ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-045 |
115-250 |
-1-115 |
-1.2% |
115-160 |
| High |
117-240 |
116-180 |
-1-060 |
-1.0% |
117-240 |
| Low |
116-050 |
114-240 |
-1-130 |
-1.2% |
114-315 |
| Close |
116-200 |
116-135 |
-0-065 |
-0.2% |
116-200 |
| Range |
1-190 |
1-260 |
0-070 |
13.7% |
2-245 |
| ATR |
0-271 |
0-295 |
0-023 |
8.7% |
0-000 |
| Volume |
846,616 |
1,234,836 |
388,220 |
45.9% |
3,567,453 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-112 |
120-223 |
117-134 |
|
| R3 |
119-172 |
118-283 |
116-294 |
|
| R2 |
117-232 |
117-232 |
116-241 |
|
| R1 |
117-023 |
117-023 |
116-188 |
117-128 |
| PP |
115-292 |
115-292 |
115-292 |
116-024 |
| S1 |
115-083 |
115-083 |
116-082 |
115-188 |
| S2 |
114-032 |
114-032 |
116-029 |
|
| S3 |
112-092 |
113-143 |
115-296 |
|
| S4 |
110-152 |
111-203 |
115-136 |
|
|
| 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 |
114-240 |
3-000 |
2.6% |
1-074 |
1.1% |
56% |
False |
True |
960,457 |
| 10 |
117-240 |
114-240 |
3-000 |
2.6% |
1-000 |
0.9% |
56% |
False |
True |
719,693 |
| 20 |
117-240 |
113-100 |
4-140 |
3.8% |
0-277 |
0.7% |
70% |
False |
False |
374,687 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-274 |
0.7% |
79% |
False |
False |
190,302 |
| 60 |
117-240 |
109-270 |
7-290 |
6.8% |
0-239 |
0.6% |
83% |
False |
False |
126,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-085 |
|
2.618 |
121-098 |
|
1.618 |
119-158 |
|
1.000 |
118-120 |
|
0.618 |
117-218 |
|
HIGH |
116-180 |
|
0.618 |
115-278 |
|
0.500 |
115-210 |
|
0.382 |
115-142 |
|
LOW |
114-240 |
|
0.618 |
113-202 |
|
1.000 |
112-300 |
|
1.618 |
111-262 |
|
2.618 |
110-002 |
|
4.250 |
107-015 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-053 |
116-117 |
| PP |
115-292 |
116-098 |
| S1 |
115-210 |
116-080 |
|