ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
113-285 |
-0-005 |
0.0% |
112-070 |
| High |
114-055 |
114-190 |
0-135 |
0.4% |
114-065 |
| Low |
113-185 |
113-225 |
0-040 |
0.1% |
112-025 |
| Close |
113-295 |
113-280 |
-0-015 |
0.0% |
113-265 |
| Range |
0-190 |
0-285 |
0-095 |
50.0% |
2-040 |
| ATR |
0-296 |
0-295 |
-0-001 |
-0.3% |
0-000 |
| Volume |
963,868 |
901,542 |
-62,326 |
-6.5% |
4,355,163 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-233 |
116-062 |
114-117 |
|
| R3 |
115-268 |
115-097 |
114-038 |
|
| R2 |
114-303 |
114-303 |
114-012 |
|
| R1 |
114-132 |
114-132 |
113-306 |
114-075 |
| PP |
114-018 |
114-018 |
114-018 |
113-310 |
| S1 |
113-167 |
113-167 |
113-254 |
113-110 |
| S2 |
113-053 |
113-053 |
113-228 |
|
| S3 |
112-088 |
112-202 |
113-202 |
|
| S4 |
111-123 |
111-237 |
113-123 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-238 |
118-292 |
114-319 |
|
| R3 |
117-198 |
116-252 |
114-132 |
|
| R2 |
115-158 |
115-158 |
114-070 |
|
| R1 |
114-212 |
114-212 |
114-007 |
115-025 |
| PP |
113-118 |
113-118 |
113-118 |
113-185 |
| S1 |
112-172 |
112-172 |
113-203 |
112-305 |
| S2 |
111-078 |
111-078 |
113-140 |
|
| S3 |
109-038 |
110-132 |
113-078 |
|
| S4 |
106-318 |
108-092 |
112-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
112-025 |
2-165 |
2.2% |
0-278 |
0.8% |
71% |
True |
False |
941,679 |
| 10 |
114-190 |
111-205 |
2-305 |
2.6% |
0-276 |
0.8% |
76% |
True |
False |
910,101 |
| 20 |
114-190 |
111-010 |
3-180 |
3.1% |
0-314 |
0.9% |
80% |
True |
False |
1,028,708 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-299 |
0.8% |
70% |
False |
False |
657,024 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-282 |
0.8% |
48% |
False |
False |
439,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-121 |
|
2.618 |
116-296 |
|
1.618 |
116-011 |
|
1.000 |
115-155 |
|
0.618 |
115-046 |
|
HIGH |
114-190 |
|
0.618 |
114-081 |
|
0.500 |
114-048 |
|
0.382 |
114-014 |
|
LOW |
113-225 |
|
0.618 |
113-049 |
|
1.000 |
112-260 |
|
1.618 |
112-084 |
|
2.618 |
111-119 |
|
4.250 |
109-294 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-048 |
114-018 |
| PP |
114-018 |
113-318 |
| S1 |
113-309 |
113-299 |
|