ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-310 |
115-040 |
0-050 |
0.1% |
113-290 |
| High |
115-120 |
115-245 |
0-125 |
0.3% |
114-190 |
| Low |
114-245 |
114-270 |
0-025 |
0.1% |
113-170 |
| Close |
115-075 |
115-160 |
0-085 |
0.2% |
114-115 |
| Range |
0-195 |
0-295 |
0-100 |
51.3% |
1-020 |
| ATR |
0-288 |
0-288 |
0-001 |
0.2% |
0-000 |
| Volume |
991,569 |
974,771 |
-16,798 |
-1.7% |
4,055,666 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-043 |
117-237 |
116-002 |
|
| R3 |
117-068 |
116-262 |
115-241 |
|
| R2 |
116-093 |
116-093 |
115-214 |
|
| R1 |
115-287 |
115-287 |
115-187 |
116-030 |
| PP |
115-118 |
115-118 |
115-118 |
115-150 |
| S1 |
114-312 |
114-312 |
115-133 |
115-055 |
| S2 |
114-143 |
114-143 |
115-106 |
|
| S3 |
113-168 |
114-017 |
115-079 |
|
| S4 |
112-193 |
113-042 |
114-318 |
|
|
| 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 |
115-245 |
113-170 |
2-075 |
1.9% |
0-271 |
0.7% |
88% |
True |
False |
1,015,562 |
| 10 |
115-245 |
112-025 |
3-220 |
3.2% |
0-274 |
0.7% |
93% |
True |
False |
978,621 |
| 20 |
115-245 |
111-010 |
4-235 |
4.1% |
0-283 |
0.8% |
94% |
True |
False |
949,518 |
| 40 |
115-245 |
111-010 |
4-235 |
4.1% |
0-300 |
0.8% |
94% |
True |
False |
781,981 |
| 60 |
115-290 |
111-010 |
4-280 |
4.2% |
0-289 |
0.8% |
92% |
False |
False |
524,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-219 |
|
2.618 |
118-057 |
|
1.618 |
117-082 |
|
1.000 |
116-220 |
|
0.618 |
116-107 |
|
HIGH |
115-245 |
|
0.618 |
115-132 |
|
0.500 |
115-098 |
|
0.382 |
115-063 |
|
LOW |
114-270 |
|
0.618 |
114-088 |
|
1.000 |
113-295 |
|
1.618 |
113-113 |
|
2.618 |
112-138 |
|
4.250 |
110-296 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-139 |
115-103 |
| PP |
115-118 |
115-047 |
| S1 |
115-098 |
114-310 |
|