ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-145 |
115-260 |
0-115 |
0.3% |
115-145 |
| High |
115-305 |
116-145 |
0-160 |
0.4% |
116-145 |
| Low |
115-060 |
115-210 |
0-150 |
0.4% |
114-170 |
| Close |
115-260 |
116-030 |
0-090 |
0.2% |
116-030 |
| Range |
0-245 |
0-255 |
0-010 |
4.1% |
1-295 |
| ATR |
0-290 |
0-287 |
-0-002 |
-0.9% |
0-000 |
| Volume |
806,090 |
785,906 |
-20,184 |
-2.5% |
3,879,397 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-147 |
118-023 |
116-170 |
|
| R3 |
117-212 |
117-088 |
116-100 |
|
| R2 |
116-277 |
116-277 |
116-077 |
|
| R1 |
116-153 |
116-153 |
116-053 |
116-215 |
| PP |
116-022 |
116-022 |
116-022 |
116-052 |
| S1 |
115-218 |
115-218 |
116-007 |
115-280 |
| S2 |
115-087 |
115-087 |
115-303 |
|
| S3 |
114-152 |
114-283 |
115-280 |
|
| S4 |
113-217 |
114-028 |
115-210 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
120-223 |
117-048 |
|
| R3 |
119-172 |
118-248 |
116-199 |
|
| R2 |
117-197 |
117-197 |
116-143 |
|
| R1 |
116-273 |
116-273 |
116-086 |
117-075 |
| PP |
115-222 |
115-222 |
115-222 |
115-282 |
| S1 |
114-298 |
114-298 |
115-294 |
115-100 |
| S2 |
113-247 |
113-247 |
115-237 |
|
| S3 |
111-272 |
113-003 |
115-181 |
|
| S4 |
109-297 |
111-028 |
115-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-145 |
114-170 |
1-295 |
1.7% |
0-283 |
0.8% |
81% |
True |
False |
775,879 |
| 10 |
116-145 |
114-020 |
2-125 |
2.1% |
0-260 |
0.7% |
85% |
True |
False |
835,481 |
| 20 |
116-145 |
112-270 |
3-195 |
3.1% |
0-279 |
0.8% |
90% |
True |
False |
898,115 |
| 40 |
116-145 |
111-280 |
4-185 |
3.9% |
0-292 |
0.8% |
92% |
True |
False |
960,505 |
| 60 |
116-145 |
111-010 |
5-135 |
4.7% |
0-304 |
0.8% |
93% |
True |
False |
948,121 |
| 80 |
116-145 |
111-010 |
5-135 |
4.7% |
0-295 |
0.8% |
93% |
True |
False |
719,433 |
| 100 |
117-190 |
111-010 |
6-180 |
5.7% |
0-276 |
0.7% |
77% |
False |
False |
575,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-269 |
|
2.618 |
118-173 |
|
1.618 |
117-238 |
|
1.000 |
117-080 |
|
0.618 |
116-303 |
|
HIGH |
116-145 |
|
0.618 |
116-048 |
|
0.500 |
116-018 |
|
0.382 |
115-307 |
|
LOW |
115-210 |
|
0.618 |
115-052 |
|
1.000 |
114-275 |
|
1.618 |
114-117 |
|
2.618 |
113-182 |
|
4.250 |
112-086 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-026 |
116-001 |
| PP |
116-022 |
115-292 |
| S1 |
116-018 |
115-262 |
|