ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
118-155 |
117-220 |
-0-255 |
-0.7% |
117-100 |
| High |
118-315 |
117-225 |
-1-090 |
-1.1% |
119-115 |
| Low |
117-165 |
115-035 |
-2-130 |
-2.0% |
115-035 |
| Close |
118-155 |
115-205 |
-2-270 |
-2.4% |
115-205 |
| Range |
1-150 |
2-190 |
1-040 |
76.6% |
4-080 |
| ATR |
1-076 |
1-125 |
0-049 |
12.3% |
0-000 |
| Volume |
1,190,016 |
1,139,831 |
-50,185 |
-4.2% |
6,387,483 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-298 |
122-122 |
117-022 |
|
| R3 |
121-108 |
119-252 |
116-113 |
|
| R2 |
118-238 |
118-238 |
116-037 |
|
| R1 |
117-062 |
117-062 |
115-281 |
116-215 |
| PP |
116-048 |
116-048 |
116-048 |
115-285 |
| S1 |
114-192 |
114-192 |
115-129 |
114-025 |
| S2 |
113-178 |
113-178 |
115-053 |
|
| S3 |
110-308 |
112-002 |
114-297 |
|
| S4 |
108-118 |
109-132 |
114-068 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-145 |
126-255 |
117-313 |
|
| R3 |
125-065 |
122-175 |
116-259 |
|
| R2 |
120-305 |
120-305 |
116-134 |
|
| R1 |
118-095 |
118-095 |
116-010 |
117-160 |
| PP |
116-225 |
116-225 |
116-225 |
116-098 |
| S1 |
114-015 |
114-015 |
115-080 |
113-080 |
| S2 |
112-145 |
112-145 |
114-276 |
|
| S3 |
108-065 |
109-255 |
114-151 |
|
| S4 |
103-305 |
105-175 |
113-097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-115 |
115-035 |
4-080 |
3.7% |
2-003 |
1.7% |
13% |
False |
True |
1,277,496 |
| 10 |
119-115 |
114-240 |
4-195 |
4.0% |
1-197 |
1.4% |
19% |
False |
False |
1,270,390 |
| 20 |
119-115 |
114-170 |
4-265 |
4.2% |
1-080 |
1.1% |
23% |
False |
False |
936,014 |
| 40 |
119-115 |
112-040 |
7-075 |
6.3% |
1-003 |
0.9% |
49% |
False |
False |
476,788 |
| 60 |
119-115 |
111-180 |
7-255 |
6.7% |
0-298 |
0.8% |
52% |
False |
False |
318,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-232 |
|
2.618 |
124-158 |
|
1.618 |
121-288 |
|
1.000 |
120-095 |
|
0.618 |
119-098 |
|
HIGH |
117-225 |
|
0.618 |
116-228 |
|
0.500 |
116-130 |
|
0.382 |
116-032 |
|
LOW |
115-035 |
|
0.618 |
113-162 |
|
1.000 |
112-165 |
|
1.618 |
110-292 |
|
2.618 |
108-102 |
|
4.250 |
104-028 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-130 |
117-028 |
| PP |
116-048 |
116-193 |
| S1 |
115-287 |
116-039 |
|