ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
115-260 |
0-070 |
0.2% |
115-010 |
| High |
115-300 |
115-280 |
-0-020 |
-0.1% |
115-200 |
| Low |
115-030 |
115-110 |
0-080 |
0.2% |
114-170 |
| Close |
115-260 |
115-220 |
-0-040 |
-0.1% |
114-250 |
| Range |
0-270 |
0-170 |
-0-100 |
-37.0% |
1-030 |
| ATR |
0-246 |
0-241 |
-0-005 |
-2.2% |
0-000 |
| Volume |
472,974 |
709,571 |
236,597 |
50.0% |
220,557 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-073 |
116-317 |
115-314 |
|
| R3 |
116-223 |
116-147 |
115-267 |
|
| R2 |
116-053 |
116-053 |
115-251 |
|
| R1 |
115-297 |
115-297 |
115-236 |
115-250 |
| PP |
115-203 |
115-203 |
115-203 |
115-180 |
| S1 |
115-127 |
115-127 |
115-204 |
115-080 |
| S2 |
115-033 |
115-033 |
115-189 |
|
| S3 |
114-183 |
114-277 |
115-173 |
|
| S4 |
114-013 |
114-107 |
115-126 |
|
|
| 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% |
0-232 |
0.6% |
82% |
False |
False |
334,356 |
| 10 |
115-300 |
114-150 |
1-150 |
1.3% |
0-217 |
0.6% |
83% |
False |
False |
184,815 |
| 20 |
115-300 |
112-270 |
3-030 |
2.7% |
0-232 |
0.6% |
92% |
False |
False |
100,013 |
| 40 |
115-300 |
111-180 |
4-120 |
3.8% |
0-257 |
0.7% |
94% |
False |
False |
50,943 |
| 60 |
115-300 |
109-270 |
6-030 |
5.3% |
0-210 |
0.6% |
96% |
False |
False |
33,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-042 |
|
2.618 |
117-085 |
|
1.618 |
116-235 |
|
1.000 |
116-130 |
|
0.618 |
116-065 |
|
HIGH |
115-280 |
|
0.618 |
115-215 |
|
0.500 |
115-195 |
|
0.382 |
115-175 |
|
LOW |
115-110 |
|
0.618 |
115-005 |
|
1.000 |
114-260 |
|
1.618 |
114-155 |
|
2.618 |
113-305 |
|
4.250 |
113-028 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-212 |
115-202 |
| PP |
115-203 |
115-183 |
| S1 |
115-195 |
115-165 |
|