ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-185 |
114-250 |
-0-255 |
-0.7% |
113-035 |
| High |
115-305 |
115-235 |
-0-070 |
-0.2% |
115-310 |
| Low |
114-260 |
114-125 |
-0-135 |
-0.4% |
112-275 |
| Close |
115-020 |
115-170 |
0-150 |
0.4% |
115-020 |
| Range |
1-045 |
1-110 |
0-065 |
17.8% |
3-035 |
| ATR |
1-135 |
1-133 |
-0-002 |
-0.4% |
0-000 |
| Volume |
485,787 |
502,575 |
16,788 |
3.5% |
2,387,927 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-080 |
118-235 |
116-086 |
|
| R3 |
117-290 |
117-125 |
115-288 |
|
| R2 |
116-180 |
116-180 |
115-249 |
|
| R1 |
116-015 |
116-015 |
115-209 |
116-098 |
| PP |
115-070 |
115-070 |
115-070 |
115-111 |
| S1 |
114-225 |
114-225 |
115-131 |
114-308 |
| S2 |
113-280 |
113-280 |
115-091 |
|
| S3 |
112-170 |
113-115 |
115-052 |
|
| S4 |
111-060 |
112-005 |
114-254 |
|
|
| 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 |
113-120 |
2-190 |
2.2% |
1-116 |
1.2% |
83% |
False |
False |
457,347 |
| 10 |
115-310 |
112-275 |
3-035 |
2.7% |
1-102 |
1.1% |
86% |
False |
False |
499,707 |
| 20 |
116-160 |
111-125 |
5-035 |
4.4% |
1-108 |
1.2% |
81% |
False |
False |
522,156 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-174 |
1.3% |
52% |
False |
False |
734,707 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-112 |
1.2% |
52% |
False |
False |
719,849 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-068 |
1.0% |
52% |
False |
False |
542,275 |
| 100 |
119-115 |
110-290 |
8-145 |
7.3% |
1-038 |
1.0% |
55% |
False |
False |
433,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-142 |
|
2.618 |
119-081 |
|
1.618 |
117-291 |
|
1.000 |
117-025 |
|
0.618 |
116-181 |
|
HIGH |
115-235 |
|
0.618 |
115-071 |
|
0.500 |
115-020 |
|
0.382 |
114-289 |
|
LOW |
114-125 |
|
0.618 |
113-179 |
|
1.000 |
113-015 |
|
1.618 |
112-069 |
|
2.618 |
110-279 |
|
4.250 |
108-218 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-120 |
115-132 |
| PP |
115-070 |
115-095 |
| S1 |
115-020 |
115-058 |
|