ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
115-035 |
114-275 |
-0-080 |
-0.2% |
117-100 |
| High |
115-155 |
115-210 |
0-055 |
0.1% |
119-115 |
| Low |
114-185 |
114-185 |
0-000 |
0.0% |
115-035 |
| Close |
114-275 |
115-075 |
0-120 |
0.3% |
115-205 |
| Range |
0-290 |
1-025 |
0-055 |
19.0% |
4-080 |
| ATR |
1-108 |
1-102 |
-0-006 |
-1.4% |
0-000 |
| Volume |
828,022 |
909,342 |
81,320 |
9.8% |
6,387,483 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-125 |
117-285 |
115-265 |
|
| R3 |
117-100 |
116-260 |
115-170 |
|
| R2 |
116-075 |
116-075 |
115-138 |
|
| R1 |
115-235 |
115-235 |
115-107 |
115-315 |
| PP |
115-050 |
115-050 |
115-050 |
115-090 |
| S1 |
114-210 |
114-210 |
115-043 |
114-290 |
| S2 |
114-025 |
114-025 |
115-012 |
|
| S3 |
113-000 |
113-185 |
114-300 |
|
| S4 |
111-295 |
112-160 |
114-205 |
|
|
| 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 |
118-315 |
114-165 |
4-150 |
3.9% |
1-139 |
1.2% |
16% |
False |
False |
1,054,503 |
| 10 |
119-115 |
114-165 |
4-270 |
4.2% |
1-166 |
1.3% |
15% |
False |
False |
1,187,389 |
| 20 |
119-115 |
114-165 |
4-270 |
4.2% |
1-094 |
1.1% |
15% |
False |
False |
1,058,686 |
| 40 |
119-115 |
112-070 |
7-045 |
6.2% |
1-008 |
0.9% |
42% |
False |
False |
549,938 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
0-307 |
0.8% |
47% |
False |
False |
367,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-076 |
|
2.618 |
118-153 |
|
1.618 |
117-128 |
|
1.000 |
116-235 |
|
0.618 |
116-103 |
|
HIGH |
115-210 |
|
0.618 |
115-078 |
|
0.500 |
115-038 |
|
0.382 |
114-317 |
|
LOW |
114-185 |
|
0.618 |
113-292 |
|
1.000 |
113-160 |
|
1.618 |
112-267 |
|
2.618 |
111-242 |
|
4.250 |
109-319 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-062 |
115-059 |
| PP |
115-050 |
115-043 |
| S1 |
115-038 |
115-028 |
|