ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
116-195 |
2-035 |
1.8% |
115-090 |
| High |
118-000 |
116-255 |
-1-065 |
-1.0% |
115-210 |
| Low |
114-090 |
114-140 |
0-050 |
0.1% |
114-005 |
| Close |
116-185 |
114-200 |
-1-305 |
-1.7% |
114-260 |
| Range |
3-230 |
2-115 |
-1-115 |
-36.6% |
1-205 |
| ATR |
1-144 |
1-164 |
0-021 |
4.5% |
0-000 |
| Volume |
607,197 |
957,117 |
349,920 |
57.6% |
4,551,588 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-117 |
120-273 |
115-295 |
|
| R3 |
120-002 |
118-158 |
115-088 |
|
| R2 |
117-207 |
117-207 |
115-018 |
|
| R1 |
116-043 |
116-043 |
114-269 |
115-228 |
| PP |
115-092 |
115-092 |
115-092 |
115-024 |
| S1 |
113-248 |
113-248 |
114-131 |
113-112 |
| S2 |
112-297 |
112-297 |
114-062 |
|
| S3 |
110-182 |
111-133 |
113-312 |
|
| S4 |
108-067 |
109-018 |
113-105 |
|
|
| 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 |
3.5% |
1-260 |
1.6% |
15% |
False |
False |
816,514 |
| 10 |
119-020 |
114-005 |
5-015 |
4.4% |
1-228 |
1.5% |
12% |
False |
False |
998,958 |
| 20 |
119-115 |
114-005 |
5-110 |
4.7% |
1-164 |
1.3% |
11% |
False |
False |
1,084,765 |
| 40 |
119-115 |
112-270 |
6-165 |
5.7% |
1-046 |
1.0% |
27% |
False |
False |
628,553 |
| 60 |
119-115 |
111-180 |
7-255 |
6.8% |
1-016 |
0.9% |
39% |
False |
False |
420,026 |
| 80 |
119-115 |
109-270 |
9-165 |
8.3% |
0-287 |
0.8% |
50% |
False |
False |
315,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-264 |
|
2.618 |
122-312 |
|
1.618 |
120-197 |
|
1.000 |
119-050 |
|
0.618 |
118-082 |
|
HIGH |
116-255 |
|
0.618 |
115-287 |
|
0.500 |
115-198 |
|
0.382 |
115-108 |
|
LOW |
114-140 |
|
0.618 |
112-313 |
|
1.000 |
112-025 |
|
1.618 |
110-198 |
|
2.618 |
108-083 |
|
4.250 |
104-131 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-198 |
116-045 |
| PP |
115-092 |
115-203 |
| S1 |
114-306 |
115-042 |
|