ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-140 |
114-160 |
0-020 |
0.1% |
115-090 |
| High |
115-025 |
118-000 |
2-295 |
2.5% |
115-210 |
| Low |
114-100 |
114-090 |
-0-010 |
0.0% |
114-005 |
| Close |
114-260 |
116-185 |
1-245 |
1.5% |
114-260 |
| Range |
0-245 |
3-230 |
2-305 |
385.7% |
1-205 |
| ATR |
1-088 |
1-144 |
0-056 |
13.7% |
0-000 |
| Volume |
870,787 |
607,197 |
-263,590 |
-30.3% |
4,551,588 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-142 |
125-233 |
118-200 |
|
| R3 |
123-232 |
122-003 |
117-192 |
|
| R2 |
120-002 |
120-002 |
117-083 |
|
| R1 |
118-093 |
118-093 |
116-294 |
119-048 |
| PP |
116-092 |
116-092 |
116-092 |
116-229 |
| S1 |
114-183 |
114-183 |
116-076 |
115-138 |
| S2 |
112-182 |
112-182 |
115-287 |
|
| S3 |
108-272 |
110-273 |
115-178 |
|
| S4 |
105-042 |
107-043 |
114-170 |
|
|
| 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 |
118-000 |
114-005 |
3-315 |
3.4% |
1-167 |
1.3% |
64% |
True |
False |
790,695 |
| 10 |
119-115 |
114-005 |
5-110 |
4.6% |
1-222 |
1.5% |
48% |
False |
False |
1,024,267 |
| 20 |
119-115 |
114-005 |
5-110 |
4.6% |
1-148 |
1.3% |
48% |
False |
False |
1,071,507 |
| 40 |
119-115 |
112-270 |
6-165 |
5.6% |
1-032 |
0.9% |
57% |
False |
False |
604,929 |
| 60 |
119-115 |
111-180 |
7-255 |
6.7% |
1-009 |
0.9% |
64% |
False |
False |
404,075 |
| 80 |
119-115 |
109-270 |
9-165 |
8.2% |
0-278 |
0.7% |
71% |
False |
False |
303,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-258 |
|
2.618 |
127-235 |
|
1.618 |
124-005 |
|
1.000 |
121-230 |
|
0.618 |
120-095 |
|
HIGH |
118-000 |
|
0.618 |
116-185 |
|
0.500 |
116-045 |
|
0.382 |
115-225 |
|
LOW |
114-090 |
|
0.618 |
111-315 |
|
1.000 |
110-180 |
|
1.618 |
108-085 |
|
2.618 |
104-175 |
|
4.250 |
98-152 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-138 |
116-124 |
| PP |
116-092 |
116-063 |
| S1 |
116-045 |
116-002 |
|