ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
115-090 |
115-035 |
-0-055 |
-0.1% |
117-100 |
High |
115-205 |
115-155 |
-0-050 |
-0.1% |
119-115 |
Low |
114-165 |
114-185 |
0-020 |
0.1% |
115-035 |
Close |
115-045 |
114-275 |
-0-090 |
-0.2% |
115-205 |
Range |
1-040 |
0-290 |
-0-070 |
-19.4% |
4-080 |
ATR |
1-119 |
1-108 |
-0-011 |
-2.4% |
0-000 |
Volume |
1,205,308 |
828,022 |
-377,286 |
-31.3% |
6,387,483 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-222 |
117-058 |
115-114 |
|
R3 |
116-252 |
116-088 |
115-035 |
|
R2 |
115-282 |
115-282 |
115-008 |
|
R1 |
115-118 |
115-118 |
114-302 |
115-055 |
PP |
114-312 |
114-312 |
114-312 |
114-280 |
S1 |
114-148 |
114-148 |
114-248 |
114-085 |
S2 |
114-022 |
114-022 |
114-222 |
|
S3 |
113-052 |
113-178 |
114-195 |
|
S4 |
112-082 |
112-208 |
114-116 |
|
|
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 |
119-020 |
114-165 |
4-175 |
4.0% |
1-197 |
1.4% |
8% |
False |
False |
1,181,402 |
10 |
119-115 |
114-165 |
4-270 |
4.2% |
1-164 |
1.3% |
7% |
False |
False |
1,211,368 |
20 |
119-115 |
114-165 |
4-270 |
4.2% |
1-085 |
1.1% |
7% |
False |
False |
1,026,656 |
40 |
119-115 |
112-070 |
7-045 |
6.2% |
1-004 |
0.9% |
37% |
False |
False |
527,455 |
60 |
119-115 |
111-180 |
7-255 |
6.8% |
0-303 |
0.8% |
42% |
False |
False |
351,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-108 |
2.618 |
117-274 |
1.618 |
116-304 |
1.000 |
116-125 |
0.618 |
116-014 |
HIGH |
115-155 |
0.618 |
115-044 |
0.500 |
115-010 |
0.382 |
114-296 |
LOW |
114-185 |
0.618 |
114-006 |
1.000 |
113-215 |
1.618 |
113-036 |
2.618 |
112-066 |
4.250 |
110-232 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
115-010 |
116-035 |
PP |
114-312 |
115-222 |
S1 |
114-293 |
115-088 |
|