ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-145 |
117-110 |
-0-035 |
-0.1% |
116-245 |
| High |
118-080 |
117-235 |
-0-165 |
-0.4% |
118-080 |
| Low |
117-135 |
116-260 |
-0-195 |
-0.5% |
115-290 |
| Close |
117-205 |
116-310 |
-0-215 |
-0.6% |
116-310 |
| Range |
0-265 |
0-295 |
0-030 |
11.3% |
2-110 |
| ATR |
0-295 |
0-295 |
0-000 |
0.0% |
0-000 |
| Volume |
14,617 |
16,572 |
1,955 |
13.4% |
162,760 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-120 |
117-152 |
|
| R3 |
119-005 |
118-145 |
117-071 |
|
| R2 |
118-030 |
118-030 |
117-044 |
|
| R1 |
117-170 |
117-170 |
117-017 |
117-112 |
| PP |
117-055 |
117-055 |
117-055 |
117-026 |
| S1 |
116-195 |
116-195 |
116-283 |
116-138 |
| S2 |
116-080 |
116-080 |
116-256 |
|
| S3 |
115-105 |
115-220 |
116-229 |
|
| S4 |
114-130 |
114-245 |
116-148 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-023 |
122-277 |
118-082 |
|
| R3 |
121-233 |
120-167 |
117-196 |
|
| R2 |
119-123 |
119-123 |
117-128 |
|
| R1 |
118-057 |
118-057 |
117-059 |
118-250 |
| PP |
117-013 |
117-013 |
117-013 |
117-110 |
| S1 |
115-267 |
115-267 |
116-241 |
116-140 |
| S2 |
114-223 |
114-223 |
116-172 |
|
| S3 |
112-113 |
113-157 |
116-104 |
|
| S4 |
110-003 |
111-047 |
115-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-080 |
115-290 |
2-110 |
2.0% |
1-019 |
0.9% |
45% |
False |
False |
32,552 |
| 10 |
118-245 |
115-290 |
2-275 |
2.4% |
1-011 |
0.9% |
37% |
False |
False |
217,699 |
| 20 |
118-245 |
115-210 |
3-035 |
2.7% |
0-276 |
0.7% |
42% |
False |
False |
533,619 |
| 40 |
118-245 |
112-270 |
5-295 |
5.1% |
0-279 |
0.7% |
70% |
False |
False |
725,496 |
| 60 |
118-245 |
111-230 |
7-015 |
6.0% |
0-288 |
0.8% |
75% |
False |
False |
820,876 |
| 80 |
118-245 |
111-010 |
7-235 |
6.6% |
0-299 |
0.8% |
77% |
False |
False |
836,574 |
| 100 |
118-245 |
111-010 |
7-235 |
6.6% |
0-293 |
0.8% |
77% |
False |
False |
674,461 |
| 120 |
118-245 |
111-010 |
7-235 |
6.6% |
0-275 |
0.7% |
77% |
False |
False |
562,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-209 |
|
2.618 |
120-047 |
|
1.618 |
119-072 |
|
1.000 |
118-210 |
|
0.618 |
118-097 |
|
HIGH |
117-235 |
|
0.618 |
117-122 |
|
0.500 |
117-088 |
|
0.382 |
117-053 |
|
LOW |
116-260 |
|
0.618 |
116-078 |
|
1.000 |
115-285 |
|
1.618 |
115-103 |
|
2.618 |
114-128 |
|
4.250 |
112-286 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-088 |
117-170 |
| PP |
117-055 |
117-110 |
| S1 |
117-022 |
117-050 |
|