ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-015 |
-0-180 |
-0.5% |
115-250 |
| High |
119-115 |
119-020 |
-0-095 |
-0.2% |
117-105 |
| Low |
117-065 |
117-025 |
-0-040 |
-0.1% |
114-240 |
| Close |
117-225 |
118-180 |
0-275 |
0.7% |
115-315 |
| Range |
2-050 |
1-315 |
-0-055 |
-8.0% |
2-185 |
| ATR |
1-052 |
1-071 |
0-019 |
5.1% |
0-000 |
| Volume |
1,210,205 |
1,543,836 |
333,631 |
27.6% |
6,316,425 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-060 |
123-115 |
119-209 |
|
| R3 |
122-065 |
121-120 |
119-035 |
|
| R2 |
120-070 |
120-070 |
118-296 |
|
| R1 |
119-125 |
119-125 |
118-238 |
119-258 |
| PP |
118-075 |
118-075 |
118-075 |
118-141 |
| S1 |
117-130 |
117-130 |
118-122 |
117-262 |
| S2 |
116-080 |
116-080 |
118-064 |
|
| S3 |
114-085 |
115-135 |
118-005 |
|
| S4 |
112-090 |
113-140 |
117-151 |
|
|
| 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% |
1-192 |
1.3% |
78% |
False |
False |
1,320,275 |
| 10 |
119-115 |
114-240 |
4-195 |
3.9% |
1-144 |
1.2% |
83% |
False |
False |
1,207,791 |
| 20 |
119-115 |
114-170 |
4-265 |
4.1% |
1-039 |
0.9% |
83% |
False |
False |
826,409 |
| 40 |
119-115 |
111-180 |
7-255 |
6.6% |
0-301 |
0.8% |
90% |
False |
False |
418,687 |
| 60 |
119-115 |
110-300 |
8-135 |
7.1% |
0-284 |
0.7% |
91% |
False |
False |
279,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-159 |
|
2.618 |
124-082 |
|
1.618 |
122-087 |
|
1.000 |
121-015 |
|
0.618 |
120-092 |
|
HIGH |
119-020 |
|
0.618 |
118-097 |
|
0.500 |
118-022 |
|
0.382 |
117-268 |
|
LOW |
117-025 |
|
0.618 |
115-273 |
|
1.000 |
115-030 |
|
1.618 |
113-278 |
|
2.618 |
111-283 |
|
4.250 |
108-206 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-128 |
118-132 |
| PP |
118-075 |
118-085 |
| S1 |
118-022 |
118-038 |
|