ECBOT 10 Year T-Note Future December 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 |
115-200 |
115-190 |
-0-010 |
0.0% |
115-010 |
| High |
115-260 |
115-300 |
0-040 |
0.1% |
115-200 |
| Low |
115-100 |
115-030 |
-0-070 |
-0.2% |
114-170 |
| Close |
115-180 |
115-260 |
0-080 |
0.2% |
114-250 |
| Range |
0-160 |
0-270 |
0-110 |
68.8% |
1-030 |
| ATR |
0-244 |
0-246 |
0-002 |
0.8% |
0-000 |
| Volume |
268,733 |
472,974 |
204,241 |
76.0% |
220,557 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-047 |
117-263 |
116-088 |
|
| R3 |
117-097 |
116-313 |
116-014 |
|
| R2 |
116-147 |
116-147 |
115-310 |
|
| R1 |
116-043 |
116-043 |
115-285 |
116-095 |
| PP |
115-197 |
115-197 |
115-197 |
115-222 |
| S1 |
115-093 |
115-093 |
115-235 |
115-145 |
| S2 |
114-247 |
114-247 |
115-210 |
|
| S3 |
113-297 |
114-143 |
115-186 |
|
| S4 |
113-027 |
113-193 |
115-112 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-083 |
117-197 |
115-122 |
|
| R3 |
117-053 |
116-167 |
115-026 |
|
| R2 |
116-023 |
116-023 |
114-314 |
|
| R1 |
115-137 |
115-137 |
114-282 |
115-065 |
| PP |
114-313 |
114-313 |
114-313 |
114-278 |
| S1 |
114-107 |
114-107 |
114-218 |
114-035 |
| S2 |
113-283 |
113-283 |
114-186 |
|
| S3 |
112-253 |
113-077 |
114-154 |
|
| S4 |
111-223 |
112-047 |
114-058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-300 |
114-170 |
1-130 |
1.2% |
0-246 |
0.7% |
91% |
True |
False |
207,488 |
| 10 |
115-300 |
114-000 |
1-300 |
1.7% |
0-223 |
0.6% |
94% |
True |
False |
117,154 |
| 20 |
115-300 |
112-250 |
3-050 |
2.7% |
0-241 |
0.7% |
96% |
True |
False |
64,652 |
| 40 |
115-300 |
111-180 |
4-120 |
3.8% |
0-256 |
0.7% |
97% |
True |
False |
33,204 |
| 60 |
115-300 |
109-270 |
6-030 |
5.3% |
0-207 |
0.6% |
98% |
True |
False |
22,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-168 |
|
2.618 |
118-047 |
|
1.618 |
117-097 |
|
1.000 |
116-250 |
|
0.618 |
116-147 |
|
HIGH |
115-300 |
|
0.618 |
115-197 |
|
0.500 |
115-165 |
|
0.382 |
115-133 |
|
LOW |
115-030 |
|
0.618 |
114-183 |
|
1.000 |
114-080 |
|
1.618 |
113-233 |
|
2.618 |
112-283 |
|
4.250 |
111-162 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-228 |
115-210 |
| PP |
115-197 |
115-160 |
| S1 |
115-165 |
115-110 |
|