ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-260 |
117-010 |
0-070 |
0.2% |
116-065 |
| High |
117-035 |
117-015 |
-0-020 |
-0.1% |
116-275 |
| Low |
116-095 |
116-165 |
0-070 |
0.2% |
115-245 |
| Close |
116-315 |
116-265 |
-0-050 |
-0.1% |
116-005 |
| Range |
0-260 |
0-170 |
-0-090 |
-34.6% |
1-030 |
| ATR |
0-261 |
0-254 |
-0-006 |
-2.5% |
0-000 |
| Volume |
975,012 |
1,447,992 |
472,980 |
48.5% |
3,523,734 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-125 |
118-045 |
117-038 |
|
| R3 |
117-275 |
117-195 |
116-312 |
|
| R2 |
117-105 |
117-105 |
116-296 |
|
| R1 |
117-025 |
117-025 |
116-281 |
116-300 |
| PP |
116-255 |
116-255 |
116-255 |
116-232 |
| S1 |
116-175 |
116-175 |
116-249 |
116-130 |
| S2 |
116-085 |
116-085 |
116-234 |
|
| S3 |
115-235 |
116-005 |
116-218 |
|
| S4 |
115-065 |
115-155 |
116-172 |
|
|
| 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 |
117-035 |
115-245 |
1-110 |
1.2% |
0-233 |
0.6% |
79% |
False |
False |
1,015,313 |
| 10 |
117-035 |
115-210 |
1-145 |
1.2% |
0-222 |
0.6% |
81% |
False |
False |
849,539 |
| 20 |
117-035 |
114-020 |
3-015 |
2.6% |
0-240 |
0.6% |
91% |
False |
False |
860,521 |
| 40 |
117-035 |
112-270 |
4-085 |
3.7% |
0-282 |
0.8% |
93% |
False |
False |
942,181 |
| 60 |
117-035 |
111-010 |
6-025 |
5.2% |
0-292 |
0.8% |
95% |
False |
False |
964,144 |
| 80 |
117-035 |
111-010 |
6-025 |
5.2% |
0-290 |
0.8% |
95% |
False |
False |
814,842 |
| 100 |
117-035 |
111-010 |
6-025 |
5.2% |
0-284 |
0.8% |
95% |
False |
False |
653,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-098 |
|
2.618 |
118-140 |
|
1.618 |
117-290 |
|
1.000 |
117-185 |
|
0.618 |
117-120 |
|
HIGH |
117-015 |
|
0.618 |
116-270 |
|
0.500 |
116-250 |
|
0.382 |
116-230 |
|
LOW |
116-165 |
|
0.618 |
116-060 |
|
1.000 |
115-315 |
|
1.618 |
115-210 |
|
2.618 |
115-040 |
|
4.250 |
114-082 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-260 |
116-252 |
| PP |
116-255 |
116-238 |
| S1 |
116-250 |
116-225 |
|