ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-065 |
116-155 |
0-090 |
0.2% |
114-240 |
| High |
116-210 |
117-030 |
0-140 |
0.4% |
115-300 |
| Low |
116-015 |
116-090 |
0-075 |
0.2% |
114-240 |
| Close |
116-195 |
116-300 |
0-105 |
0.3% |
115-160 |
| Range |
0-195 |
0-260 |
0-065 |
33.3% |
1-060 |
| ATR |
0-252 |
0-253 |
0-001 |
0.2% |
0-000 |
| Volume |
1,171,654 |
857,236 |
-314,418 |
-26.8% |
2,394,643 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-067 |
118-283 |
117-123 |
|
| R3 |
118-127 |
118-023 |
117-052 |
|
| R2 |
117-187 |
117-187 |
117-028 |
|
| R1 |
117-083 |
117-083 |
117-004 |
117-135 |
| PP |
116-247 |
116-247 |
116-247 |
116-272 |
| S1 |
116-143 |
116-143 |
116-276 |
116-195 |
| S2 |
115-307 |
115-307 |
116-252 |
|
| S3 |
115-047 |
115-203 |
116-228 |
|
| S4 |
114-107 |
114-263 |
116-157 |
|
|
| 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 |
117-030 |
114-315 |
2-035 |
1.8% |
0-267 |
0.7% |
93% |
True |
False |
841,512 |
| 10 |
117-030 |
114-170 |
2-180 |
2.2% |
0-256 |
0.7% |
94% |
True |
False |
524,500 |
| 20 |
117-030 |
113-080 |
3-270 |
3.3% |
0-252 |
0.7% |
96% |
True |
False |
271,859 |
| 40 |
117-030 |
111-180 |
5-170 |
4.7% |
0-262 |
0.7% |
97% |
True |
False |
138,331 |
| 60 |
117-030 |
109-270 |
7-080 |
6.2% |
0-229 |
0.6% |
98% |
True |
False |
92,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-175 |
|
2.618 |
119-071 |
|
1.618 |
118-131 |
|
1.000 |
117-290 |
|
0.618 |
117-191 |
|
HIGH |
117-030 |
|
0.618 |
116-251 |
|
0.500 |
116-220 |
|
0.382 |
116-189 |
|
LOW |
116-090 |
|
0.618 |
115-249 |
|
1.000 |
115-150 |
|
1.618 |
114-309 |
|
2.618 |
114-049 |
|
4.250 |
112-265 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-273 |
116-204 |
| PP |
116-247 |
116-108 |
| S1 |
116-220 |
116-012 |
|