ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
117-260 |
0-180 |
0.5% |
116-210 |
| High |
118-015 |
118-015 |
0-000 |
0.0% |
118-245 |
| Low |
117-010 |
117-045 |
0-035 |
0.1% |
116-060 |
| Close |
117-275 |
117-155 |
-0-120 |
-0.3% |
117-195 |
| Range |
1-005 |
0-290 |
-0-035 |
-10.8% |
2-185 |
| ATR |
0-298 |
0-297 |
-0-001 |
-0.2% |
0-000 |
| Volume |
32,474 |
21,003 |
-11,471 |
-35.3% |
810,064 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-088 |
119-252 |
117-314 |
|
| R3 |
119-118 |
118-282 |
117-235 |
|
| R2 |
118-148 |
118-148 |
117-208 |
|
| R1 |
117-312 |
117-312 |
117-182 |
117-245 |
| PP |
117-178 |
117-178 |
117-178 |
117-145 |
| S1 |
117-022 |
117-022 |
117-128 |
116-275 |
| S2 |
116-208 |
116-208 |
117-102 |
|
| S3 |
115-238 |
116-052 |
117-075 |
|
| S4 |
114-268 |
115-082 |
116-316 |
|
|
| 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% |
1-054 |
1.0% |
55% |
False |
False |
73,741 |
| 10 |
118-245 |
115-290 |
2-275 |
2.4% |
0-318 |
0.8% |
55% |
False |
False |
456,881 |
| 20 |
118-245 |
115-060 |
3-185 |
3.0% |
0-273 |
0.7% |
64% |
False |
False |
612,639 |
| 40 |
118-245 |
112-270 |
5-295 |
5.0% |
0-284 |
0.8% |
78% |
False |
False |
784,017 |
| 60 |
118-245 |
111-055 |
7-190 |
6.5% |
0-289 |
0.8% |
83% |
False |
False |
846,862 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-298 |
0.8% |
83% |
False |
False |
838,433 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-292 |
0.8% |
83% |
False |
False |
674,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-288 |
|
2.618 |
120-134 |
|
1.618 |
119-164 |
|
1.000 |
118-305 |
|
0.618 |
118-194 |
|
HIGH |
118-015 |
|
0.618 |
117-224 |
|
0.500 |
117-190 |
|
0.382 |
117-156 |
|
LOW |
117-045 |
|
0.618 |
116-186 |
|
1.000 |
116-075 |
|
1.618 |
115-216 |
|
2.618 |
114-246 |
|
4.250 |
113-092 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-190 |
117-101 |
| PP |
117-178 |
117-047 |
| S1 |
117-167 |
116-312 |
|