ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
116-280 |
116-260 |
-0-020 |
-0.1% |
116-065 |
| High |
117-005 |
117-035 |
0-030 |
0.1% |
116-275 |
| Low |
116-165 |
116-095 |
-0-070 |
-0.2% |
115-245 |
| Close |
116-250 |
116-315 |
0-065 |
0.2% |
116-005 |
| Range |
0-160 |
0-260 |
0-100 |
62.5% |
1-030 |
| ATR |
0-261 |
0-261 |
0-000 |
0.0% |
0-000 |
| Volume |
910,191 |
975,012 |
64,821 |
7.1% |
3,523,734 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
118-295 |
117-138 |
|
| R3 |
118-135 |
118-035 |
117-066 |
|
| R2 |
117-195 |
117-195 |
117-043 |
|
| R1 |
117-095 |
117-095 |
117-019 |
117-145 |
| PP |
116-255 |
116-255 |
116-255 |
116-280 |
| S1 |
116-155 |
116-155 |
116-291 |
116-205 |
| S2 |
115-315 |
115-315 |
116-267 |
|
| S3 |
115-055 |
115-215 |
116-244 |
|
| S4 |
114-115 |
114-275 |
116-172 |
|
|
| 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 |
117-035 |
115-245 |
1-110 |
1.1% |
0-246 |
0.7% |
91% |
True |
False |
881,469 |
| 10 |
117-035 |
115-060 |
1-295 |
1.6% |
0-229 |
0.6% |
93% |
True |
False |
785,348 |
| 20 |
117-035 |
113-310 |
3-045 |
2.7% |
0-250 |
0.7% |
96% |
True |
False |
841,105 |
| 40 |
117-035 |
112-270 |
4-085 |
3.6% |
0-284 |
0.8% |
97% |
True |
False |
936,786 |
| 60 |
117-035 |
111-010 |
6-025 |
5.2% |
0-294 |
0.8% |
98% |
True |
False |
967,427 |
| 80 |
117-035 |
111-010 |
6-025 |
5.2% |
0-292 |
0.8% |
98% |
True |
False |
796,905 |
| 100 |
117-035 |
111-010 |
6-025 |
5.2% |
0-283 |
0.8% |
98% |
True |
False |
638,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-180 |
|
2.618 |
119-076 |
|
1.618 |
118-136 |
|
1.000 |
117-295 |
|
0.618 |
117-196 |
|
HIGH |
117-035 |
|
0.618 |
116-256 |
|
0.500 |
116-225 |
|
0.382 |
116-194 |
|
LOW |
116-095 |
|
0.618 |
115-254 |
|
1.000 |
115-155 |
|
1.618 |
114-314 |
|
2.618 |
114-054 |
|
4.250 |
112-270 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-285 |
116-267 |
| PP |
116-255 |
116-218 |
| S1 |
116-225 |
116-170 |
|