ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-165 |
116-150 |
-0-015 |
0.0% |
115-250 |
| High |
117-105 |
116-280 |
-0-145 |
-0.4% |
117-105 |
| Low |
116-130 |
115-250 |
-0-200 |
-0.5% |
114-240 |
| Close |
116-220 |
115-315 |
-0-225 |
-0.6% |
115-315 |
| Range |
0-295 |
1-030 |
0-055 |
18.6% |
2-185 |
| ATR |
0-304 |
0-307 |
0-003 |
1.1% |
0-000 |
| Volume |
1,282,755 |
1,260,986 |
-21,769 |
-1.7% |
6,316,425 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
118-267 |
116-188 |
|
| R3 |
118-128 |
117-237 |
116-091 |
|
| R2 |
117-098 |
117-098 |
116-059 |
|
| R1 |
116-207 |
116-207 |
116-027 |
116-138 |
| PP |
116-068 |
116-068 |
116-068 |
116-034 |
| S1 |
115-177 |
115-177 |
115-283 |
115-108 |
| S2 |
115-038 |
115-038 |
115-251 |
|
| S3 |
114-008 |
114-147 |
115-219 |
|
| S4 |
112-298 |
113-117 |
115-122 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-242 |
122-143 |
117-129 |
|
| R3 |
121-057 |
119-278 |
116-222 |
|
| R2 |
118-192 |
118-192 |
116-146 |
|
| R1 |
117-093 |
117-093 |
116-071 |
117-302 |
| PP |
116-007 |
116-007 |
116-007 |
116-111 |
| S1 |
114-228 |
114-228 |
115-239 |
115-118 |
| S2 |
113-142 |
113-142 |
115-164 |
|
| S3 |
110-277 |
112-043 |
115-088 |
|
| S4 |
108-092 |
109-178 |
114-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-105 |
114-240 |
2-185 |
2.2% |
1-071 |
1.1% |
48% |
False |
False |
1,263,285 |
| 10 |
117-240 |
114-240 |
3-000 |
2.6% |
1-043 |
1.0% |
41% |
False |
False |
1,066,103 |
| 20 |
117-240 |
114-150 |
3-090 |
2.8% |
0-290 |
0.8% |
46% |
False |
False |
625,459 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-273 |
0.7% |
71% |
False |
False |
317,255 |
| 60 |
117-240 |
110-180 |
7-060 |
6.2% |
0-258 |
0.7% |
75% |
False |
False |
211,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-168 |
|
2.618 |
119-236 |
|
1.618 |
118-206 |
|
1.000 |
117-310 |
|
0.618 |
117-176 |
|
HIGH |
116-280 |
|
0.618 |
116-146 |
|
0.500 |
116-105 |
|
0.382 |
116-064 |
|
LOW |
115-250 |
|
0.618 |
115-034 |
|
1.000 |
114-220 |
|
1.618 |
114-004 |
|
2.618 |
112-294 |
|
4.250 |
111-042 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-105 |
116-178 |
| PP |
116-068 |
116-117 |
| S1 |
116-032 |
116-056 |
|