ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-255 |
115-145 |
-0-110 |
-0.3% |
115-030 |
| High |
116-005 |
115-305 |
-0-020 |
-0.1% |
115-250 |
| Low |
115-080 |
115-060 |
-0-020 |
-0.1% |
114-020 |
| Close |
115-130 |
115-260 |
0-130 |
0.4% |
115-100 |
| Range |
0-245 |
0-245 |
0-000 |
0.0% |
1-230 |
| ATR |
0-293 |
0-290 |
-0-003 |
-1.2% |
0-000 |
| Volume |
805,504 |
806,090 |
586 |
0.1% |
4,475,421 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-303 |
117-207 |
116-075 |
|
| R3 |
117-058 |
116-282 |
116-007 |
|
| R2 |
116-133 |
116-133 |
115-305 |
|
| R1 |
116-037 |
116-037 |
115-282 |
116-085 |
| PP |
115-208 |
115-208 |
115-208 |
115-232 |
| S1 |
115-112 |
115-112 |
115-238 |
115-160 |
| S2 |
114-283 |
114-283 |
115-215 |
|
| S3 |
114-038 |
114-187 |
115-193 |
|
| S4 |
113-113 |
113-262 |
115-125 |
|
|
| 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 |
114-170 |
1-155 |
1.3% |
0-265 |
0.7% |
86% |
False |
False |
844,481 |
| 10 |
116-005 |
114-020 |
1-305 |
1.7% |
0-258 |
0.7% |
90% |
False |
False |
871,504 |
| 20 |
116-005 |
112-270 |
3-055 |
2.7% |
0-282 |
0.8% |
94% |
False |
False |
917,372 |
| 40 |
116-020 |
111-230 |
4-110 |
3.8% |
0-294 |
0.8% |
94% |
False |
False |
964,504 |
| 60 |
116-020 |
111-010 |
5-010 |
4.3% |
0-307 |
0.8% |
95% |
False |
False |
937,559 |
| 80 |
116-020 |
111-010 |
5-010 |
4.3% |
0-297 |
0.8% |
95% |
False |
False |
709,671 |
| 100 |
117-190 |
111-010 |
6-180 |
5.7% |
0-274 |
0.7% |
73% |
False |
False |
568,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-066 |
|
2.618 |
117-306 |
|
1.618 |
117-061 |
|
1.000 |
116-230 |
|
0.618 |
116-136 |
|
HIGH |
115-305 |
|
0.618 |
115-211 |
|
0.500 |
115-182 |
|
0.382 |
115-154 |
|
LOW |
115-060 |
|
0.618 |
114-229 |
|
1.000 |
114-135 |
|
1.618 |
113-304 |
|
2.618 |
113-059 |
|
4.250 |
111-299 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-234 |
115-218 |
| PP |
115-208 |
115-177 |
| S1 |
115-182 |
115-135 |
|