ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
119-125 |
118-235 |
-0-210 |
-0.5% |
116-245 |
| High |
120-165 |
120-130 |
-0-035 |
-0.1% |
118-080 |
| Low |
118-200 |
118-160 |
-0-040 |
-0.1% |
115-290 |
| Close |
118-315 |
119-315 |
1-000 |
0.8% |
116-310 |
| Range |
1-285 |
1-290 |
0-005 |
0.8% |
2-110 |
| ATR |
1-029 |
1-047 |
0-019 |
5.4% |
0-000 |
| Volume |
33,154 |
19,159 |
-13,995 |
-42.2% |
162,760 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-112 |
124-183 |
121-010 |
|
| R3 |
123-142 |
122-213 |
120-163 |
|
| R2 |
121-172 |
121-172 |
120-107 |
|
| R1 |
120-243 |
120-243 |
120-051 |
121-048 |
| PP |
119-202 |
119-202 |
119-202 |
119-264 |
| S1 |
118-273 |
118-273 |
119-259 |
119-078 |
| S2 |
117-232 |
117-232 |
119-203 |
|
| S3 |
115-262 |
116-303 |
119-147 |
|
| S4 |
113-292 |
115-013 |
118-300 |
|
|
| 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 |
120-165 |
116-260 |
3-225 |
3.1% |
1-117 |
1.1% |
86% |
False |
False |
19,989 |
| 10 |
120-165 |
115-290 |
4-195 |
3.8% |
1-086 |
1.1% |
88% |
False |
False |
46,865 |
| 20 |
120-165 |
115-245 |
4-240 |
4.0% |
1-009 |
0.9% |
89% |
False |
False |
443,945 |
| 40 |
120-165 |
112-270 |
7-215 |
6.4% |
0-298 |
0.8% |
93% |
False |
False |
652,823 |
| 60 |
120-165 |
112-025 |
8-140 |
7.0% |
0-303 |
0.8% |
94% |
False |
False |
775,476 |
| 80 |
120-165 |
111-010 |
9-155 |
7.9% |
0-309 |
0.8% |
94% |
False |
False |
831,735 |
| 100 |
120-165 |
111-010 |
9-155 |
7.9% |
0-301 |
0.8% |
94% |
False |
False |
675,011 |
| 120 |
120-165 |
111-010 |
9-155 |
7.9% |
0-284 |
0.7% |
94% |
False |
False |
562,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-162 |
|
2.618 |
125-127 |
|
1.618 |
123-157 |
|
1.000 |
122-100 |
|
0.618 |
121-187 |
|
HIGH |
120-130 |
|
0.618 |
119-217 |
|
0.500 |
119-145 |
|
0.382 |
119-073 |
|
LOW |
118-160 |
|
0.618 |
117-103 |
|
1.000 |
116-190 |
|
1.618 |
115-133 |
|
2.618 |
113-163 |
|
4.250 |
110-128 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-258 |
119-242 |
| PP |
119-202 |
119-170 |
| S1 |
119-145 |
119-098 |
|