ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-110 |
118-095 |
0-305 |
0.8% |
116-245 |
| High |
117-235 |
119-120 |
1-205 |
1.4% |
118-080 |
| Low |
116-260 |
118-030 |
1-090 |
1.1% |
115-290 |
| Close |
116-310 |
119-055 |
2-065 |
1.9% |
116-310 |
| Range |
0-295 |
1-090 |
0-115 |
39.0% |
2-110 |
| ATR |
0-295 |
1-009 |
0-034 |
11.5% |
0-000 |
| Volume |
16,572 |
16,446 |
-126 |
-0.8% |
162,760 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-232 |
122-073 |
119-280 |
|
| R3 |
121-142 |
120-303 |
119-168 |
|
| R2 |
120-052 |
120-052 |
119-130 |
|
| R1 |
119-213 |
119-213 |
119-093 |
119-292 |
| PP |
118-282 |
118-282 |
118-282 |
119-001 |
| S1 |
118-123 |
118-123 |
119-017 |
118-202 |
| S2 |
117-192 |
117-192 |
118-300 |
|
| S3 |
116-102 |
117-033 |
118-262 |
|
| S4 |
115-012 |
115-263 |
118-150 |
|
|
| 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 |
119-120 |
116-260 |
2-180 |
2.2% |
0-317 |
0.8% |
92% |
True |
False |
20,222 |
| 10 |
119-120 |
115-290 |
3-150 |
2.9% |
1-022 |
0.9% |
94% |
True |
False |
98,927 |
| 20 |
119-120 |
115-245 |
3-195 |
3.0% |
0-284 |
0.7% |
94% |
True |
False |
495,146 |
| 40 |
119-120 |
112-270 |
6-170 |
5.5% |
0-281 |
0.7% |
97% |
True |
False |
696,630 |
| 60 |
119-120 |
111-280 |
7-160 |
6.3% |
0-290 |
0.8% |
97% |
True |
False |
805,385 |
| 80 |
119-120 |
111-010 |
8-110 |
7.0% |
0-299 |
0.8% |
98% |
True |
False |
834,877 |
| 100 |
119-120 |
111-010 |
8-110 |
7.0% |
0-293 |
0.8% |
98% |
True |
False |
674,575 |
| 120 |
119-120 |
111-010 |
8-110 |
7.0% |
0-277 |
0.7% |
98% |
True |
False |
562,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-262 |
|
2.618 |
122-233 |
|
1.618 |
121-143 |
|
1.000 |
120-210 |
|
0.618 |
120-053 |
|
HIGH |
119-120 |
|
0.618 |
118-283 |
|
0.500 |
118-235 |
|
0.382 |
118-187 |
|
LOW |
118-030 |
|
0.618 |
117-097 |
|
1.000 |
116-260 |
|
1.618 |
116-007 |
|
2.618 |
114-237 |
|
4.250 |
112-208 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-008 |
118-260 |
| PP |
118-282 |
118-145 |
| S1 |
118-235 |
118-030 |
|