ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
116-120 |
0-055 |
0.1% |
115-145 |
| High |
116-155 |
116-215 |
0-060 |
0.2% |
116-145 |
| Low |
116-005 |
116-045 |
0-040 |
0.1% |
114-170 |
| Close |
116-125 |
116-085 |
-0-040 |
-0.1% |
116-030 |
| Range |
0-150 |
0-170 |
0-020 |
13.3% |
1-295 |
| ATR |
0-277 |
0-270 |
-0-008 |
-2.8% |
0-000 |
| Volume |
597,848 |
478,491 |
-119,357 |
-20.0% |
3,879,397 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-305 |
117-205 |
116-178 |
|
| R3 |
117-135 |
117-035 |
116-132 |
|
| R2 |
116-285 |
116-285 |
116-116 |
|
| R1 |
116-185 |
116-185 |
116-101 |
116-150 |
| PP |
116-115 |
116-115 |
116-115 |
116-098 |
| S1 |
116-015 |
116-015 |
116-069 |
115-300 |
| S2 |
115-265 |
115-265 |
116-054 |
|
| S3 |
115-095 |
115-165 |
116-038 |
|
| S4 |
114-245 |
114-315 |
115-312 |
|
|
| 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 |
116-215 |
115-060 |
1-155 |
1.3% |
0-213 |
0.6% |
73% |
True |
False |
694,767 |
| 10 |
116-215 |
114-020 |
2-195 |
2.2% |
0-259 |
0.7% |
84% |
True |
False |
772,677 |
| 20 |
116-215 |
112-270 |
3-265 |
3.3% |
0-266 |
0.7% |
89% |
True |
False |
861,702 |
| 40 |
116-215 |
112-025 |
4-190 |
4.0% |
0-290 |
0.8% |
91% |
True |
False |
941,241 |
| 60 |
116-215 |
111-010 |
5-205 |
4.9% |
0-303 |
0.8% |
93% |
True |
False |
960,999 |
| 80 |
116-215 |
111-010 |
5-205 |
4.9% |
0-294 |
0.8% |
93% |
True |
False |
732,778 |
| 100 |
117-190 |
111-010 |
6-180 |
5.6% |
0-275 |
0.7% |
80% |
False |
False |
586,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-298 |
|
2.618 |
118-020 |
|
1.618 |
117-170 |
|
1.000 |
117-065 |
|
0.618 |
117-000 |
|
HIGH |
116-215 |
|
0.618 |
116-150 |
|
0.500 |
116-130 |
|
0.382 |
116-110 |
|
LOW |
116-045 |
|
0.618 |
115-260 |
|
1.000 |
115-195 |
|
1.618 |
115-090 |
|
2.618 |
114-240 |
|
4.250 |
113-282 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-130 |
116-074 |
| PP |
116-115 |
116-063 |
| S1 |
116-100 |
116-052 |
|