ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-115 |
116-010 |
-0-105 |
-0.3% |
116-065 |
| High |
116-150 |
117-015 |
0-185 |
0.5% |
116-275 |
| Low |
115-245 |
115-305 |
0-060 |
0.2% |
115-245 |
| Close |
116-005 |
116-260 |
0-255 |
0.7% |
116-005 |
| Range |
0-225 |
1-030 |
0-125 |
55.6% |
1-030 |
| ATR |
0-262 |
0-269 |
0-006 |
2.4% |
0-000 |
| Volume |
890,819 |
852,555 |
-38,264 |
-4.3% |
3,523,734 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-283 |
119-142 |
117-132 |
|
| R3 |
118-253 |
118-112 |
117-036 |
|
| R2 |
117-223 |
117-223 |
117-004 |
|
| R1 |
117-082 |
117-082 |
116-292 |
117-152 |
| PP |
116-193 |
116-193 |
116-193 |
116-229 |
| S1 |
116-052 |
116-052 |
116-228 |
116-122 |
| S2 |
115-163 |
115-163 |
116-196 |
|
| S3 |
114-133 |
115-022 |
116-164 |
|
| S4 |
113-103 |
113-312 |
116-068 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
118-272 |
116-198 |
|
| R3 |
118-128 |
117-242 |
116-101 |
|
| R2 |
117-098 |
117-098 |
116-069 |
|
| R1 |
116-212 |
116-212 |
116-037 |
116-140 |
| PP |
116-068 |
116-068 |
116-068 |
116-032 |
| S1 |
115-182 |
115-182 |
115-293 |
115-110 |
| S2 |
115-038 |
115-038 |
115-261 |
|
| S3 |
114-008 |
114-152 |
115-229 |
|
| S4 |
112-298 |
113-122 |
115-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-015 |
115-245 |
1-090 |
1.1% |
0-244 |
0.7% |
82% |
True |
False |
755,688 |
| 10 |
117-015 |
114-265 |
2-070 |
1.9% |
0-244 |
0.7% |
89% |
True |
False |
742,892 |
| 20 |
117-015 |
113-160 |
3-175 |
3.0% |
0-256 |
0.7% |
93% |
True |
False |
829,273 |
| 40 |
117-015 |
112-270 |
4-065 |
3.6% |
0-286 |
0.8% |
94% |
True |
False |
936,291 |
| 60 |
117-015 |
111-010 |
6-005 |
5.1% |
0-301 |
0.8% |
96% |
True |
False |
972,286 |
| 80 |
117-015 |
111-010 |
6-005 |
5.1% |
0-292 |
0.8% |
96% |
True |
False |
773,637 |
| 100 |
117-015 |
111-010 |
6-005 |
5.1% |
0-283 |
0.8% |
96% |
True |
False |
619,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-222 |
|
2.618 |
119-291 |
|
1.618 |
118-261 |
|
1.000 |
118-045 |
|
0.618 |
117-231 |
|
HIGH |
117-015 |
|
0.618 |
116-201 |
|
0.500 |
116-160 |
|
0.382 |
116-119 |
|
LOW |
115-305 |
|
0.618 |
115-089 |
|
1.000 |
114-275 |
|
1.618 |
114-059 |
|
2.618 |
113-029 |
|
4.250 |
111-098 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-227 |
116-217 |
| PP |
116-193 |
116-173 |
| S1 |
116-160 |
116-130 |
|