ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-205 |
115-145 |
-0-060 |
-0.2% |
115-030 |
| High |
115-250 |
115-200 |
-0-050 |
-0.1% |
115-250 |
| Low |
115-085 |
114-170 |
-0-235 |
-0.6% |
114-020 |
| Close |
115-100 |
114-280 |
-0-140 |
-0.4% |
115-100 |
| Range |
0-165 |
1-030 |
0-185 |
112.1% |
1-230 |
| ATR |
0-291 |
0-295 |
0-004 |
1.5% |
0-000 |
| Volume |
1,128,914 |
826,763 |
-302,151 |
-26.8% |
4,475,421 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-093 |
117-217 |
115-152 |
|
| R3 |
117-063 |
116-187 |
115-056 |
|
| R2 |
116-033 |
116-033 |
115-024 |
|
| R1 |
115-157 |
115-157 |
114-312 |
115-080 |
| PP |
115-003 |
115-003 |
115-003 |
114-285 |
| S1 |
114-127 |
114-127 |
114-248 |
114-050 |
| S2 |
113-293 |
113-293 |
114-216 |
|
| S3 |
112-263 |
113-097 |
114-184 |
|
| S4 |
111-233 |
112-067 |
114-088 |
|
|
| 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% |
0-273 |
0.7% |
47% |
False |
False |
854,551 |
| 10 |
115-250 |
113-160 |
2-090 |
2.0% |
0-268 |
0.7% |
60% |
False |
False |
915,654 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-298 |
0.8% |
63% |
False |
False |
984,094 |
| 40 |
116-020 |
111-050 |
4-290 |
4.3% |
0-293 |
0.8% |
76% |
False |
False |
972,756 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-304 |
0.8% |
76% |
False |
False |
903,418 |
| 80 |
116-020 |
111-010 |
5-010 |
4.4% |
0-296 |
0.8% |
76% |
False |
False |
681,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-088 |
|
2.618 |
118-156 |
|
1.618 |
117-126 |
|
1.000 |
116-230 |
|
0.618 |
116-096 |
|
HIGH |
115-200 |
|
0.618 |
115-066 |
|
0.500 |
115-025 |
|
0.382 |
114-304 |
|
LOW |
114-170 |
|
0.618 |
113-274 |
|
1.000 |
113-140 |
|
1.618 |
112-244 |
|
2.618 |
111-214 |
|
4.250 |
109-282 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-025 |
115-035 |
| PP |
115-003 |
115-010 |
| S1 |
114-302 |
114-305 |
|