ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-200 |
118-045 |
0-165 |
0.4% |
116-210 |
| High |
118-030 |
118-245 |
0-215 |
0.6% |
118-245 |
| Low |
117-115 |
117-065 |
-0-050 |
-0.1% |
116-060 |
| Close |
117-295 |
117-195 |
-0-100 |
-0.3% |
117-195 |
| Range |
0-235 |
1-180 |
0-265 |
112.8% |
2-185 |
| ATR |
0-259 |
0-277 |
0-017 |
6.6% |
0-000 |
| Volume |
130,791 |
106,347 |
-24,444 |
-18.7% |
810,064 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-175 |
121-205 |
118-150 |
|
| R3 |
120-315 |
120-025 |
118-012 |
|
| R2 |
119-135 |
119-135 |
117-287 |
|
| R1 |
118-165 |
118-165 |
117-241 |
118-060 |
| PP |
117-275 |
117-275 |
117-275 |
117-222 |
| S1 |
116-305 |
116-305 |
117-149 |
116-200 |
| S2 |
116-095 |
116-095 |
117-103 |
|
| S3 |
114-235 |
115-125 |
117-058 |
|
| S4 |
113-055 |
113-265 |
116-240 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-082 |
124-003 |
119-009 |
|
| R3 |
122-217 |
121-138 |
118-102 |
|
| R2 |
120-032 |
120-032 |
118-026 |
|
| R1 |
118-273 |
118-273 |
117-271 |
119-152 |
| PP |
117-167 |
117-167 |
117-167 |
117-266 |
| S1 |
116-088 |
116-088 |
117-119 |
116-288 |
| S2 |
114-302 |
114-302 |
117-044 |
|
| S3 |
112-117 |
113-223 |
116-288 |
|
| S4 |
109-252 |
111-038 |
116-061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-245 |
116-060 |
2-185 |
2.2% |
1-003 |
0.9% |
55% |
True |
False |
402,847 |
| 10 |
118-245 |
115-245 |
3-000 |
2.6% |
0-278 |
0.7% |
61% |
True |
False |
709,080 |
| 20 |
118-245 |
114-170 |
4-075 |
3.6% |
0-258 |
0.7% |
73% |
True |
False |
736,601 |
| 40 |
118-245 |
112-270 |
5-295 |
5.0% |
0-290 |
0.8% |
80% |
True |
False |
873,125 |
| 60 |
118-245 |
111-010 |
7-235 |
6.6% |
0-285 |
0.8% |
85% |
True |
False |
897,665 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-294 |
0.8% |
85% |
True |
False |
838,978 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-289 |
0.8% |
85% |
True |
False |
673,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-130 |
|
2.618 |
122-274 |
|
1.618 |
121-094 |
|
1.000 |
120-105 |
|
0.618 |
119-234 |
|
HIGH |
118-245 |
|
0.618 |
118-054 |
|
0.500 |
117-315 |
|
0.382 |
117-256 |
|
LOW |
117-065 |
|
0.618 |
116-076 |
|
1.000 |
115-205 |
|
1.618 |
114-216 |
|
2.618 |
113-036 |
|
4.250 |
110-180 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-315 |
117-315 |
| PP |
117-275 |
117-275 |
| S1 |
117-235 |
117-235 |
|