ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-250 |
116-115 |
0-185 |
0.5% |
115-160 |
| High |
116-180 |
117-035 |
0-175 |
0.5% |
117-240 |
| Low |
114-240 |
115-270 |
1-030 |
1.0% |
114-315 |
| Close |
116-135 |
116-295 |
0-160 |
0.4% |
116-200 |
| Range |
1-260 |
1-085 |
-0-175 |
-30.2% |
2-245 |
| ATR |
0-295 |
0-303 |
0-008 |
2.7% |
0-000 |
| Volume |
1,234,836 |
1,388,722 |
153,886 |
12.5% |
3,567,453 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-135 |
119-300 |
117-198 |
|
| R3 |
119-050 |
118-215 |
117-086 |
|
| R2 |
117-285 |
117-285 |
117-049 |
|
| R1 |
117-130 |
117-130 |
117-012 |
117-208 |
| PP |
116-200 |
116-200 |
116-200 |
116-239 |
| S1 |
116-045 |
116-045 |
116-258 |
116-122 |
| S2 |
115-115 |
115-115 |
116-221 |
|
| S3 |
114-030 |
114-280 |
116-184 |
|
| S4 |
112-265 |
113-195 |
116-072 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-240 |
123-145 |
118-047 |
|
| R3 |
121-315 |
120-220 |
117-123 |
|
| R2 |
119-070 |
119-070 |
117-042 |
|
| R1 |
117-295 |
117-295 |
116-281 |
118-182 |
| PP |
116-145 |
116-145 |
116-145 |
116-249 |
| S1 |
115-050 |
115-050 |
116-119 |
115-258 |
| S2 |
113-220 |
113-220 |
116-038 |
|
| S3 |
110-295 |
112-125 |
115-277 |
|
| S4 |
108-050 |
109-200 |
115-033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-240 |
114-240 |
3-000 |
2.6% |
1-070 |
1.0% |
72% |
False |
False |
1,099,812 |
| 10 |
117-240 |
114-240 |
3-000 |
2.6% |
1-006 |
0.9% |
72% |
False |
False |
841,944 |
| 20 |
117-240 |
113-220 |
4-020 |
3.5% |
0-280 |
0.7% |
80% |
False |
False |
443,855 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-272 |
0.7% |
87% |
False |
False |
224,990 |
| 60 |
117-240 |
110-030 |
7-210 |
6.5% |
0-246 |
0.7% |
89% |
False |
False |
150,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
120-135 |
|
1.618 |
119-050 |
|
1.000 |
118-120 |
|
0.618 |
117-285 |
|
HIGH |
117-035 |
|
0.618 |
116-200 |
|
0.500 |
116-152 |
|
0.382 |
116-105 |
|
LOW |
115-270 |
|
0.618 |
115-020 |
|
1.000 |
114-185 |
|
1.618 |
113-255 |
|
2.618 |
112-170 |
|
4.250 |
110-149 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-248 |
116-223 |
| PP |
116-200 |
116-152 |
| S1 |
116-152 |
116-080 |
|