ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
116-150 |
117-100 |
0-270 |
0.7% |
115-250 |
| High |
116-280 |
118-230 |
1-270 |
1.6% |
117-105 |
| Low |
115-250 |
116-280 |
1-030 |
0.9% |
114-240 |
| Close |
115-315 |
118-010 |
2-015 |
1.8% |
115-315 |
| Range |
1-030 |
1-270 |
0-240 |
68.6% |
2-185 |
| ATR |
0-307 |
1-027 |
0-041 |
13.2% |
0-000 |
| Volume |
1,260,986 |
1,303,595 |
42,609 |
3.4% |
6,316,425 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-130 |
122-180 |
119-014 |
|
| R3 |
121-180 |
120-230 |
118-172 |
|
| R2 |
119-230 |
119-230 |
118-118 |
|
| R1 |
118-280 |
118-280 |
118-064 |
119-095 |
| PP |
117-280 |
117-280 |
117-280 |
118-028 |
| S1 |
117-010 |
117-010 |
117-276 |
117-145 |
| S2 |
116-010 |
116-010 |
117-222 |
|
| S3 |
114-060 |
115-060 |
117-168 |
|
| S4 |
112-110 |
113-110 |
117-006 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-242 |
122-143 |
117-129 |
|
| R3 |
121-057 |
119-278 |
116-222 |
|
| R2 |
118-192 |
118-192 |
116-146 |
|
| R1 |
117-093 |
117-093 |
116-071 |
117-302 |
| PP |
116-007 |
116-007 |
116-007 |
116-111 |
| S1 |
114-228 |
114-228 |
115-239 |
115-118 |
| S2 |
113-142 |
113-142 |
115-164 |
|
| S3 |
110-277 |
112-043 |
115-088 |
|
| S4 |
108-092 |
109-178 |
114-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-230 |
115-250 |
2-300 |
2.5% |
1-073 |
1.0% |
77% |
True |
False |
1,277,036 |
| 10 |
118-230 |
114-240 |
3-310 |
3.4% |
1-074 |
1.0% |
83% |
True |
False |
1,118,747 |
| 20 |
118-230 |
114-170 |
4-060 |
3.5% |
0-308 |
0.8% |
84% |
True |
False |
690,133 |
| 40 |
118-230 |
111-180 |
7-050 |
6.1% |
0-281 |
0.7% |
90% |
True |
False |
349,842 |
| 60 |
118-230 |
110-290 |
7-260 |
6.6% |
0-268 |
0.7% |
91% |
True |
False |
233,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-178 |
|
2.618 |
123-175 |
|
1.618 |
121-225 |
|
1.000 |
120-180 |
|
0.618 |
119-275 |
|
HIGH |
118-230 |
|
0.618 |
118-005 |
|
0.500 |
117-255 |
|
0.382 |
117-185 |
|
LOW |
116-280 |
|
0.618 |
115-235 |
|
1.000 |
115-010 |
|
1.618 |
113-285 |
|
2.618 |
112-015 |
|
4.250 |
109-012 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-305 |
117-247 |
| PP |
117-280 |
117-163 |
| S1 |
117-255 |
117-080 |
|