ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-215 |
115-210 |
-0-005 |
0.0% |
114-190 |
| High |
115-280 |
115-250 |
-0-030 |
-0.1% |
115-280 |
| Low |
115-100 |
114-065 |
-1-035 |
-1.0% |
114-055 |
| Close |
115-215 |
114-135 |
-1-080 |
-1.1% |
114-135 |
| Range |
0-180 |
1-185 |
1-005 |
180.6% |
1-225 |
| ATR |
0-280 |
0-296 |
0-016 |
5.7% |
0-000 |
| Volume |
930,863 |
1,076,881 |
146,018 |
15.7% |
4,895,299 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-172 |
118-178 |
115-093 |
|
| R3 |
117-307 |
116-313 |
114-274 |
|
| R2 |
116-122 |
116-122 |
114-228 |
|
| R1 |
115-128 |
115-128 |
114-181 |
115-032 |
| PP |
114-257 |
114-257 |
114-257 |
114-209 |
| S1 |
113-263 |
113-263 |
114-089 |
113-168 |
| S2 |
113-072 |
113-072 |
114-042 |
|
| S3 |
111-207 |
112-078 |
113-316 |
|
| S4 |
110-022 |
110-213 |
113-177 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-298 |
118-282 |
115-115 |
|
| R3 |
118-073 |
117-057 |
114-285 |
|
| R2 |
116-168 |
116-168 |
114-235 |
|
| R1 |
115-152 |
115-152 |
114-185 |
115-048 |
| PP |
114-263 |
114-263 |
114-263 |
114-211 |
| S1 |
113-247 |
113-247 |
114-085 |
113-142 |
| S2 |
113-038 |
113-038 |
114-035 |
|
| S3 |
111-133 |
112-022 |
113-305 |
|
| S4 |
109-228 |
110-117 |
113-155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-280 |
114-055 |
1-225 |
1.5% |
0-317 |
0.9% |
15% |
False |
False |
979,059 |
| 10 |
115-280 |
113-165 |
2-115 |
2.1% |
0-274 |
0.7% |
38% |
False |
False |
1,000,787 |
| 20 |
115-280 |
111-010 |
4-270 |
4.2% |
0-276 |
0.8% |
70% |
False |
False |
947,453 |
| 40 |
115-280 |
111-010 |
4-270 |
4.2% |
0-302 |
0.8% |
70% |
False |
False |
829,979 |
| 60 |
115-280 |
111-010 |
4-270 |
4.2% |
0-292 |
0.8% |
70% |
False |
False |
557,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-156 |
|
2.618 |
119-292 |
|
1.618 |
118-107 |
|
1.000 |
117-115 |
|
0.618 |
116-242 |
|
HIGH |
115-250 |
|
0.618 |
115-057 |
|
0.500 |
114-318 |
|
0.382 |
114-258 |
|
LOW |
114-065 |
|
0.618 |
113-073 |
|
1.000 |
112-200 |
|
1.618 |
111-208 |
|
2.618 |
110-023 |
|
4.250 |
107-159 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-318 |
115-012 |
| PP |
114-257 |
114-267 |
| S1 |
114-196 |
114-201 |
|