
| S1 |
113-043 |
113-043 |
113-224 |
113-105 |
| S2 |
112-152 |
112-152 |
113-194 |
|
| S3 |
111-137 |
112-028 |
113-163 |
|
| S4 |
110-122 |
111-013 |
113-071 |
|
|
| 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 |
115-145 |
112-275 |
2-190 |
2.3% |
1-087 |
1.1% |
36% |
False |
True |
542,067 |
| 10 |
116-160 |
112-275 |
3-205 |
3.2% |
1-101 |
1.2% |
26% |
False |
True |
559,985 |
| 20 |
118-020 |
111-125 |
6-215 |
5.9% |
1-160 |
1.3% |
36% |
False |
False |
633,395 |
| 40 |
119-115 |
111-125 |
7-310 |
7.0% |
1-169 |
1.3% |
30% |
False |
False |
837,168 |
| 60 |
119-115 |
111-125 |
7-310 |
7.0% |
1-098 |
1.1% |
30% |
False |
False |
683,008 |
| 80 |
119-115 |
111-125 |
7-310 |
7.0% |
1-061 |
1.0% |
30% |
False |
False |
513,735 |
| 100 |
119-115 |
109-270 |
9-165 |
8.4% |
1-019 |
0.9% |
42% |
False |
False |
411,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-114 |
|
2.618 |
116-207 |
|
1.618 |
115-192 |
|
1.000 |
114-305 |
|
0.618 |
114-177 |
|
HIGH |
113-290 |
|
0.618 |
113-162 |
|
0.500 |
113-122 |
|
0.382 |
113-083 |
|
LOW |
112-275 |
|
0.618 |
112-068 |
|
1.000 |
111-260 |
|
1.618 |
111-053 |
|
2.618 |
110-038 |
|
4.250 |
108-131 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-211 |
113-252 |
| PP |
113-167 |
113-250 |
| S1 |
113-122 |
113-248 |
|