ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-260 |
117-145 |
-0-115 |
-0.3% |
116-210 |
| High |
118-015 |
118-080 |
0-065 |
0.2% |
118-245 |
| Low |
117-045 |
117-135 |
0-090 |
0.2% |
116-060 |
| Close |
117-155 |
117-205 |
0-050 |
0.1% |
117-195 |
| Range |
0-290 |
0-265 |
-0-025 |
-8.6% |
2-185 |
| ATR |
0-297 |
0-295 |
-0-002 |
-0.8% |
0-000 |
| Volume |
21,003 |
14,617 |
-6,386 |
-30.4% |
810,064 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-082 |
119-248 |
118-031 |
|
| R3 |
119-137 |
118-303 |
117-278 |
|
| R2 |
118-192 |
118-192 |
117-254 |
|
| R1 |
118-038 |
118-038 |
117-229 |
118-115 |
| PP |
117-247 |
117-247 |
117-247 |
117-285 |
| S1 |
117-093 |
117-093 |
117-181 |
117-170 |
| S2 |
116-302 |
116-302 |
117-156 |
|
| S3 |
116-037 |
116-148 |
117-132 |
|
| S4 |
115-092 |
115-203 |
117-059 |
|
|
| 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% |
1-060 |
1.0% |
61% |
False |
False |
50,507 |
| 10 |
118-245 |
115-290 |
2-275 |
2.4% |
0-318 |
0.8% |
61% |
False |
False |
360,841 |
| 20 |
118-245 |
115-060 |
3-185 |
3.0% |
0-274 |
0.7% |
69% |
False |
False |
573,095 |
| 40 |
118-245 |
112-270 |
5-295 |
5.0% |
0-282 |
0.7% |
81% |
False |
False |
754,289 |
| 60 |
118-245 |
111-205 |
7-040 |
6.1% |
0-289 |
0.8% |
84% |
False |
False |
836,347 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-298 |
0.8% |
85% |
False |
False |
837,813 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-293 |
0.8% |
85% |
False |
False |
674,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-246 |
|
2.618 |
120-134 |
|
1.618 |
119-189 |
|
1.000 |
119-025 |
|
0.618 |
118-244 |
|
HIGH |
118-080 |
|
0.618 |
117-299 |
|
0.500 |
117-268 |
|
0.382 |
117-236 |
|
LOW |
117-135 |
|
0.618 |
116-291 |
|
1.000 |
116-190 |
|
1.618 |
116-026 |
|
2.618 |
115-081 |
|
4.250 |
113-289 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-268 |
117-205 |
| PP |
117-247 |
117-205 |
| S1 |
117-226 |
117-205 |
|