ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-155 |
117-045 |
0-210 |
0.6% |
115-160 |
| High |
117-030 |
117-240 |
0-210 |
0.6% |
117-240 |
| Low |
116-090 |
116-050 |
-0-040 |
-0.1% |
114-315 |
| Close |
116-300 |
116-200 |
-0-100 |
-0.3% |
116-200 |
| Range |
0-260 |
1-190 |
0-250 |
96.2% |
2-245 |
| ATR |
0-253 |
0-271 |
0-018 |
7.3% |
0-000 |
| Volume |
857,236 |
846,616 |
-10,620 |
-1.2% |
3,567,453 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-200 |
120-230 |
117-160 |
|
| R3 |
120-010 |
119-040 |
117-020 |
|
| R2 |
118-140 |
118-140 |
116-294 |
|
| R1 |
117-170 |
117-170 |
116-247 |
117-060 |
| PP |
116-270 |
116-270 |
116-270 |
116-215 |
| S1 |
115-300 |
115-300 |
116-153 |
115-190 |
| S2 |
115-080 |
115-080 |
116-106 |
|
| S3 |
113-210 |
114-110 |
116-060 |
|
| S4 |
112-020 |
112-240 |
115-240 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-240 |
123-145 |
118-047 |
|
| R3 |
121-315 |
120-220 |
117-123 |
|
| R2 |
119-070 |
119-070 |
117-042 |
|
| R1 |
117-295 |
117-295 |
116-281 |
118-182 |
| PP |
116-145 |
116-145 |
116-145 |
116-249 |
| S1 |
115-050 |
115-050 |
116-119 |
115-258 |
| S2 |
113-220 |
113-220 |
116-038 |
|
| S3 |
110-295 |
112-125 |
115-277 |
|
| S4 |
108-050 |
109-200 |
115-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-240 |
114-315 |
2-245 |
2.4% |
1-015 |
0.9% |
59% |
True |
False |
868,921 |
| 10 |
117-240 |
114-170 |
3-070 |
2.8% |
0-284 |
0.8% |
65% |
True |
False |
601,639 |
| 20 |
117-240 |
113-100 |
4-140 |
3.8% |
0-257 |
0.7% |
75% |
True |
False |
313,560 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-272 |
0.7% |
82% |
True |
False |
159,488 |
| 60 |
117-240 |
109-270 |
7-290 |
6.8% |
0-236 |
0.6% |
86% |
True |
False |
106,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-168 |
|
2.618 |
121-295 |
|
1.618 |
120-105 |
|
1.000 |
119-110 |
|
0.618 |
118-235 |
|
HIGH |
117-240 |
|
0.618 |
117-045 |
|
0.500 |
116-305 |
|
0.382 |
116-245 |
|
LOW |
116-050 |
|
0.618 |
115-055 |
|
1.000 |
114-180 |
|
1.618 |
113-185 |
|
2.618 |
111-315 |
|
4.250 |
109-122 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-305 |
116-288 |
| PP |
116-270 |
116-258 |
| S1 |
116-235 |
116-229 |
|