ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-120 |
116-105 |
-0-015 |
0.0% |
115-145 |
| High |
116-215 |
116-270 |
0-055 |
0.1% |
116-145 |
| Low |
116-045 |
116-030 |
-0-015 |
0.0% |
114-170 |
| Close |
116-085 |
116-210 |
0-125 |
0.3% |
116-030 |
| Range |
0-170 |
0-240 |
0-070 |
41.2% |
1-295 |
| ATR |
0-270 |
0-268 |
-0-002 |
-0.8% |
0-000 |
| Volume |
478,491 |
777,804 |
299,313 |
62.6% |
3,879,397 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-250 |
118-150 |
117-022 |
|
| R3 |
118-010 |
117-230 |
116-276 |
|
| R2 |
117-090 |
117-090 |
116-254 |
|
| R1 |
116-310 |
116-310 |
116-232 |
117-040 |
| PP |
116-170 |
116-170 |
116-170 |
116-195 |
| S1 |
116-070 |
116-070 |
116-188 |
116-120 |
| S2 |
115-250 |
115-250 |
116-166 |
|
| S3 |
115-010 |
115-150 |
116-144 |
|
| S4 |
114-090 |
114-230 |
116-078 |
|
|
| 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 |
116-270 |
115-060 |
1-210 |
1.4% |
0-212 |
0.6% |
89% |
True |
False |
689,227 |
| 10 |
116-270 |
114-140 |
2-130 |
2.1% |
0-256 |
0.7% |
92% |
True |
False |
782,338 |
| 20 |
116-270 |
113-040 |
3-230 |
3.2% |
0-269 |
0.7% |
95% |
True |
False |
856,460 |
| 40 |
116-270 |
112-025 |
4-245 |
4.1% |
0-288 |
0.8% |
96% |
True |
False |
944,312 |
| 60 |
116-270 |
111-010 |
5-260 |
5.0% |
0-303 |
0.8% |
97% |
True |
False |
971,090 |
| 80 |
116-270 |
111-010 |
5-260 |
5.0% |
0-295 |
0.8% |
97% |
True |
False |
742,460 |
| 100 |
116-310 |
111-010 |
5-300 |
5.1% |
0-276 |
0.7% |
95% |
False |
False |
594,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-010 |
|
2.618 |
118-258 |
|
1.618 |
118-018 |
|
1.000 |
117-190 |
|
0.618 |
117-098 |
|
HIGH |
116-270 |
|
0.618 |
116-178 |
|
0.500 |
116-150 |
|
0.382 |
116-122 |
|
LOW |
116-030 |
|
0.618 |
115-202 |
|
1.000 |
115-110 |
|
1.618 |
114-282 |
|
2.618 |
114-042 |
|
4.250 |
112-290 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-190 |
116-186 |
| PP |
116-170 |
116-162 |
| S1 |
116-150 |
116-138 |
|