ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-045 |
116-245 |
-1-120 |
-1.2% |
116-210 |
| High |
118-245 |
117-170 |
-1-075 |
-1.0% |
118-245 |
| Low |
117-065 |
115-290 |
-1-095 |
-1.1% |
116-060 |
| Close |
117-195 |
117-130 |
-0-065 |
-0.2% |
117-195 |
| Range |
1-180 |
1-200 |
0-020 |
4.0% |
2-185 |
| ATR |
0-277 |
0-296 |
0-019 |
6.9% |
0-000 |
| Volume |
106,347 |
78,094 |
-28,253 |
-26.6% |
810,064 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-263 |
121-077 |
118-096 |
|
| R3 |
120-063 |
119-197 |
117-273 |
|
| R2 |
118-183 |
118-183 |
117-225 |
|
| R1 |
117-317 |
117-317 |
117-178 |
118-090 |
| PP |
116-303 |
116-303 |
116-303 |
117-030 |
| S1 |
116-117 |
116-117 |
117-082 |
116-210 |
| S2 |
115-103 |
115-103 |
117-035 |
|
| S3 |
113-223 |
114-237 |
116-307 |
|
| S4 |
112-023 |
113-037 |
116-164 |
|
|
| 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 |
115-290 |
2-275 |
2.4% |
1-046 |
1.0% |
52% |
False |
True |
177,631 |
| 10 |
118-245 |
115-290 |
2-275 |
2.4% |
0-308 |
0.8% |
52% |
False |
True |
627,808 |
| 20 |
118-245 |
114-170 |
4-075 |
3.6% |
0-276 |
0.7% |
68% |
False |
False |
684,060 |
| 40 |
118-245 |
112-270 |
5-295 |
5.0% |
0-291 |
0.8% |
77% |
False |
False |
848,155 |
| 60 |
118-245 |
111-010 |
7-235 |
6.6% |
0-286 |
0.8% |
82% |
False |
False |
881,254 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-296 |
0.8% |
82% |
False |
False |
839,067 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-292 |
0.8% |
82% |
False |
False |
673,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-140 |
|
2.618 |
121-251 |
|
1.618 |
120-051 |
|
1.000 |
119-050 |
|
0.618 |
118-171 |
|
HIGH |
117-170 |
|
0.618 |
116-291 |
|
0.500 |
116-230 |
|
0.382 |
116-169 |
|
LOW |
115-290 |
|
0.618 |
114-289 |
|
1.000 |
114-090 |
|
1.618 |
113-089 |
|
2.618 |
111-209 |
|
4.250 |
109-000 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-057 |
117-122 |
| PP |
116-303 |
117-115 |
| S1 |
116-230 |
117-108 |
|