ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
115-205 |
1-065 |
1.1% |
115-030 |
| High |
115-240 |
115-250 |
0-010 |
0.0% |
115-250 |
| Low |
114-140 |
115-085 |
0-265 |
0.7% |
114-020 |
| Close |
115-190 |
115-100 |
-0-090 |
-0.2% |
115-100 |
| Range |
1-100 |
0-165 |
-0-255 |
-60.7% |
1-230 |
| ATR |
0-300 |
0-291 |
-0-010 |
-3.2% |
0-000 |
| Volume |
960,930 |
1,128,914 |
167,984 |
17.5% |
4,475,421 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-000 |
116-215 |
115-191 |
|
| R3 |
116-155 |
116-050 |
115-145 |
|
| R2 |
115-310 |
115-310 |
115-130 |
|
| R1 |
115-205 |
115-205 |
115-115 |
115-175 |
| PP |
115-145 |
115-145 |
115-145 |
115-130 |
| S1 |
115-040 |
115-040 |
115-085 |
115-010 |
| S2 |
114-300 |
114-300 |
115-070 |
|
| S3 |
114-135 |
114-195 |
115-055 |
|
| S4 |
113-290 |
114-030 |
115-009 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-067 |
119-153 |
116-082 |
|
| R3 |
118-157 |
117-243 |
115-251 |
|
| R2 |
116-247 |
116-247 |
115-201 |
|
| R1 |
116-013 |
116-013 |
115-150 |
116-130 |
| PP |
115-017 |
115-017 |
115-017 |
115-075 |
| S1 |
114-103 |
114-103 |
115-050 |
114-220 |
| S2 |
113-107 |
113-107 |
114-319 |
|
| S3 |
111-197 |
112-193 |
114-269 |
|
| S4 |
109-287 |
110-283 |
114-118 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-250 |
114-020 |
1-230 |
1.5% |
0-237 |
0.6% |
73% |
True |
False |
895,084 |
| 10 |
115-250 |
113-125 |
2-125 |
2.1% |
0-268 |
0.7% |
80% |
True |
False |
943,534 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-306 |
0.8% |
77% |
False |
False |
1,012,250 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-291 |
0.8% |
85% |
False |
False |
979,852 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-303 |
0.8% |
85% |
False |
False |
890,736 |
| 80 |
116-020 |
111-010 |
5-010 |
4.4% |
0-296 |
0.8% |
85% |
False |
False |
671,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-311 |
|
2.618 |
117-042 |
|
1.618 |
116-197 |
|
1.000 |
116-095 |
|
0.618 |
116-032 |
|
HIGH |
115-250 |
|
0.618 |
115-187 |
|
0.500 |
115-168 |
|
0.382 |
115-148 |
|
LOW |
115-085 |
|
0.618 |
114-303 |
|
1.000 |
114-240 |
|
1.618 |
114-138 |
|
2.618 |
113-293 |
|
4.250 |
113-024 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-168 |
115-058 |
| PP |
115-145 |
115-017 |
| S1 |
115-122 |
114-295 |
|