ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-100 |
118-195 |
1-095 |
1.1% |
115-250 |
| High |
118-230 |
119-115 |
0-205 |
0.5% |
117-105 |
| Low |
116-280 |
117-065 |
0-105 |
0.3% |
114-240 |
| Close |
118-010 |
117-225 |
-0-105 |
-0.3% |
115-315 |
| Range |
1-270 |
2-050 |
0-100 |
16.9% |
2-185 |
| ATR |
1-027 |
1-052 |
0-024 |
7.0% |
0-000 |
| Volume |
1,303,595 |
1,210,205 |
-93,390 |
-7.2% |
6,316,425 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-178 |
123-092 |
118-284 |
|
| R3 |
122-128 |
121-042 |
118-095 |
|
| R2 |
120-078 |
120-078 |
118-032 |
|
| R1 |
118-312 |
118-312 |
117-288 |
118-170 |
| PP |
118-028 |
118-028 |
118-028 |
117-278 |
| S1 |
116-262 |
116-262 |
117-162 |
116-120 |
| S2 |
115-298 |
115-298 |
117-098 |
|
| S3 |
113-248 |
114-212 |
117-035 |
|
| S4 |
111-198 |
112-162 |
116-166 |
|
|
| 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 |
119-115 |
115-250 |
3-185 |
3.0% |
1-130 |
1.2% |
54% |
True |
False |
1,241,333 |
| 10 |
119-115 |
114-240 |
4-195 |
3.9% |
1-100 |
1.1% |
64% |
True |
False |
1,170,573 |
| 20 |
119-115 |
114-170 |
4-265 |
4.1% |
1-015 |
0.9% |
66% |
True |
False |
749,894 |
| 40 |
119-115 |
111-180 |
7-255 |
6.6% |
0-293 |
0.8% |
79% |
True |
False |
380,092 |
| 60 |
119-115 |
110-290 |
8-145 |
7.2% |
0-275 |
0.7% |
80% |
True |
False |
253,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-168 |
|
2.618 |
125-001 |
|
1.618 |
122-271 |
|
1.000 |
121-165 |
|
0.618 |
120-221 |
|
HIGH |
119-115 |
|
0.618 |
118-171 |
|
0.500 |
118-090 |
|
0.382 |
118-009 |
|
LOW |
117-065 |
|
0.618 |
115-279 |
|
1.000 |
115-015 |
|
1.618 |
113-229 |
|
2.618 |
111-179 |
|
4.250 |
108-012 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-090 |
117-211 |
| PP |
118-028 |
117-197 |
| S1 |
117-287 |
117-182 |
|