ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-245 |
117-080 |
0-155 |
0.4% |
116-210 |
| High |
117-170 |
118-015 |
0-165 |
0.4% |
118-245 |
| Low |
115-290 |
117-010 |
1-040 |
1.0% |
116-060 |
| Close |
117-130 |
117-275 |
0-145 |
0.4% |
117-195 |
| Range |
1-200 |
1-005 |
-0-195 |
-37.5% |
2-185 |
| ATR |
0-296 |
0-298 |
0-002 |
0.7% |
0-000 |
| Volume |
78,094 |
32,474 |
-45,620 |
-58.4% |
810,064 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-222 |
120-093 |
118-134 |
|
| R3 |
119-217 |
119-088 |
118-044 |
|
| R2 |
118-212 |
118-212 |
118-015 |
|
| R1 |
118-083 |
118-083 |
117-305 |
118-148 |
| PP |
117-207 |
117-207 |
117-207 |
117-239 |
| S1 |
117-078 |
117-078 |
117-245 |
117-142 |
| S2 |
116-202 |
116-202 |
117-215 |
|
| S3 |
115-197 |
116-073 |
117-186 |
|
| S4 |
114-192 |
115-068 |
117-096 |
|
|
| 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% |
1-030 |
0.9% |
68% |
False |
False |
115,689 |
| 10 |
118-245 |
115-290 |
2-275 |
2.4% |
0-305 |
0.8% |
68% |
False |
False |
545,800 |
| 20 |
118-245 |
114-265 |
3-300 |
3.3% |
0-274 |
0.7% |
77% |
False |
False |
644,346 |
| 40 |
118-245 |
112-270 |
5-295 |
5.0% |
0-286 |
0.8% |
85% |
False |
False |
814,220 |
| 60 |
118-245 |
111-050 |
7-195 |
6.5% |
0-287 |
0.8% |
88% |
False |
False |
863,286 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-296 |
0.8% |
88% |
False |
False |
838,650 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-292 |
0.8% |
88% |
False |
False |
674,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-116 |
|
2.618 |
120-226 |
|
1.618 |
119-221 |
|
1.000 |
119-020 |
|
0.618 |
118-216 |
|
HIGH |
118-015 |
|
0.618 |
117-211 |
|
0.500 |
117-172 |
|
0.382 |
117-134 |
|
LOW |
117-010 |
|
0.618 |
116-129 |
|
1.000 |
116-005 |
|
1.618 |
115-124 |
|
2.618 |
114-119 |
|
4.250 |
112-229 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-241 |
117-219 |
| PP |
117-207 |
117-163 |
| S1 |
117-172 |
117-108 |
|