ECBOT 10 Year T-Note Future December 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 |
115-260 |
115-160 |
-0-100 |
-0.3% |
114-240 |
| High |
115-300 |
116-100 |
0-120 |
0.3% |
115-300 |
| Low |
115-015 |
114-315 |
-0-020 |
-0.1% |
114-240 |
| Close |
115-160 |
116-070 |
0-230 |
0.6% |
115-160 |
| Range |
0-285 |
1-105 |
0-140 |
49.1% |
1-060 |
| ATR |
0-244 |
0-257 |
0-013 |
5.3% |
0-000 |
| Volume |
777,156 |
691,947 |
-85,209 |
-11.0% |
2,394,643 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-112 |
116-304 |
|
| R3 |
118-158 |
118-007 |
116-187 |
|
| R2 |
117-053 |
117-053 |
116-148 |
|
| R1 |
116-222 |
116-222 |
116-109 |
116-298 |
| PP |
115-268 |
115-268 |
115-268 |
115-306 |
| S1 |
115-117 |
115-117 |
116-031 |
115-192 |
| S2 |
114-163 |
114-163 |
115-312 |
|
| S3 |
113-058 |
114-012 |
115-273 |
|
| S4 |
111-273 |
112-227 |
115-156 |
|
|
| 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 |
116-100 |
114-315 |
1-105 |
1.1% |
0-262 |
0.7% |
93% |
True |
True |
584,076 |
| 10 |
116-100 |
114-170 |
1-250 |
1.5% |
0-250 |
0.7% |
95% |
True |
False |
329,215 |
| 20 |
116-100 |
112-270 |
3-150 |
3.0% |
0-248 |
0.7% |
97% |
True |
False |
172,341 |
| 40 |
116-100 |
111-180 |
4-240 |
4.1% |
0-262 |
0.7% |
98% |
True |
False |
87,657 |
| 60 |
116-100 |
109-270 |
6-150 |
5.6% |
0-222 |
0.6% |
99% |
True |
False |
58,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-306 |
|
2.618 |
119-253 |
|
1.618 |
118-148 |
|
1.000 |
117-205 |
|
0.618 |
117-043 |
|
HIGH |
116-100 |
|
0.618 |
115-258 |
|
0.500 |
115-208 |
|
0.382 |
115-157 |
|
LOW |
114-315 |
|
0.618 |
114-052 |
|
1.000 |
113-210 |
|
1.618 |
112-267 |
|
2.618 |
111-162 |
|
4.250 |
109-109 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-009 |
116-009 |
| PP |
115-268 |
115-268 |
| S1 |
115-208 |
115-208 |
|