ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-315 |
114-140 |
-0-175 |
-0.5% |
115-090 |
| High |
115-050 |
115-025 |
-0-025 |
-0.1% |
115-210 |
| Low |
114-005 |
114-100 |
0-095 |
0.3% |
114-005 |
| Close |
114-110 |
114-260 |
0-150 |
0.4% |
114-260 |
| Range |
1-045 |
0-245 |
-0-120 |
-32.9% |
1-205 |
| ATR |
1-100 |
1-088 |
-0-013 |
-3.0% |
0-000 |
| Volume |
738,129 |
870,787 |
132,658 |
18.0% |
4,551,588 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-010 |
116-220 |
115-075 |
|
| R3 |
116-085 |
115-295 |
115-007 |
|
| R2 |
115-160 |
115-160 |
114-305 |
|
| R1 |
115-050 |
115-050 |
114-282 |
115-105 |
| PP |
114-235 |
114-235 |
114-235 |
114-262 |
| S1 |
114-125 |
114-125 |
114-238 |
114-180 |
| S2 |
113-310 |
113-310 |
114-215 |
|
| S3 |
113-065 |
113-200 |
114-193 |
|
| S4 |
112-140 |
112-275 |
114-125 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-240 |
118-295 |
115-229 |
|
| R3 |
118-035 |
117-090 |
115-084 |
|
| R2 |
116-150 |
116-150 |
115-036 |
|
| R1 |
115-205 |
115-205 |
114-308 |
115-075 |
| PP |
114-265 |
114-265 |
114-265 |
114-200 |
| S1 |
114-000 |
114-000 |
114-212 |
113-190 |
| S2 |
113-060 |
113-060 |
114-164 |
|
| S3 |
111-175 |
112-115 |
114-116 |
|
| S4 |
109-290 |
110-230 |
113-291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-210 |
114-005 |
1-205 |
1.4% |
1-001 |
0.9% |
49% |
False |
False |
910,317 |
| 10 |
119-115 |
114-005 |
5-110 |
4.7% |
1-162 |
1.3% |
15% |
False |
False |
1,093,907 |
| 20 |
119-115 |
114-005 |
5-110 |
4.7% |
1-102 |
1.1% |
15% |
False |
False |
1,080,005 |
| 40 |
119-115 |
112-270 |
6-165 |
5.7% |
1-007 |
0.9% |
30% |
False |
False |
590,009 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
0-312 |
0.8% |
42% |
False |
False |
393,964 |
| 80 |
119-115 |
109-270 |
9-165 |
8.3% |
0-263 |
0.7% |
52% |
False |
False |
295,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-106 |
|
2.618 |
117-026 |
|
1.618 |
116-101 |
|
1.000 |
115-270 |
|
0.618 |
115-176 |
|
HIGH |
115-025 |
|
0.618 |
114-251 |
|
0.500 |
114-222 |
|
0.382 |
114-194 |
|
LOW |
114-100 |
|
0.618 |
113-269 |
|
1.000 |
113-175 |
|
1.618 |
113-024 |
|
2.618 |
112-099 |
|
4.250 |
111-019 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-248 |
114-268 |
| PP |
114-235 |
114-265 |
| S1 |
114-222 |
114-262 |
|