ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
115-190 |
114-265 |
-0-245 |
-0.7% |
114-190 |
| High |
115-245 |
115-000 |
-0-245 |
-0.7% |
115-280 |
| Low |
114-205 |
113-235 |
-0-290 |
-0.8% |
114-055 |
| Close |
114-280 |
113-285 |
-0-315 |
-0.9% |
114-135 |
| Range |
1-040 |
1-085 |
0-045 |
12.5% |
1-225 |
| ATR |
0-318 |
1-005 |
0-006 |
1.9% |
0-000 |
| Volume |
1,203,722 |
1,168,307 |
-35,415 |
-2.9% |
4,895,299 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-002 |
117-068 |
114-188 |
|
| R3 |
116-237 |
115-303 |
114-076 |
|
| R2 |
115-152 |
115-152 |
114-039 |
|
| R1 |
114-218 |
114-218 |
114-002 |
114-142 |
| PP |
114-067 |
114-067 |
114-067 |
114-029 |
| S1 |
113-133 |
113-133 |
113-248 |
113-058 |
| S2 |
112-302 |
112-302 |
113-211 |
|
| S3 |
111-217 |
112-048 |
113-174 |
|
| S4 |
110-132 |
110-283 |
113-062 |
|
|
| 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 |
113-235 |
2-105 |
2.0% |
1-108 |
1.2% |
7% |
False |
True |
1,213,584 |
| 10 |
116-020 |
113-235 |
2-105 |
2.0% |
1-024 |
0.9% |
7% |
False |
True |
1,084,440 |
| 20 |
116-020 |
111-230 |
4-110 |
3.8% |
0-307 |
0.8% |
50% |
False |
False |
1,011,636 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-319 |
0.9% |
57% |
False |
False |
947,652 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-302 |
0.8% |
57% |
False |
False |
640,437 |
| 80 |
117-190 |
111-010 |
6-180 |
5.8% |
0-273 |
0.7% |
44% |
False |
False |
480,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-121 |
|
2.618 |
118-100 |
|
1.618 |
117-015 |
|
1.000 |
116-085 |
|
0.618 |
115-250 |
|
HIGH |
115-000 |
|
0.618 |
114-165 |
|
0.500 |
114-118 |
|
0.382 |
114-070 |
|
LOW |
113-235 |
|
0.618 |
112-305 |
|
1.000 |
112-150 |
|
1.618 |
111-220 |
|
2.618 |
110-135 |
|
4.250 |
108-114 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-118 |
114-288 |
| PP |
114-067 |
114-180 |
| S1 |
114-016 |
114-072 |
|