ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-095 |
119-125 |
1-030 |
0.9% |
116-245 |
| High |
119-120 |
120-165 |
1-045 |
1.0% |
118-080 |
| Low |
118-030 |
118-200 |
0-170 |
0.4% |
115-290 |
| Close |
119-055 |
118-315 |
-0-060 |
-0.2% |
116-310 |
| Range |
1-090 |
1-285 |
0-195 |
47.6% |
2-110 |
| ATR |
1-009 |
1-029 |
0-020 |
6.0% |
0-000 |
| Volume |
16,446 |
33,154 |
16,708 |
101.6% |
162,760 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-015 |
123-290 |
120-008 |
|
| R3 |
123-050 |
122-005 |
119-161 |
|
| R2 |
121-085 |
121-085 |
119-106 |
|
| R1 |
120-040 |
120-040 |
119-050 |
119-240 |
| PP |
119-120 |
119-120 |
119-120 |
119-060 |
| S1 |
118-075 |
118-075 |
118-260 |
117-275 |
| S2 |
117-155 |
117-155 |
118-204 |
|
| S3 |
115-190 |
116-110 |
118-149 |
|
| S4 |
113-225 |
114-145 |
117-302 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-023 |
122-277 |
118-082 |
|
| R3 |
121-233 |
120-167 |
117-196 |
|
| R2 |
119-123 |
119-123 |
117-128 |
|
| R1 |
118-057 |
118-057 |
117-059 |
118-250 |
| PP |
117-013 |
117-013 |
117-013 |
117-110 |
| S1 |
115-267 |
115-267 |
116-241 |
116-140 |
| S2 |
114-223 |
114-223 |
116-172 |
|
| S3 |
112-113 |
113-157 |
116-104 |
|
| S4 |
110-003 |
111-047 |
115-218 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
116-260 |
3-225 |
3.1% |
1-053 |
1.0% |
59% |
True |
False |
20,358 |
| 10 |
120-165 |
115-290 |
4-195 |
3.9% |
1-042 |
0.9% |
67% |
True |
False |
68,023 |
| 20 |
120-165 |
115-245 |
4-240 |
4.0% |
0-307 |
0.8% |
68% |
True |
False |
466,911 |
| 40 |
120-165 |
112-270 |
7-215 |
6.4% |
0-291 |
0.8% |
80% |
True |
False |
670,308 |
| 60 |
120-165 |
112-025 |
8-140 |
7.1% |
0-296 |
0.8% |
82% |
True |
False |
789,443 |
| 80 |
120-165 |
111-010 |
9-155 |
8.0% |
0-302 |
0.8% |
84% |
True |
False |
833,394 |
| 100 |
120-165 |
111-010 |
9-155 |
8.0% |
0-297 |
0.8% |
84% |
True |
False |
674,859 |
| 120 |
120-165 |
111-010 |
9-155 |
8.0% |
0-281 |
0.7% |
84% |
True |
False |
562,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-176 |
|
2.618 |
125-149 |
|
1.618 |
123-184 |
|
1.000 |
122-130 |
|
0.618 |
121-219 |
|
HIGH |
120-165 |
|
0.618 |
119-254 |
|
0.500 |
119-182 |
|
0.382 |
119-111 |
|
LOW |
118-200 |
|
0.618 |
117-146 |
|
1.000 |
116-235 |
|
1.618 |
115-181 |
|
2.618 |
113-216 |
|
4.250 |
110-189 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-182 |
118-281 |
| PP |
119-120 |
118-247 |
| S1 |
119-058 |
118-212 |
|