ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
116-115 |
-0-075 |
-0.2% |
116-065 |
| High |
116-275 |
116-150 |
-0-125 |
-0.3% |
116-275 |
| Low |
116-040 |
115-245 |
-0-115 |
-0.3% |
115-245 |
| Close |
116-100 |
116-005 |
-0-095 |
-0.3% |
116-005 |
| Range |
0-235 |
0-225 |
-0-010 |
-4.3% |
1-030 |
| ATR |
0-265 |
0-262 |
-0-003 |
-1.1% |
0-000 |
| Volume |
778,772 |
890,819 |
112,047 |
14.4% |
3,523,734 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-062 |
117-258 |
116-129 |
|
| R3 |
117-157 |
117-033 |
116-067 |
|
| R2 |
116-252 |
116-252 |
116-046 |
|
| R1 |
116-128 |
116-128 |
116-026 |
116-078 |
| PP |
116-027 |
116-027 |
116-027 |
116-001 |
| S1 |
115-223 |
115-223 |
115-304 |
115-172 |
| S2 |
115-122 |
115-122 |
115-284 |
|
| S3 |
114-217 |
114-318 |
115-263 |
|
| S4 |
113-312 |
114-093 |
115-201 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
118-272 |
116-198 |
|
| R3 |
118-128 |
117-242 |
116-101 |
|
| R2 |
117-098 |
117-098 |
116-069 |
|
| R1 |
116-212 |
116-212 |
116-037 |
116-140 |
| PP |
116-068 |
116-068 |
116-068 |
116-032 |
| S1 |
115-182 |
115-182 |
115-293 |
115-110 |
| S2 |
115-038 |
115-038 |
115-261 |
|
| S3 |
114-008 |
114-152 |
115-229 |
|
| S4 |
112-298 |
113-122 |
115-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-275 |
115-245 |
1-030 |
0.9% |
0-204 |
0.5% |
23% |
False |
True |
704,746 |
| 10 |
116-275 |
114-170 |
2-105 |
2.0% |
0-244 |
0.7% |
64% |
False |
False |
740,313 |
| 20 |
116-275 |
113-125 |
3-150 |
3.0% |
0-256 |
0.7% |
76% |
False |
False |
841,923 |
| 40 |
116-275 |
112-270 |
4-005 |
3.5% |
0-282 |
0.8% |
79% |
False |
False |
941,400 |
| 60 |
116-275 |
111-010 |
5-265 |
5.0% |
0-298 |
0.8% |
86% |
False |
False |
976,243 |
| 80 |
116-275 |
111-010 |
5-265 |
5.0% |
0-293 |
0.8% |
86% |
False |
False |
763,152 |
| 100 |
116-310 |
111-010 |
5-300 |
5.1% |
0-279 |
0.8% |
84% |
False |
False |
611,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-146 |
|
2.618 |
118-099 |
|
1.618 |
117-194 |
|
1.000 |
117-055 |
|
0.618 |
116-289 |
|
HIGH |
116-150 |
|
0.618 |
116-064 |
|
0.500 |
116-038 |
|
0.382 |
116-011 |
|
LOW |
115-245 |
|
0.618 |
115-106 |
|
1.000 |
115-020 |
|
1.618 |
114-201 |
|
2.618 |
113-296 |
|
4.250 |
112-249 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-038 |
116-100 |
| PP |
116-027 |
116-068 |
| S1 |
116-016 |
116-037 |
|