ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-260 |
116-065 |
0-125 |
0.3% |
115-145 |
| High |
116-145 |
116-155 |
0-010 |
0.0% |
116-145 |
| Low |
115-210 |
116-005 |
0-115 |
0.3% |
114-170 |
| Close |
116-030 |
116-125 |
0-095 |
0.3% |
116-030 |
| Range |
0-255 |
0-150 |
-0-105 |
-41.2% |
1-295 |
| ATR |
0-287 |
0-277 |
-0-010 |
-3.4% |
0-000 |
| Volume |
785,906 |
597,848 |
-188,058 |
-23.9% |
3,879,397 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-225 |
117-165 |
116-208 |
|
| R3 |
117-075 |
117-015 |
116-166 |
|
| R2 |
116-245 |
116-245 |
116-152 |
|
| R1 |
116-185 |
116-185 |
116-139 |
116-215 |
| PP |
116-095 |
116-095 |
116-095 |
116-110 |
| S1 |
116-035 |
116-035 |
116-111 |
116-065 |
| S2 |
115-265 |
115-265 |
116-098 |
|
| S3 |
115-115 |
115-205 |
116-084 |
|
| S4 |
114-285 |
115-055 |
116-042 |
|
|
| 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 |
116-155 |
114-265 |
1-210 |
1.4% |
0-243 |
0.7% |
94% |
True |
False |
730,096 |
| 10 |
116-155 |
114-020 |
2-135 |
2.1% |
0-258 |
0.7% |
96% |
True |
False |
792,324 |
| 20 |
116-155 |
112-270 |
3-205 |
3.1% |
0-274 |
0.7% |
97% |
True |
False |
873,705 |
| 40 |
116-155 |
112-025 |
4-130 |
3.8% |
0-290 |
0.8% |
98% |
True |
False |
950,709 |
| 60 |
116-155 |
111-010 |
5-145 |
4.7% |
0-301 |
0.8% |
98% |
True |
False |
955,555 |
| 80 |
116-155 |
111-010 |
5-145 |
4.7% |
0-294 |
0.8% |
98% |
True |
False |
726,846 |
| 100 |
117-190 |
111-010 |
6-180 |
5.6% |
0-276 |
0.7% |
82% |
False |
False |
581,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-152 |
|
2.618 |
117-228 |
|
1.618 |
117-078 |
|
1.000 |
116-305 |
|
0.618 |
116-248 |
|
HIGH |
116-155 |
|
0.618 |
116-098 |
|
0.500 |
116-080 |
|
0.382 |
116-062 |
|
LOW |
116-005 |
|
0.618 |
115-232 |
|
1.000 |
115-175 |
|
1.618 |
115-082 |
|
2.618 |
114-252 |
|
4.250 |
114-008 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-110 |
116-066 |
| PP |
116-095 |
116-007 |
| S1 |
116-080 |
115-268 |
|