ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
117-025 |
116-165 |
-0-180 |
-0.5% |
115-160 |
| High |
117-055 |
117-105 |
0-050 |
0.1% |
117-240 |
| Low |
116-050 |
116-130 |
0-080 |
0.2% |
114-315 |
| Close |
116-165 |
116-220 |
0-055 |
0.1% |
116-200 |
| Range |
1-005 |
0-295 |
-0-030 |
-9.2% |
2-245 |
| ATR |
0-304 |
0-304 |
-0-001 |
-0.2% |
0-000 |
| Volume |
1,149,126 |
1,282,755 |
133,629 |
11.6% |
3,567,453 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-017 |
117-062 |
|
| R3 |
118-208 |
118-042 |
116-301 |
|
| R2 |
117-233 |
117-233 |
116-274 |
|
| R1 |
117-067 |
117-067 |
116-247 |
117-150 |
| PP |
116-258 |
116-258 |
116-258 |
116-300 |
| S1 |
116-092 |
116-092 |
116-193 |
116-175 |
| S2 |
115-283 |
115-283 |
116-166 |
|
| S3 |
114-308 |
115-117 |
116-139 |
|
| S4 |
114-013 |
114-142 |
116-058 |
|
|
| 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% |
1-103 |
1.1% |
65% |
False |
False |
1,180,411 |
| 10 |
117-240 |
114-240 |
3-000 |
2.6% |
1-025 |
0.9% |
65% |
False |
False |
1,010,961 |
| 20 |
117-240 |
114-000 |
3-240 |
3.2% |
0-284 |
0.8% |
72% |
False |
False |
564,058 |
| 40 |
117-240 |
111-180 |
6-060 |
5.3% |
0-273 |
0.7% |
83% |
False |
False |
285,774 |
| 60 |
117-240 |
110-180 |
7-060 |
6.2% |
0-252 |
0.7% |
85% |
False |
False |
190,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-079 |
|
2.618 |
119-237 |
|
1.618 |
118-262 |
|
1.000 |
118-080 |
|
0.618 |
117-287 |
|
HIGH |
117-105 |
|
0.618 |
116-312 |
|
0.500 |
116-278 |
|
0.382 |
116-243 |
|
LOW |
116-130 |
|
0.618 |
115-268 |
|
1.000 |
115-155 |
|
1.618 |
114-293 |
|
2.618 |
113-318 |
|
4.250 |
112-156 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-278 |
116-209 |
| PP |
116-258 |
116-198 |
| S1 |
116-239 |
116-188 |
|