ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-120 |
115-185 |
0-065 |
0.2% |
113-035 |
| High |
115-310 |
115-305 |
-0-005 |
0.0% |
115-310 |
| Low |
114-235 |
114-260 |
0-025 |
0.1% |
112-275 |
| Close |
115-145 |
115-020 |
-0-125 |
-0.3% |
115-020 |
| Range |
1-075 |
1-045 |
-0-030 |
-7.6% |
3-035 |
| ATR |
1-142 |
1-135 |
-0-007 |
-1.5% |
0-000 |
| Volume |
534,388 |
485,787 |
-48,601 |
-9.1% |
2,387,927 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-223 |
118-007 |
115-221 |
|
| R3 |
117-178 |
116-282 |
115-120 |
|
| R2 |
116-133 |
116-133 |
115-087 |
|
| R1 |
115-237 |
115-237 |
115-053 |
115-162 |
| PP |
115-088 |
115-088 |
115-088 |
115-051 |
| S1 |
114-192 |
114-192 |
114-307 |
114-118 |
| S2 |
114-043 |
114-043 |
114-273 |
|
| S3 |
112-318 |
113-147 |
114-240 |
|
| S4 |
111-273 |
112-102 |
114-139 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
122-198 |
116-247 |
|
| R3 |
120-272 |
119-163 |
115-294 |
|
| R2 |
117-237 |
117-237 |
115-202 |
|
| R1 |
116-128 |
116-128 |
115-111 |
117-022 |
| PP |
114-202 |
114-202 |
114-202 |
114-309 |
| S1 |
113-093 |
113-093 |
114-249 |
113-308 |
| S2 |
111-167 |
111-167 |
114-158 |
|
| S3 |
108-132 |
110-058 |
114-066 |
|
| S4 |
105-097 |
107-023 |
113-113 |
|
|
| 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% |
1-097 |
1.1% |
71% |
False |
False |
477,585 |
| 10 |
115-310 |
112-275 |
3-035 |
2.7% |
1-098 |
1.1% |
71% |
False |
False |
508,013 |
| 20 |
116-160 |
111-125 |
5-035 |
4.4% |
1-102 |
1.1% |
72% |
False |
False |
529,771 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-178 |
1.4% |
46% |
False |
False |
754,732 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-109 |
1.2% |
46% |
False |
False |
711,641 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-066 |
1.0% |
46% |
False |
False |
535,994 |
| 100 |
119-115 |
110-180 |
8-255 |
7.6% |
1-034 |
1.0% |
51% |
False |
False |
428,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
118-301 |
|
1.618 |
117-256 |
|
1.000 |
117-030 |
|
0.618 |
116-211 |
|
HIGH |
115-305 |
|
0.618 |
115-166 |
|
0.500 |
115-122 |
|
0.382 |
115-079 |
|
LOW |
114-260 |
|
0.618 |
114-034 |
|
1.000 |
113-215 |
|
1.618 |
112-309 |
|
2.618 |
111-264 |
|
4.250 |
109-309 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-122 |
115-110 |
| PP |
115-088 |
115-080 |
| S1 |
115-054 |
115-050 |
|