ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-145 |
114-270 |
-0-195 |
-0.5% |
115-030 |
| High |
115-200 |
115-265 |
0-065 |
0.2% |
115-250 |
| Low |
114-170 |
114-265 |
0-095 |
0.3% |
114-020 |
| Close |
114-280 |
115-230 |
0-270 |
0.7% |
115-100 |
| Range |
1-030 |
1-000 |
-0-030 |
-8.6% |
1-230 |
| ATR |
0-295 |
0-297 |
0-002 |
0.6% |
0-000 |
| Volume |
826,763 |
655,134 |
-171,629 |
-20.8% |
4,475,421 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-147 |
118-028 |
116-086 |
|
| R3 |
117-147 |
117-028 |
115-318 |
|
| R2 |
116-147 |
116-147 |
115-289 |
|
| R1 |
116-028 |
116-028 |
115-259 |
116-088 |
| PP |
115-147 |
115-147 |
115-147 |
115-176 |
| S1 |
115-028 |
115-028 |
115-201 |
115-088 |
| S2 |
114-147 |
114-147 |
115-171 |
|
| S3 |
113-147 |
114-028 |
115-142 |
|
| S4 |
112-147 |
113-028 |
115-054 |
|
|
| 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 |
115-265 |
114-020 |
1-245 |
1.5% |
0-305 |
0.8% |
94% |
True |
False |
850,587 |
| 10 |
115-265 |
113-160 |
2-105 |
2.0% |
0-275 |
0.7% |
95% |
True |
False |
901,444 |
| 20 |
115-265 |
112-270 |
2-315 |
2.6% |
0-296 |
0.8% |
96% |
True |
False |
955,394 |
| 40 |
116-020 |
111-055 |
4-285 |
4.2% |
0-296 |
0.8% |
93% |
False |
False |
963,974 |
| 60 |
116-020 |
111-010 |
5-010 |
4.3% |
0-306 |
0.8% |
93% |
False |
False |
913,697 |
| 80 |
116-020 |
111-010 |
5-010 |
4.3% |
0-296 |
0.8% |
93% |
False |
False |
689,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-025 |
|
2.618 |
118-143 |
|
1.618 |
117-143 |
|
1.000 |
116-265 |
|
0.618 |
116-143 |
|
HIGH |
115-265 |
|
0.618 |
115-143 |
|
0.500 |
115-105 |
|
0.382 |
115-067 |
|
LOW |
114-265 |
|
0.618 |
114-067 |
|
1.000 |
113-265 |
|
1.618 |
113-067 |
|
2.618 |
112-067 |
|
4.250 |
110-185 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-188 |
115-172 |
| PP |
115-147 |
115-115 |
| S1 |
115-105 |
115-058 |
|