ECBOT 10 Year T-Note Future December 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 |
115-260 |
115-260 |
0-000 |
0.0% |
114-240 |
| High |
115-280 |
115-300 |
0-020 |
0.1% |
115-300 |
| Low |
115-110 |
115-015 |
-0-095 |
-0.3% |
114-240 |
| Close |
115-220 |
115-160 |
-0-060 |
-0.2% |
115-160 |
| Range |
0-170 |
0-285 |
0-115 |
67.6% |
1-060 |
| ATR |
0-241 |
0-244 |
0-003 |
1.3% |
0-000 |
| Volume |
709,571 |
777,156 |
67,585 |
9.5% |
2,394,643 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-053 |
117-232 |
115-317 |
|
| R3 |
117-088 |
116-267 |
115-238 |
|
| R2 |
116-123 |
116-123 |
115-212 |
|
| R1 |
115-302 |
115-302 |
115-186 |
115-230 |
| PP |
115-158 |
115-158 |
115-158 |
115-122 |
| S1 |
115-017 |
115-017 |
115-134 |
114-265 |
| S2 |
114-193 |
114-193 |
115-108 |
|
| S3 |
113-228 |
114-052 |
115-082 |
|
| S4 |
112-263 |
113-087 |
115-003 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-307 |
118-133 |
116-049 |
|
| R3 |
117-247 |
117-073 |
115-264 |
|
| R2 |
116-187 |
116-187 |
115-230 |
|
| R1 |
116-013 |
116-013 |
115-195 |
116-100 |
| PP |
115-127 |
115-127 |
115-127 |
115-170 |
| S1 |
114-273 |
114-273 |
115-125 |
115-040 |
| S2 |
114-067 |
114-067 |
115-090 |
|
| S3 |
113-007 |
113-213 |
115-056 |
|
| S4 |
111-267 |
112-153 |
114-271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-300 |
114-240 |
1-060 |
1.0% |
0-245 |
0.7% |
63% |
True |
False |
478,928 |
| 10 |
115-300 |
114-170 |
1-130 |
1.2% |
0-222 |
0.6% |
69% |
True |
False |
261,520 |
| 20 |
115-300 |
112-270 |
3-030 |
2.7% |
0-235 |
0.6% |
86% |
True |
False |
138,351 |
| 40 |
115-300 |
111-180 |
4-120 |
3.8% |
0-260 |
0.7% |
90% |
True |
False |
70,358 |
| 60 |
115-300 |
109-270 |
6-030 |
5.3% |
0-215 |
0.6% |
93% |
True |
False |
46,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-231 |
|
2.618 |
118-086 |
|
1.618 |
117-121 |
|
1.000 |
116-265 |
|
0.618 |
116-156 |
|
HIGH |
115-300 |
|
0.618 |
115-191 |
|
0.500 |
115-158 |
|
0.382 |
115-124 |
|
LOW |
115-015 |
|
0.618 |
114-159 |
|
1.000 |
114-050 |
|
1.618 |
113-194 |
|
2.618 |
112-229 |
|
4.250 |
111-084 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-159 |
115-159 |
| PP |
115-158 |
115-158 |
| S1 |
115-158 |
115-158 |
|