According to this austrian newspaper (Tiroler Tageszeitung):
1 Million pre-orders for GOW 3
http://www.tt.com/csp/cms/sites/tt/Überblick/Freizeitüberblick/Multimedia/MultimediaContainer/2758684-8/gears-of-war-3-bereits-eine-million-mal-vorbestellt.csp
They say, they got a press release from Epic an MS which confirms this.
A member of the webshop "Gameshop" says that they have great pre-order-numbers, only a few games had ever reached this.