ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
120-025 |
118-070 |
-1-275 |
-1.5% |
118-095 |
| High |
120-060 |
118-250 |
-1-130 |
-1.2% |
120-165 |
| Low |
118-295 |
116-230 |
-2-065 |
-1.9% |
116-230 |
| Close |
119-300 |
116-265 |
-3-035 |
-2.6% |
116-265 |
| Range |
1-085 |
2-020 |
0-255 |
63.0% |
3-255 |
| ATR |
1-050 |
1-097 |
0-047 |
12.7% |
0-000 |
| Volume |
16,957 |
37,718 |
20,761 |
122.4% |
123,434 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-202 |
122-093 |
117-308 |
|
| R3 |
121-182 |
120-073 |
117-126 |
|
| R2 |
119-162 |
119-162 |
117-066 |
|
| R1 |
118-053 |
118-053 |
117-006 |
117-258 |
| PP |
117-142 |
117-142 |
117-142 |
117-084 |
| S1 |
116-033 |
116-033 |
116-204 |
115-238 |
| S2 |
115-122 |
115-122 |
116-144 |
|
| S3 |
113-102 |
114-013 |
116-084 |
|
| S4 |
111-082 |
111-313 |
115-222 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-132 |
126-293 |
118-293 |
|
| R3 |
125-197 |
123-038 |
117-279 |
|
| R2 |
121-262 |
121-262 |
117-168 |
|
| R1 |
119-103 |
119-103 |
117-056 |
118-215 |
| PP |
118-007 |
118-007 |
118-007 |
117-222 |
| S1 |
115-168 |
115-168 |
116-154 |
114-280 |
| S2 |
114-072 |
114-072 |
116-042 |
|
| S3 |
110-137 |
111-233 |
115-251 |
|
| S4 |
106-202 |
107-298 |
114-237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
116-230 |
3-255 |
3.2% |
1-218 |
1.4% |
3% |
False |
True |
24,686 |
| 10 |
120-165 |
115-290 |
4-195 |
3.9% |
1-118 |
1.2% |
20% |
False |
False |
28,619 |
| 20 |
120-165 |
115-245 |
4-240 |
4.1% |
1-038 |
1.0% |
22% |
False |
False |
368,850 |
| 40 |
120-165 |
113-120 |
7-045 |
6.1% |
0-310 |
0.8% |
48% |
False |
False |
607,994 |
| 60 |
120-165 |
112-210 |
7-275 |
6.7% |
0-310 |
0.8% |
53% |
False |
False |
751,091 |
| 80 |
120-165 |
111-010 |
9-155 |
8.1% |
0-315 |
0.8% |
61% |
False |
False |
823,512 |
| 100 |
120-165 |
111-010 |
9-155 |
8.1% |
0-307 |
0.8% |
61% |
False |
False |
675,444 |
| 120 |
120-165 |
111-010 |
9-155 |
8.1% |
0-292 |
0.8% |
61% |
False |
False |
563,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-175 |
|
2.618 |
124-058 |
|
1.618 |
122-038 |
|
1.000 |
120-270 |
|
0.618 |
120-018 |
|
HIGH |
118-250 |
|
0.618 |
117-318 |
|
0.500 |
117-240 |
|
0.382 |
117-162 |
|
LOW |
116-230 |
|
0.618 |
115-142 |
|
1.000 |
114-210 |
|
1.618 |
113-122 |
|
2.618 |
111-102 |
|
4.250 |
107-305 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-240 |
118-180 |
| PP |
117-142 |
117-315 |
| S1 |
117-043 |
117-130 |
|