ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
117-010 |
116-300 |
-0-030 |
-0.1% |
116-010 |
| High |
117-015 |
117-065 |
0-050 |
0.1% |
117-065 |
| Low |
116-165 |
116-080 |
-0-085 |
-0.2% |
115-305 |
| Close |
116-265 |
116-220 |
-0-045 |
-0.1% |
116-220 |
| Range |
0-170 |
0-305 |
0-135 |
79.4% |
1-080 |
| ATR |
0-254 |
0-258 |
0-004 |
1.4% |
0-000 |
| Volume |
1,447,992 |
1,204,173 |
-243,819 |
-16.8% |
5,389,923 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-027 |
117-068 |
|
| R3 |
118-198 |
118-042 |
116-304 |
|
| R2 |
117-213 |
117-213 |
116-276 |
|
| R1 |
117-057 |
117-057 |
116-248 |
116-302 |
| PP |
116-228 |
116-228 |
116-228 |
116-191 |
| S1 |
116-072 |
116-072 |
116-192 |
115-318 |
| S2 |
115-243 |
115-243 |
116-164 |
|
| S3 |
114-258 |
115-087 |
116-136 |
|
| S4 |
113-273 |
114-102 |
116-052 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-117 |
119-248 |
117-120 |
|
| R3 |
119-037 |
118-168 |
117-010 |
|
| R2 |
117-277 |
117-277 |
116-293 |
|
| R1 |
117-088 |
117-088 |
116-257 |
117-182 |
| PP |
116-197 |
116-197 |
116-197 |
116-244 |
| S1 |
116-008 |
116-008 |
116-183 |
116-102 |
| S2 |
115-117 |
115-117 |
116-147 |
|
| S3 |
114-037 |
114-248 |
116-110 |
|
| S4 |
112-277 |
113-168 |
116-000 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-065 |
115-305 |
1-080 |
1.1% |
0-249 |
0.7% |
59% |
True |
False |
1,077,984 |
| 10 |
117-065 |
115-245 |
1-140 |
1.2% |
0-226 |
0.6% |
64% |
True |
False |
891,365 |
| 20 |
117-065 |
114-020 |
3-045 |
2.7% |
0-243 |
0.7% |
84% |
True |
False |
863,423 |
| 40 |
117-065 |
112-270 |
4-115 |
3.7% |
0-285 |
0.8% |
88% |
True |
False |
948,334 |
| 60 |
117-065 |
111-010 |
6-055 |
5.3% |
0-292 |
0.8% |
92% |
True |
False |
959,070 |
| 80 |
117-065 |
111-010 |
6-055 |
5.3% |
0-290 |
0.8% |
92% |
True |
False |
829,597 |
| 100 |
117-065 |
111-010 |
6-055 |
5.3% |
0-284 |
0.8% |
92% |
True |
False |
665,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-081 |
|
2.618 |
119-223 |
|
1.618 |
118-238 |
|
1.000 |
118-050 |
|
0.618 |
117-253 |
|
HIGH |
117-065 |
|
0.618 |
116-268 |
|
0.500 |
116-232 |
|
0.382 |
116-197 |
|
LOW |
116-080 |
|
0.618 |
115-212 |
|
1.000 |
115-095 |
|
1.618 |
114-227 |
|
2.618 |
113-242 |
|
4.250 |
112-064 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-232 |
116-232 |
| PP |
116-228 |
116-228 |
| S1 |
116-224 |
116-224 |
|