ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
117-220 |
115-090 |
-2-130 |
-2.0% |
117-100 |
High |
117-225 |
115-205 |
-2-020 |
-1.8% |
119-115 |
Low |
115-035 |
114-165 |
-0-190 |
-0.5% |
115-035 |
Close |
115-205 |
115-045 |
-0-160 |
-0.4% |
115-205 |
Range |
2-190 |
1-040 |
-1-150 |
-56.6% |
4-080 |
ATR |
1-125 |
1-119 |
-0-006 |
-1.4% |
0-000 |
Volume |
1,139,831 |
1,205,308 |
65,477 |
5.7% |
6,387,483 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-152 |
117-298 |
115-243 |
|
R3 |
117-112 |
116-258 |
115-144 |
|
R2 |
116-072 |
116-072 |
115-111 |
|
R1 |
115-218 |
115-218 |
115-078 |
115-125 |
PP |
115-032 |
115-032 |
115-032 |
114-305 |
S1 |
114-178 |
114-178 |
115-012 |
114-085 |
S2 |
113-312 |
113-312 |
114-299 |
|
S3 |
112-272 |
113-138 |
114-266 |
|
S4 |
111-232 |
112-098 |
114-167 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-145 |
126-255 |
117-313 |
|
R3 |
125-065 |
122-175 |
116-259 |
|
R2 |
120-305 |
120-305 |
116-134 |
|
R1 |
118-095 |
118-095 |
116-010 |
117-160 |
PP |
116-225 |
116-225 |
116-225 |
116-098 |
S1 |
114-015 |
114-015 |
115-080 |
113-080 |
S2 |
112-145 |
112-145 |
114-276 |
|
S3 |
108-065 |
109-255 |
114-151 |
|
S4 |
103-305 |
105-175 |
113-097 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-115 |
114-165 |
4-270 |
4.2% |
1-277 |
1.6% |
13% |
False |
True |
1,257,839 |
10 |
119-115 |
114-165 |
4-270 |
4.2% |
1-175 |
1.3% |
13% |
False |
True |
1,267,438 |
20 |
119-115 |
114-165 |
4-270 |
4.2% |
1-087 |
1.1% |
13% |
False |
True |
993,565 |
40 |
119-115 |
112-070 |
7-045 |
6.2% |
1-004 |
0.9% |
41% |
False |
False |
506,802 |
60 |
119-115 |
111-180 |
7-255 |
6.8% |
0-301 |
0.8% |
46% |
False |
False |
338,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-135 |
2.618 |
118-187 |
1.618 |
117-147 |
1.000 |
116-245 |
0.618 |
116-107 |
HIGH |
115-205 |
0.618 |
115-067 |
0.500 |
115-025 |
0.382 |
114-303 |
LOW |
114-165 |
0.618 |
113-263 |
1.000 |
113-125 |
1.618 |
112-223 |
2.618 |
111-183 |
4.250 |
109-235 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
115-038 |
116-240 |
PP |
115-032 |
116-068 |
S1 |
115-025 |
115-217 |
|