ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-115 |
117-025 |
0-230 |
0.6% |
115-160 |
| High |
117-035 |
117-055 |
0-020 |
0.1% |
117-240 |
| Low |
115-270 |
116-050 |
0-100 |
0.3% |
114-315 |
| Close |
116-295 |
116-165 |
-0-130 |
-0.3% |
116-200 |
| Range |
1-085 |
1-005 |
-0-080 |
-19.8% |
2-245 |
| ATR |
0-303 |
0-304 |
0-002 |
0.5% |
0-000 |
| Volume |
1,388,722 |
1,149,126 |
-239,596 |
-17.3% |
3,567,453 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-212 |
119-033 |
117-024 |
|
| R3 |
118-207 |
118-028 |
116-254 |
|
| R2 |
117-202 |
117-202 |
116-225 |
|
| R1 |
117-023 |
117-023 |
116-195 |
116-270 |
| PP |
116-197 |
116-197 |
116-197 |
116-160 |
| S1 |
116-018 |
116-018 |
116-135 |
115-265 |
| S2 |
115-192 |
115-192 |
116-105 |
|
| S3 |
114-187 |
115-013 |
116-076 |
|
| S4 |
113-182 |
114-008 |
115-306 |
|
|
| 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% |
1-096 |
1.1% |
59% |
False |
False |
1,095,307 |
| 10 |
117-240 |
114-240 |
3-000 |
2.6% |
1-022 |
0.9% |
59% |
False |
False |
929,983 |
| 20 |
117-240 |
114-000 |
3-240 |
3.2% |
0-282 |
0.8% |
67% |
False |
False |
501,192 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-274 |
0.7% |
80% |
False |
False |
253,708 |
| 60 |
117-240 |
110-030 |
7-210 |
6.6% |
0-250 |
0.7% |
84% |
False |
False |
169,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-156 |
|
2.618 |
119-266 |
|
1.618 |
118-261 |
|
1.000 |
118-060 |
|
0.618 |
117-256 |
|
HIGH |
117-055 |
|
0.618 |
116-251 |
|
0.500 |
116-212 |
|
0.382 |
116-174 |
|
LOW |
116-050 |
|
0.618 |
115-169 |
|
1.000 |
115-045 |
|
1.618 |
114-164 |
|
2.618 |
113-159 |
|
4.250 |
111-269 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-212 |
116-106 |
| PP |
116-197 |
116-047 |
| S1 |
116-181 |
115-308 |
|