ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-010 |
116-280 |
0-270 |
0.7% |
116-065 |
| High |
117-015 |
117-005 |
-0-010 |
0.0% |
116-275 |
| Low |
115-305 |
116-165 |
0-180 |
0.5% |
115-245 |
| Close |
116-260 |
116-250 |
-0-010 |
0.0% |
116-005 |
| Range |
1-030 |
0-160 |
-0-190 |
-54.3% |
1-030 |
| ATR |
0-269 |
0-261 |
-0-008 |
-2.9% |
0-000 |
| Volume |
852,555 |
910,191 |
57,636 |
6.8% |
3,523,734 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-087 |
118-008 |
117-018 |
|
| R3 |
117-247 |
117-168 |
116-294 |
|
| R2 |
117-087 |
117-087 |
116-279 |
|
| R1 |
117-008 |
117-008 |
116-265 |
116-288 |
| PP |
116-247 |
116-247 |
116-247 |
116-226 |
| S1 |
116-168 |
116-168 |
116-235 |
116-128 |
| S2 |
116-087 |
116-087 |
116-221 |
|
| S3 |
115-247 |
116-008 |
116-206 |
|
| S4 |
115-087 |
115-168 |
116-162 |
|
|
| 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% |
0-242 |
0.6% |
79% |
False |
False |
842,028 |
| 10 |
117-015 |
115-060 |
1-275 |
1.6% |
0-228 |
0.6% |
86% |
False |
False |
768,398 |
| 20 |
117-015 |
113-160 |
3-175 |
3.0% |
0-251 |
0.7% |
93% |
False |
False |
834,921 |
| 40 |
117-015 |
112-270 |
4-065 |
3.6% |
0-285 |
0.8% |
94% |
False |
False |
934,949 |
| 60 |
117-015 |
111-010 |
6-005 |
5.2% |
0-297 |
0.8% |
96% |
False |
False |
971,931 |
| 80 |
117-015 |
111-010 |
6-005 |
5.2% |
0-292 |
0.8% |
96% |
False |
False |
784,890 |
| 100 |
117-015 |
111-010 |
6-005 |
5.2% |
0-283 |
0.8% |
96% |
False |
False |
628,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-045 |
|
2.618 |
118-104 |
|
1.618 |
117-264 |
|
1.000 |
117-165 |
|
0.618 |
117-104 |
|
HIGH |
117-005 |
|
0.618 |
116-264 |
|
0.500 |
116-245 |
|
0.382 |
116-226 |
|
LOW |
116-165 |
|
0.618 |
116-066 |
|
1.000 |
116-005 |
|
1.618 |
115-226 |
|
2.618 |
115-066 |
|
4.250 |
114-125 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-210 |
| PP |
116-247 |
116-170 |
| S1 |
116-245 |
116-130 |
|