ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-235 |
120-025 |
1-110 |
1.1% |
116-245 |
| High |
120-130 |
120-060 |
-0-070 |
-0.2% |
118-080 |
| Low |
118-160 |
118-295 |
0-135 |
0.4% |
115-290 |
| Close |
119-315 |
119-300 |
-0-015 |
0.0% |
116-310 |
| Range |
1-290 |
1-085 |
-0-205 |
-33.6% |
2-110 |
| ATR |
1-047 |
1-050 |
0-003 |
0.7% |
0-000 |
| Volume |
19,159 |
16,957 |
-2,202 |
-11.5% |
162,760 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-153 |
122-312 |
120-203 |
|
| R3 |
122-068 |
121-227 |
120-091 |
|
| R2 |
120-303 |
120-303 |
120-054 |
|
| R1 |
120-142 |
120-142 |
120-017 |
120-020 |
| PP |
119-218 |
119-218 |
119-218 |
119-158 |
| S1 |
119-057 |
119-057 |
119-263 |
118-255 |
| S2 |
118-133 |
118-133 |
119-226 |
|
| S3 |
117-048 |
117-292 |
119-189 |
|
| S4 |
115-283 |
116-207 |
119-077 |
|
|
| 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% |
1-145 |
1.2% |
84% |
False |
False |
20,457 |
| 10 |
120-165 |
115-290 |
4-195 |
3.8% |
1-102 |
1.1% |
87% |
False |
False |
35,482 |
| 20 |
120-165 |
115-245 |
4-240 |
4.0% |
1-017 |
0.9% |
88% |
False |
False |
405,902 |
| 40 |
120-165 |
113-040 |
7-125 |
6.2% |
0-303 |
0.8% |
92% |
False |
False |
631,181 |
| 60 |
120-165 |
112-025 |
8-140 |
7.0% |
0-304 |
0.8% |
93% |
False |
False |
764,842 |
| 80 |
120-165 |
111-010 |
9-155 |
7.9% |
0-311 |
0.8% |
94% |
False |
False |
829,793 |
| 100 |
120-165 |
111-010 |
9-155 |
7.9% |
0-303 |
0.8% |
94% |
False |
False |
675,148 |
| 120 |
120-165 |
111-010 |
9-155 |
7.9% |
0-287 |
0.7% |
94% |
False |
False |
563,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-181 |
|
2.618 |
123-160 |
|
1.618 |
122-075 |
|
1.000 |
121-145 |
|
0.618 |
120-310 |
|
HIGH |
120-060 |
|
0.618 |
119-225 |
|
0.500 |
119-178 |
|
0.382 |
119-130 |
|
LOW |
118-295 |
|
0.618 |
118-045 |
|
1.000 |
117-210 |
|
1.618 |
116-280 |
|
2.618 |
115-195 |
|
4.250 |
113-174 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-259 |
119-254 |
| PP |
119-218 |
119-208 |
| S1 |
119-178 |
119-162 |
|