ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-210 |
117-120 |
0-230 |
0.6% |
116-010 |
| High |
117-145 |
117-240 |
0-095 |
0.3% |
117-065 |
| Low |
116-060 |
117-070 |
1-010 |
0.9% |
115-305 |
| Close |
117-125 |
117-220 |
0-095 |
0.3% |
116-220 |
| Range |
1-085 |
0-170 |
-0-235 |
-58.0% |
1-080 |
| ATR |
0-268 |
0-261 |
-0-007 |
-2.6% |
0-000 |
| Volume |
342,186 |
230,740 |
-111,446 |
-32.6% |
5,389,923 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
118-303 |
117-314 |
|
| R3 |
118-197 |
118-133 |
117-267 |
|
| R2 |
118-027 |
118-027 |
117-251 |
|
| R1 |
117-283 |
117-283 |
117-236 |
117-315 |
| PP |
117-177 |
117-177 |
117-177 |
117-192 |
| S1 |
117-113 |
117-113 |
117-204 |
117-145 |
| S2 |
117-007 |
117-007 |
117-189 |
|
| S3 |
116-157 |
116-263 |
117-173 |
|
| S4 |
115-307 |
116-093 |
117-126 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-117 |
119-248 |
117-120 |
|
| R3 |
119-037 |
118-168 |
117-010 |
|
| R2 |
117-277 |
117-277 |
116-293 |
|
| R1 |
117-088 |
117-088 |
116-257 |
117-182 |
| PP |
116-197 |
116-197 |
116-197 |
116-244 |
| S1 |
116-008 |
116-008 |
116-183 |
116-102 |
| S2 |
115-117 |
115-117 |
116-147 |
|
| S3 |
114-037 |
114-248 |
116-110 |
|
| S4 |
112-277 |
113-168 |
116-000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-240 |
116-060 |
1-180 |
1.3% |
0-262 |
0.7% |
96% |
True |
False |
840,020 |
| 10 |
117-240 |
115-245 |
1-315 |
1.7% |
0-252 |
0.7% |
97% |
True |
False |
841,024 |
| 20 |
117-240 |
114-020 |
3-220 |
3.1% |
0-256 |
0.7% |
98% |
True |
False |
806,850 |
| 40 |
117-240 |
112-270 |
4-290 |
4.2% |
0-284 |
0.8% |
99% |
True |
False |
914,837 |
| 60 |
117-240 |
111-010 |
6-230 |
5.7% |
0-285 |
0.8% |
99% |
True |
False |
929,424 |
| 80 |
117-240 |
111-010 |
6-230 |
5.7% |
0-294 |
0.8% |
99% |
True |
False |
836,323 |
| 100 |
117-240 |
111-010 |
6-230 |
5.7% |
0-288 |
0.8% |
99% |
True |
False |
670,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-002 |
|
2.618 |
119-045 |
|
1.618 |
118-195 |
|
1.000 |
118-090 |
|
0.618 |
118-025 |
|
HIGH |
117-240 |
|
0.618 |
117-175 |
|
0.500 |
117-155 |
|
0.382 |
117-135 |
|
LOW |
117-070 |
|
0.618 |
116-285 |
|
1.000 |
116-220 |
|
1.618 |
116-115 |
|
2.618 |
115-265 |
|
4.250 |
114-308 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-198 |
117-143 |
| PP |
117-177 |
117-067 |
| S1 |
117-155 |
116-310 |
|