ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-275 |
114-315 |
0-040 |
0.1% |
117-100 |
| High |
115-210 |
115-050 |
-0-160 |
-0.4% |
119-115 |
| Low |
114-185 |
114-005 |
-0-180 |
-0.5% |
115-035 |
| Close |
115-075 |
114-110 |
-0-285 |
-0.8% |
115-205 |
| Range |
1-025 |
1-045 |
0-020 |
5.8% |
4-080 |
| ATR |
1-102 |
1-100 |
-0-002 |
-0.5% |
0-000 |
| Volume |
909,342 |
738,129 |
-171,213 |
-18.8% |
6,387,483 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-297 |
117-088 |
114-311 |
|
| R3 |
116-252 |
116-043 |
114-210 |
|
| R2 |
115-207 |
115-207 |
114-177 |
|
| R1 |
114-318 |
114-318 |
114-143 |
114-240 |
| PP |
114-162 |
114-162 |
114-162 |
114-122 |
| S1 |
113-273 |
113-273 |
114-077 |
113-195 |
| S2 |
113-117 |
113-117 |
114-043 |
|
| S3 |
112-072 |
112-228 |
114-010 |
|
| S4 |
111-027 |
111-183 |
113-229 |
|
|
| 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 |
117-225 |
114-005 |
3-220 |
3.2% |
1-118 |
1.2% |
9% |
False |
True |
964,126 |
| 10 |
119-115 |
114-005 |
5-110 |
4.7% |
1-172 |
1.3% |
6% |
False |
True |
1,132,927 |
| 20 |
119-115 |
114-005 |
5-110 |
4.7% |
1-099 |
1.1% |
6% |
False |
True |
1,071,944 |
| 40 |
119-115 |
112-250 |
6-185 |
5.8% |
1-010 |
0.9% |
24% |
False |
False |
568,298 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
0-311 |
0.8% |
36% |
False |
False |
379,451 |
| 80 |
119-115 |
109-270 |
9-165 |
8.3% |
0-260 |
0.7% |
47% |
False |
False |
284,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-001 |
|
2.618 |
118-046 |
|
1.618 |
117-001 |
|
1.000 |
116-095 |
|
0.618 |
115-276 |
|
HIGH |
115-050 |
|
0.618 |
114-231 |
|
0.500 |
114-188 |
|
0.382 |
114-144 |
|
LOW |
114-005 |
|
0.618 |
113-099 |
|
1.000 |
112-280 |
|
1.618 |
112-054 |
|
2.618 |
111-009 |
|
4.250 |
109-054 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-188 |
114-268 |
| PP |
114-162 |
114-215 |
| S1 |
114-136 |
114-162 |
|