ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-190 |
114-310 |
0-120 |
0.3% |
113-290 |
| High |
115-145 |
115-120 |
-0-025 |
-0.1% |
114-190 |
| Low |
114-055 |
114-245 |
0-190 |
0.5% |
113-170 |
| Close |
114-270 |
115-075 |
0-125 |
0.3% |
114-115 |
| Range |
1-090 |
0-195 |
-0-215 |
-52.4% |
1-020 |
| ATR |
0-295 |
0-288 |
-0-007 |
-2.4% |
0-000 |
| Volume |
921,215 |
991,569 |
70,354 |
7.6% |
4,055,666 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-305 |
116-225 |
115-182 |
|
| R3 |
116-110 |
116-030 |
115-129 |
|
| R2 |
115-235 |
115-235 |
115-111 |
|
| R1 |
115-155 |
115-155 |
115-093 |
115-195 |
| PP |
115-040 |
115-040 |
115-040 |
115-060 |
| S1 |
114-280 |
114-280 |
115-057 |
115-000 |
| S2 |
114-165 |
114-165 |
115-039 |
|
| S3 |
113-290 |
114-085 |
115-021 |
|
| S4 |
113-095 |
113-210 |
114-288 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-112 |
116-293 |
114-302 |
|
| R3 |
116-092 |
115-273 |
114-208 |
|
| R2 |
115-072 |
115-072 |
114-177 |
|
| R1 |
114-253 |
114-253 |
114-146 |
115-002 |
| PP |
114-052 |
114-052 |
114-052 |
114-086 |
| S1 |
113-233 |
113-233 |
114-084 |
113-302 |
| S2 |
113-032 |
113-032 |
114-053 |
|
| S3 |
112-012 |
112-213 |
114-022 |
|
| S4 |
110-312 |
111-193 |
113-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-145 |
113-170 |
1-295 |
1.7% |
0-269 |
0.7% |
89% |
False |
False |
1,000,916 |
| 10 |
115-145 |
112-025 |
3-120 |
2.9% |
0-278 |
0.8% |
94% |
False |
False |
946,640 |
| 20 |
115-145 |
111-010 |
4-135 |
3.8% |
0-286 |
0.8% |
95% |
False |
False |
958,599 |
| 40 |
115-145 |
111-010 |
4-135 |
3.8% |
0-303 |
0.8% |
95% |
False |
False |
757,809 |
| 60 |
116-300 |
111-010 |
5-290 |
5.1% |
0-291 |
0.8% |
71% |
False |
False |
508,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-309 |
|
2.618 |
116-311 |
|
1.618 |
116-116 |
|
1.000 |
115-315 |
|
0.618 |
115-241 |
|
HIGH |
115-120 |
|
0.618 |
115-046 |
|
0.500 |
115-022 |
|
0.382 |
114-319 |
|
LOW |
114-245 |
|
0.618 |
114-124 |
|
1.000 |
114-050 |
|
1.618 |
113-249 |
|
2.618 |
113-054 |
|
4.250 |
112-056 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-058 |
115-014 |
| PP |
115-040 |
114-273 |
| S1 |
115-022 |
114-212 |
|