ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-075 |
115-120 |
0-045 |
0.1% |
115-110 |
| High |
115-240 |
115-310 |
0-070 |
0.2% |
115-305 |
| Low |
114-230 |
114-235 |
0-005 |
0.0% |
113-010 |
| Close |
115-145 |
115-145 |
0-000 |
0.0% |
113-025 |
| Range |
1-010 |
1-075 |
0-065 |
19.7% |
2-295 |
| ATR |
1-147 |
1-142 |
-0-005 |
-1.1% |
0-000 |
| Volume |
451,231 |
534,388 |
83,157 |
18.4% |
2,692,206 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-028 |
118-162 |
116-042 |
|
| R3 |
117-273 |
117-087 |
115-254 |
|
| R2 |
116-198 |
116-198 |
115-217 |
|
| R1 |
116-012 |
116-012 |
115-181 |
116-105 |
| PP |
115-123 |
115-123 |
115-123 |
115-170 |
| S1 |
114-257 |
114-257 |
115-109 |
115-030 |
| S2 |
114-048 |
114-048 |
115-073 |
|
| S3 |
112-293 |
113-182 |
115-036 |
|
| S4 |
111-218 |
112-107 |
114-248 |
|
|
| 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 |
115-310 |
112-275 |
3-035 |
2.7% |
1-130 |
1.2% |
83% |
True |
False |
478,644 |
| 10 |
116-160 |
112-275 |
3-205 |
3.2% |
1-113 |
1.2% |
71% |
False |
False |
526,210 |
| 20 |
116-160 |
111-125 |
5-035 |
4.4% |
1-121 |
1.2% |
80% |
False |
False |
545,127 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-178 |
1.3% |
51% |
False |
False |
774,112 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-106 |
1.2% |
51% |
False |
False |
704,094 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-065 |
1.0% |
51% |
False |
False |
529,943 |
| 100 |
119-115 |
110-180 |
8-255 |
7.6% |
1-030 |
0.9% |
56% |
False |
False |
424,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
119-064 |
|
1.618 |
117-309 |
|
1.000 |
117-065 |
|
0.618 |
116-234 |
|
HIGH |
115-310 |
|
0.618 |
115-159 |
|
0.500 |
115-112 |
|
0.382 |
115-066 |
|
LOW |
114-235 |
|
0.618 |
113-311 |
|
1.000 |
113-160 |
|
1.618 |
112-236 |
|
2.618 |
111-161 |
|
4.250 |
109-156 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-134 |
115-062 |
| PP |
115-123 |
114-298 |
| S1 |
115-112 |
114-215 |
|