ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-160 |
116-065 |
0-225 |
0.6% |
114-240 |
| High |
116-100 |
116-210 |
0-110 |
0.3% |
115-300 |
| Low |
114-315 |
116-015 |
1-020 |
0.9% |
114-240 |
| Close |
116-070 |
116-195 |
0-125 |
0.3% |
115-160 |
| Range |
1-105 |
0-195 |
-0-230 |
-54.1% |
1-060 |
| ATR |
0-257 |
0-252 |
-0-004 |
-1.7% |
0-000 |
| Volume |
691,947 |
1,171,654 |
479,707 |
69.3% |
2,394,643 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-085 |
118-015 |
116-302 |
|
| R3 |
117-210 |
117-140 |
116-249 |
|
| R2 |
117-015 |
117-015 |
116-231 |
|
| R1 |
116-265 |
116-265 |
116-213 |
116-300 |
| PP |
116-140 |
116-140 |
116-140 |
116-158 |
| S1 |
116-070 |
116-070 |
116-177 |
116-105 |
| S2 |
115-265 |
115-265 |
116-159 |
|
| S3 |
115-070 |
115-195 |
116-141 |
|
| S4 |
114-195 |
115-000 |
116-088 |
|
|
| 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 |
116-210 |
114-315 |
1-215 |
1.4% |
0-269 |
0.7% |
97% |
True |
False |
764,660 |
| 10 |
116-210 |
114-170 |
2-040 |
1.8% |
0-254 |
0.7% |
98% |
True |
False |
445,027 |
| 20 |
116-210 |
112-270 |
3-260 |
3.3% |
0-252 |
0.7% |
99% |
True |
False |
229,655 |
| 40 |
116-210 |
111-180 |
5-030 |
4.4% |
0-263 |
0.7% |
99% |
True |
False |
116,945 |
| 60 |
116-210 |
109-270 |
6-260 |
5.8% |
0-225 |
0.6% |
99% |
True |
False |
77,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-079 |
|
2.618 |
118-081 |
|
1.618 |
117-206 |
|
1.000 |
117-085 |
|
0.618 |
117-011 |
|
HIGH |
116-210 |
|
0.618 |
116-136 |
|
0.500 |
116-112 |
|
0.382 |
116-089 |
|
LOW |
116-015 |
|
0.618 |
115-214 |
|
1.000 |
115-140 |
|
1.618 |
115-019 |
|
2.618 |
114-144 |
|
4.250 |
113-146 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-111 |
| PP |
116-140 |
116-027 |
| S1 |
116-112 |
115-262 |
|