ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
115-035 |
0-305 |
0.8% |
114-190 |
| High |
115-125 |
116-020 |
0-215 |
0.6% |
115-280 |
| Low |
113-250 |
114-305 |
1-055 |
1.0% |
114-055 |
| Close |
114-310 |
115-135 |
0-145 |
0.4% |
114-135 |
| Range |
1-195 |
1-035 |
-0-160 |
-31.1% |
1-225 |
| ATR |
0-312 |
0-315 |
0-003 |
1.0% |
0-000 |
| Volume |
1,389,877 |
1,229,133 |
-160,744 |
-11.6% |
4,895,299 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-258 |
118-072 |
116-010 |
|
| R3 |
117-223 |
117-037 |
115-233 |
|
| R2 |
116-188 |
116-188 |
115-200 |
|
| R1 |
116-002 |
116-002 |
115-168 |
116-095 |
| PP |
115-153 |
115-153 |
115-153 |
115-200 |
| S1 |
114-287 |
114-287 |
115-102 |
115-060 |
| S2 |
114-118 |
114-118 |
115-070 |
|
| S3 |
113-083 |
113-252 |
115-037 |
|
| S4 |
112-048 |
112-217 |
114-260 |
|
|
| 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 |
116-020 |
113-250 |
2-090 |
2.0% |
1-050 |
1.0% |
72% |
True |
False |
1,120,305 |
| 10 |
116-020 |
113-170 |
2-170 |
2.2% |
1-000 |
0.9% |
75% |
True |
False |
1,060,610 |
| 20 |
116-020 |
111-055 |
4-285 |
4.2% |
0-297 |
0.8% |
87% |
True |
False |
972,553 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-311 |
0.8% |
87% |
True |
False |
892,849 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-296 |
0.8% |
87% |
True |
False |
601,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-249 |
|
2.618 |
118-309 |
|
1.618 |
117-274 |
|
1.000 |
117-055 |
|
0.618 |
116-239 |
|
HIGH |
116-020 |
|
0.618 |
115-204 |
|
0.500 |
115-162 |
|
0.382 |
115-121 |
|
LOW |
114-305 |
|
0.618 |
114-086 |
|
1.000 |
113-270 |
|
1.618 |
113-051 |
|
2.618 |
112-016 |
|
4.250 |
110-076 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-162 |
115-082 |
| PP |
115-153 |
115-028 |
| S1 |
115-144 |
114-295 |
|