ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-035 |
113-250 |
0-215 |
0.6% |
115-110 |
| High |
113-290 |
115-140 |
1-170 |
1.3% |
115-305 |
| Low |
112-275 |
113-120 |
0-165 |
0.5% |
113-010 |
| Close |
113-255 |
115-040 |
1-105 |
1.2% |
113-025 |
| Range |
1-015 |
2-020 |
1-005 |
97.0% |
2-295 |
| ATR |
1-144 |
1-158 |
0-014 |
3.0% |
0-000 |
| Volume |
603,764 |
312,757 |
-291,007 |
-48.2% |
2,692,206 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-267 |
120-013 |
116-083 |
|
| R3 |
118-247 |
117-313 |
115-222 |
|
| R2 |
116-227 |
116-227 |
115-161 |
|
| R1 |
115-293 |
115-293 |
115-100 |
116-100 |
| PP |
114-207 |
114-207 |
114-207 |
114-270 |
| S1 |
113-273 |
113-273 |
114-300 |
114-080 |
| S2 |
112-187 |
112-187 |
114-239 |
|
| S3 |
110-167 |
111-253 |
114-178 |
|
| S4 |
108-147 |
109-233 |
113-317 |
|
|
| 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 |
115-140 |
112-275 |
2-185 |
2.2% |
1-132 |
1.2% |
88% |
True |
False |
513,989 |
| 10 |
116-160 |
112-275 |
3-205 |
3.2% |
1-118 |
1.2% |
62% |
False |
False |
544,004 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-176 |
1.3% |
56% |
False |
False |
607,804 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-175 |
1.3% |
47% |
False |
False |
810,269 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-104 |
1.1% |
47% |
False |
False |
688,131 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-064 |
1.0% |
47% |
False |
False |
517,630 |
| 100 |
119-115 |
110-030 |
9-085 |
8.0% |
1-026 |
0.9% |
54% |
False |
False |
414,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-065 |
|
2.618 |
120-268 |
|
1.618 |
118-248 |
|
1.000 |
117-160 |
|
0.618 |
116-228 |
|
HIGH |
115-140 |
|
0.618 |
114-208 |
|
0.500 |
114-130 |
|
0.382 |
114-052 |
|
LOW |
113-120 |
|
0.618 |
112-032 |
|
1.000 |
111-100 |
|
1.618 |
110-012 |
|
2.618 |
107-312 |
|
4.250 |
104-195 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-283 |
114-256 |
| PP |
114-207 |
114-152 |
| S1 |
114-130 |
114-048 |
|