ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-285 |
114-080 |
0-115 |
0.3% |
112-070 |
| High |
114-085 |
114-180 |
0-095 |
0.3% |
114-065 |
| Low |
113-170 |
113-280 |
0-110 |
0.3% |
112-025 |
| Close |
114-070 |
114-115 |
0-045 |
0.1% |
113-265 |
| Range |
0-235 |
0-220 |
-0-015 |
-6.4% |
2-040 |
| ATR |
0-291 |
0-286 |
-0-005 |
-1.7% |
0-000 |
| Volume |
1,232,191 |
958,065 |
-274,126 |
-22.2% |
4,355,163 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-105 |
116-010 |
114-236 |
|
| R3 |
115-205 |
115-110 |
114-176 |
|
| R2 |
114-305 |
114-305 |
114-155 |
|
| R1 |
114-210 |
114-210 |
114-135 |
114-258 |
| PP |
114-085 |
114-085 |
114-085 |
114-109 |
| S1 |
113-310 |
113-310 |
114-095 |
114-038 |
| S2 |
113-185 |
113-185 |
114-075 |
|
| S3 |
112-285 |
113-090 |
114-054 |
|
| S4 |
112-065 |
112-190 |
113-314 |
|
|
| 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 |
113-165 |
1-025 |
0.9% |
0-230 |
0.6% |
78% |
False |
False |
1,022,515 |
| 10 |
114-190 |
111-280 |
2-230 |
2.4% |
0-258 |
0.7% |
91% |
False |
False |
940,050 |
| 20 |
114-190 |
111-010 |
3-180 |
3.1% |
0-308 |
0.8% |
93% |
False |
False |
980,542 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-296 |
0.8% |
82% |
False |
False |
710,860 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-283 |
0.8% |
56% |
False |
False |
476,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-155 |
|
2.618 |
116-116 |
|
1.618 |
115-216 |
|
1.000 |
115-080 |
|
0.618 |
114-316 |
|
HIGH |
114-180 |
|
0.618 |
114-096 |
|
0.500 |
114-070 |
|
0.382 |
114-044 |
|
LOW |
113-280 |
|
0.618 |
113-144 |
|
1.000 |
113-060 |
|
1.618 |
112-244 |
|
2.618 |
112-024 |
|
4.250 |
110-305 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-100 |
114-083 |
| PP |
114-085 |
114-052 |
| S1 |
114-070 |
114-020 |
|