ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-105 |
116-190 |
0-085 |
0.2% |
115-145 |
| High |
116-270 |
116-275 |
0-005 |
0.0% |
116-145 |
| Low |
116-030 |
116-040 |
0-010 |
0.0% |
114-170 |
| Close |
116-210 |
116-100 |
-0-110 |
-0.3% |
116-030 |
| Range |
0-240 |
0-235 |
-0-005 |
-2.1% |
1-295 |
| ATR |
0-268 |
0-265 |
-0-002 |
-0.9% |
0-000 |
| Volume |
777,804 |
778,772 |
968 |
0.1% |
3,879,397 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-203 |
118-067 |
116-229 |
|
| R3 |
117-288 |
117-152 |
116-165 |
|
| R2 |
117-053 |
117-053 |
116-143 |
|
| R1 |
116-237 |
116-237 |
116-122 |
116-188 |
| PP |
116-138 |
116-138 |
116-138 |
116-114 |
| S1 |
116-002 |
116-002 |
116-078 |
115-272 |
| S2 |
115-223 |
115-223 |
116-057 |
|
| S3 |
114-308 |
115-087 |
116-035 |
|
| S4 |
114-073 |
114-172 |
115-291 |
|
|
| 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 |
116-275 |
115-210 |
1-065 |
1.0% |
0-210 |
0.6% |
55% |
True |
False |
683,764 |
| 10 |
116-275 |
114-170 |
2-105 |
2.0% |
0-238 |
0.6% |
77% |
True |
False |
764,122 |
| 20 |
116-275 |
113-120 |
3-155 |
3.0% |
0-262 |
0.7% |
84% |
True |
False |
847,138 |
| 40 |
116-275 |
112-210 |
4-065 |
3.6% |
0-286 |
0.8% |
87% |
True |
False |
942,212 |
| 60 |
116-275 |
111-010 |
5-265 |
5.0% |
0-300 |
0.8% |
91% |
True |
False |
975,066 |
| 80 |
116-275 |
111-010 |
5-265 |
5.0% |
0-294 |
0.8% |
91% |
True |
False |
752,092 |
| 100 |
116-310 |
111-010 |
5-300 |
5.1% |
0-278 |
0.7% |
89% |
False |
False |
602,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-314 |
|
2.618 |
118-250 |
|
1.618 |
118-015 |
|
1.000 |
117-190 |
|
0.618 |
117-100 |
|
HIGH |
116-275 |
|
0.618 |
116-185 |
|
0.500 |
116-158 |
|
0.382 |
116-130 |
|
LOW |
116-040 |
|
0.618 |
115-215 |
|
1.000 |
115-125 |
|
1.618 |
114-300 |
|
2.618 |
114-065 |
|
4.250 |
113-001 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-158 |
116-152 |
| PP |
116-138 |
116-135 |
| S1 |
116-119 |
116-118 |
|