ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-015 |
118-155 |
0-140 |
0.4% |
115-250 |
| High |
119-020 |
118-315 |
-0-025 |
-0.1% |
117-105 |
| Low |
117-025 |
117-165 |
0-140 |
0.4% |
114-240 |
| Close |
118-180 |
118-155 |
-0-025 |
-0.1% |
115-315 |
| Range |
1-315 |
1-150 |
-0-165 |
-26.0% |
2-185 |
| ATR |
1-071 |
1-076 |
0-006 |
1.5% |
0-000 |
| Volume |
1,543,836 |
1,190,016 |
-353,820 |
-22.9% |
6,316,425 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-235 |
122-025 |
119-094 |
|
| R3 |
121-085 |
120-195 |
118-284 |
|
| R2 |
119-255 |
119-255 |
118-241 |
|
| R1 |
119-045 |
119-045 |
118-198 |
119-070 |
| PP |
118-105 |
118-105 |
118-105 |
118-118 |
| S1 |
117-215 |
117-215 |
118-112 |
117-240 |
| S2 |
116-275 |
116-275 |
118-069 |
|
| S3 |
115-125 |
116-065 |
118-026 |
|
| S4 |
113-295 |
114-235 |
117-216 |
|
|
| 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 |
119-115 |
115-250 |
3-185 |
3.0% |
1-227 |
1.4% |
76% |
False |
False |
1,301,727 |
| 10 |
119-115 |
114-240 |
4-195 |
3.9% |
1-165 |
1.3% |
81% |
False |
False |
1,241,069 |
| 20 |
119-115 |
114-170 |
4-265 |
4.1% |
1-051 |
1.0% |
82% |
False |
False |
882,785 |
| 40 |
119-115 |
112-010 |
7-105 |
6.2% |
0-310 |
0.8% |
88% |
False |
False |
448,401 |
| 60 |
119-115 |
110-300 |
8-135 |
7.1% |
0-288 |
0.8% |
90% |
False |
False |
299,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-072 |
|
2.618 |
122-265 |
|
1.618 |
121-115 |
|
1.000 |
120-145 |
|
0.618 |
119-285 |
|
HIGH |
118-315 |
|
0.618 |
118-135 |
|
0.500 |
118-080 |
|
0.382 |
118-025 |
|
LOW |
117-165 |
|
0.618 |
116-195 |
|
1.000 |
116-015 |
|
1.618 |
115-045 |
|
2.618 |
113-215 |
|
4.250 |
111-088 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-127 |
| PP |
118-105 |
118-098 |
| S1 |
118-080 |
118-070 |
|