ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-270 |
115-255 |
0-305 |
0.8% |
115-030 |
| High |
115-265 |
116-005 |
0-060 |
0.2% |
115-250 |
| Low |
114-265 |
115-080 |
0-135 |
0.4% |
114-020 |
| Close |
115-230 |
115-130 |
-0-100 |
-0.3% |
115-100 |
| Range |
1-000 |
0-245 |
-0-075 |
-23.4% |
1-230 |
| ATR |
0-297 |
0-293 |
-0-004 |
-1.2% |
0-000 |
| Volume |
655,134 |
805,504 |
150,370 |
23.0% |
4,475,421 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-273 |
117-127 |
115-265 |
|
| R3 |
117-028 |
116-202 |
115-197 |
|
| R2 |
116-103 |
116-103 |
115-175 |
|
| R1 |
115-277 |
115-277 |
115-152 |
115-228 |
| PP |
115-178 |
115-178 |
115-178 |
115-154 |
| S1 |
115-032 |
115-032 |
115-108 |
114-302 |
| S2 |
114-253 |
114-253 |
115-085 |
|
| S3 |
114-008 |
114-107 |
115-063 |
|
| S4 |
113-083 |
113-182 |
114-315 |
|
|
| 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 |
116-005 |
114-140 |
1-185 |
1.4% |
0-300 |
0.8% |
61% |
True |
False |
875,449 |
| 10 |
116-005 |
113-310 |
2-015 |
1.8% |
0-270 |
0.7% |
70% |
True |
False |
896,863 |
| 20 |
116-005 |
112-270 |
3-055 |
2.7% |
0-290 |
0.8% |
81% |
True |
False |
935,483 |
| 40 |
116-020 |
111-205 |
4-135 |
3.8% |
0-296 |
0.8% |
85% |
False |
False |
967,974 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
87% |
False |
False |
926,053 |
| 80 |
116-020 |
111-010 |
5-010 |
4.4% |
0-297 |
0.8% |
87% |
False |
False |
699,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-086 |
|
2.618 |
118-006 |
|
1.618 |
117-081 |
|
1.000 |
116-250 |
|
0.618 |
116-156 |
|
HIGH |
116-005 |
|
0.618 |
115-231 |
|
0.500 |
115-202 |
|
0.382 |
115-174 |
|
LOW |
115-080 |
|
0.618 |
114-249 |
|
1.000 |
114-155 |
|
1.618 |
114-004 |
|
2.618 |
113-079 |
|
4.250 |
111-319 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-202 |
115-116 |
| PP |
115-178 |
115-102 |
| S1 |
115-154 |
115-088 |
|