ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
117-120 |
117-200 |
0-080 |
0.2% |
116-010 |
High |
117-240 |
118-030 |
0-110 |
0.3% |
117-065 |
Low |
117-070 |
117-115 |
0-045 |
0.1% |
115-305 |
Close |
117-220 |
117-295 |
0-075 |
0.2% |
116-220 |
Range |
0-170 |
0-235 |
0-065 |
38.2% |
1-080 |
ATR |
0-261 |
0-259 |
-0-002 |
-0.7% |
0-000 |
Volume |
230,740 |
130,791 |
-99,949 |
-43.3% |
5,389,923 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-318 |
119-222 |
118-104 |
|
R3 |
119-083 |
118-307 |
118-040 |
|
R2 |
118-168 |
118-168 |
118-018 |
|
R1 |
118-072 |
118-072 |
117-317 |
118-120 |
PP |
117-253 |
117-253 |
117-253 |
117-278 |
S1 |
117-157 |
117-157 |
117-273 |
117-205 |
S2 |
117-018 |
117-018 |
117-252 |
|
S3 |
116-103 |
116-242 |
117-230 |
|
S4 |
115-188 |
116-007 |
117-166 |
|
|
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 |
118-030 |
116-060 |
1-290 |
1.6% |
0-257 |
0.7% |
91% |
True |
False |
671,176 |
10 |
118-030 |
115-245 |
2-105 |
2.0% |
0-252 |
0.7% |
93% |
True |
False |
776,323 |
20 |
118-030 |
114-140 |
3-210 |
3.1% |
0-254 |
0.7% |
95% |
True |
False |
779,330 |
40 |
118-030 |
112-270 |
5-080 |
4.5% |
0-282 |
0.7% |
97% |
True |
False |
893,738 |
60 |
118-030 |
111-010 |
7-020 |
6.0% |
0-283 |
0.7% |
98% |
True |
False |
912,331 |
80 |
118-030 |
111-010 |
7-020 |
6.0% |
0-291 |
0.8% |
98% |
True |
False |
837,859 |
100 |
118-030 |
111-010 |
7-020 |
6.0% |
0-286 |
0.8% |
98% |
True |
False |
672,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-069 |
2.618 |
120-005 |
1.618 |
119-090 |
1.000 |
118-265 |
0.618 |
118-175 |
HIGH |
118-030 |
0.618 |
117-260 |
0.500 |
117-232 |
0.382 |
117-205 |
LOW |
117-115 |
0.618 |
116-290 |
1.000 |
116-200 |
1.618 |
116-055 |
2.618 |
115-140 |
4.250 |
114-076 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
117-274 |
117-212 |
PP |
117-253 |
117-128 |
S1 |
117-232 |
117-045 |
|