ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-035 |
115-190 |
0-155 |
0.4% |
114-190 |
| High |
116-020 |
115-245 |
-0-095 |
-0.3% |
115-280 |
| Low |
114-305 |
114-205 |
-0-100 |
-0.3% |
114-055 |
| Close |
115-135 |
114-280 |
-0-175 |
-0.5% |
114-135 |
| Range |
1-035 |
1-040 |
0-005 |
1.4% |
1-225 |
| ATR |
0-315 |
0-318 |
0-003 |
1.0% |
0-000 |
| Volume |
1,229,133 |
1,203,722 |
-25,411 |
-2.1% |
4,895,299 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-150 |
117-255 |
115-158 |
|
| R3 |
117-110 |
116-215 |
115-059 |
|
| R2 |
116-070 |
116-070 |
115-026 |
|
| R1 |
115-175 |
115-175 |
114-313 |
115-102 |
| PP |
115-030 |
115-030 |
115-030 |
114-314 |
| S1 |
114-135 |
114-135 |
114-247 |
114-062 |
| S2 |
113-310 |
113-310 |
114-214 |
|
| S3 |
112-270 |
113-095 |
114-181 |
|
| S4 |
111-230 |
112-055 |
114-082 |
|
|
| 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% |
1-063 |
1.0% |
48% |
False |
False |
1,166,095 |
| 10 |
116-020 |
113-170 |
2-170 |
2.2% |
1-007 |
0.9% |
53% |
False |
False |
1,090,828 |
| 20 |
116-020 |
111-205 |
4-135 |
3.8% |
0-302 |
0.8% |
73% |
False |
False |
1,000,464 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-314 |
0.9% |
76% |
False |
False |
921,338 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-300 |
0.8% |
76% |
False |
False |
621,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-175 |
|
2.618 |
118-227 |
|
1.618 |
117-187 |
|
1.000 |
116-285 |
|
0.618 |
116-147 |
|
HIGH |
115-245 |
|
0.618 |
115-107 |
|
0.500 |
115-065 |
|
0.382 |
115-023 |
|
LOW |
114-205 |
|
0.618 |
113-303 |
|
1.000 |
113-165 |
|
1.618 |
112-263 |
|
2.618 |
111-223 |
|
4.250 |
109-275 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-065 |
114-295 |
| PP |
115-030 |
114-290 |
| S1 |
114-315 |
114-285 |
|