ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-300 |
116-210 |
-0-090 |
-0.2% |
116-010 |
| High |
117-065 |
117-145 |
0-080 |
0.2% |
117-065 |
| Low |
116-080 |
116-060 |
-0-020 |
-0.1% |
115-305 |
| Close |
116-220 |
117-125 |
0-225 |
0.6% |
116-220 |
| Range |
0-305 |
1-085 |
0-100 |
32.8% |
1-080 |
| ATR |
0-258 |
0-268 |
0-011 |
4.1% |
0-000 |
| Volume |
1,204,173 |
342,186 |
-861,987 |
-71.6% |
5,389,923 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-258 |
120-117 |
118-028 |
|
| R3 |
119-173 |
119-032 |
117-236 |
|
| R2 |
118-088 |
118-088 |
117-199 |
|
| R1 |
117-267 |
117-267 |
117-162 |
118-018 |
| PP |
117-003 |
117-003 |
117-003 |
117-039 |
| S1 |
116-182 |
116-182 |
117-088 |
116-252 |
| S2 |
115-238 |
115-238 |
117-051 |
|
| S3 |
114-153 |
115-097 |
117-014 |
|
| S4 |
113-068 |
114-012 |
116-222 |
|
|
| 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 |
117-145 |
116-060 |
1-085 |
1.1% |
0-260 |
0.7% |
95% |
True |
True |
975,910 |
| 10 |
117-145 |
115-245 |
1-220 |
1.4% |
0-252 |
0.7% |
96% |
True |
False |
865,799 |
| 20 |
117-145 |
114-020 |
3-125 |
2.9% |
0-255 |
0.7% |
98% |
True |
False |
829,061 |
| 40 |
117-145 |
112-270 |
4-195 |
3.9% |
0-284 |
0.8% |
99% |
True |
False |
933,858 |
| 60 |
117-145 |
111-010 |
6-135 |
5.5% |
0-290 |
0.8% |
99% |
True |
False |
946,463 |
| 80 |
117-145 |
111-010 |
6-135 |
5.5% |
0-293 |
0.8% |
99% |
True |
False |
833,623 |
| 100 |
117-145 |
111-010 |
6-135 |
5.5% |
0-288 |
0.8% |
99% |
True |
False |
668,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-266 |
|
2.618 |
120-245 |
|
1.618 |
119-160 |
|
1.000 |
118-230 |
|
0.618 |
118-075 |
|
HIGH |
117-145 |
|
0.618 |
116-310 |
|
0.500 |
116-262 |
|
0.382 |
116-215 |
|
LOW |
116-060 |
|
0.618 |
115-130 |
|
1.000 |
114-295 |
|
1.618 |
114-045 |
|
2.618 |
112-280 |
|
4.250 |
110-259 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-064 |
117-064 |
| PP |
117-003 |
117-003 |
| S1 |
116-262 |
116-262 |
|