ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-075 |
113-190 |
-0-205 |
-0.6% |
114-050 |
| High |
114-145 |
114-020 |
-0-125 |
-0.3% |
116-020 |
| Low |
113-140 |
113-105 |
-0-035 |
-0.1% |
113-140 |
| Close |
113-195 |
113-245 |
0-050 |
0.1% |
113-195 |
| Range |
1-005 |
0-235 |
-0-090 |
-27.7% |
2-200 |
| ATR |
1-005 |
0-318 |
-0-006 |
-2.0% |
0-000 |
| Volume |
1,171,065 |
1,086,041 |
-85,024 |
-7.3% |
6,162,104 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-295 |
115-185 |
114-054 |
|
| R3 |
115-060 |
114-270 |
113-310 |
|
| R2 |
114-145 |
114-145 |
113-288 |
|
| R1 |
114-035 |
114-035 |
113-267 |
114-090 |
| PP |
113-230 |
113-230 |
113-230 |
113-258 |
| S1 |
113-120 |
113-120 |
113-223 |
113-175 |
| S2 |
112-315 |
112-315 |
113-202 |
|
| S3 |
112-080 |
112-205 |
113-180 |
|
| S4 |
111-165 |
111-290 |
113-116 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
120-177 |
115-017 |
|
| R3 |
119-198 |
117-297 |
114-106 |
|
| R2 |
116-318 |
116-318 |
114-029 |
|
| R1 |
115-097 |
115-097 |
113-272 |
114-268 |
| PP |
114-118 |
114-118 |
114-118 |
114-044 |
| S1 |
112-217 |
112-217 |
113-118 |
112-068 |
| S2 |
111-238 |
111-238 |
113-041 |
|
| S3 |
109-038 |
110-017 |
112-284 |
|
| S4 |
106-158 |
107-137 |
112-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-020 |
113-105 |
2-235 |
2.4% |
1-016 |
0.9% |
16% |
False |
True |
1,171,653 |
| 10 |
116-020 |
113-105 |
2-235 |
2.4% |
1-017 |
0.9% |
16% |
False |
True |
1,122,222 |
| 20 |
116-020 |
112-025 |
3-315 |
3.5% |
0-306 |
0.8% |
42% |
False |
False |
1,027,713 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-314 |
0.9% |
54% |
False |
False |
996,480 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-301 |
0.8% |
54% |
False |
False |
677,893 |
| 80 |
117-190 |
111-010 |
6-180 |
5.8% |
0-276 |
0.8% |
42% |
False |
False |
508,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-059 |
|
2.618 |
115-315 |
|
1.618 |
115-080 |
|
1.000 |
114-255 |
|
0.618 |
114-165 |
|
HIGH |
114-020 |
|
0.618 |
113-250 |
|
0.500 |
113-222 |
|
0.382 |
113-195 |
|
LOW |
113-105 |
|
0.618 |
112-280 |
|
1.000 |
112-190 |
|
1.618 |
112-045 |
|
2.618 |
111-130 |
|
4.250 |
110-066 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-238 |
114-052 |
| PP |
113-230 |
114-010 |
| S1 |
113-222 |
113-288 |
|