ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-190 |
113-295 |
0-105 |
0.3% |
114-050 |
| High |
114-020 |
114-090 |
0-070 |
0.2% |
116-020 |
| Low |
113-105 |
113-080 |
-0-025 |
-0.1% |
113-140 |
| Close |
113-245 |
113-150 |
-0-095 |
-0.3% |
113-195 |
| Range |
0-235 |
1-010 |
0-095 |
40.4% |
2-200 |
| ATR |
0-318 |
0-319 |
0-001 |
0.3% |
0-000 |
| Volume |
1,086,041 |
718,554 |
-367,487 |
-33.8% |
6,162,104 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-243 |
116-047 |
114-012 |
|
| R3 |
115-233 |
115-037 |
113-241 |
|
| R2 |
114-223 |
114-223 |
113-210 |
|
| R1 |
114-027 |
114-027 |
113-180 |
113-280 |
| PP |
113-213 |
113-213 |
113-213 |
113-180 |
| S1 |
113-017 |
113-017 |
113-120 |
112-270 |
| S2 |
112-203 |
112-203 |
113-090 |
|
| S3 |
111-193 |
112-007 |
113-059 |
|
| S4 |
110-183 |
110-317 |
112-288 |
|
|
| 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 |
115-245 |
113-080 |
2-165 |
2.2% |
1-011 |
0.9% |
9% |
False |
True |
1,069,537 |
| 10 |
116-020 |
113-080 |
2-260 |
2.5% |
1-030 |
1.0% |
8% |
False |
True |
1,094,921 |
| 20 |
116-020 |
112-025 |
3-315 |
3.5% |
0-314 |
0.9% |
35% |
False |
False |
1,020,780 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
1-001 |
0.9% |
48% |
False |
False |
1,010,647 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-303 |
0.8% |
48% |
False |
False |
689,803 |
| 80 |
117-190 |
111-010 |
6-180 |
5.8% |
0-278 |
0.8% |
37% |
False |
False |
517,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-212 |
|
2.618 |
116-314 |
|
1.618 |
115-304 |
|
1.000 |
115-100 |
|
0.618 |
114-294 |
|
HIGH |
114-090 |
|
0.618 |
113-284 |
|
0.500 |
113-245 |
|
0.382 |
113-206 |
|
LOW |
113-080 |
|
0.618 |
112-196 |
|
1.000 |
112-070 |
|
1.618 |
111-186 |
|
2.618 |
110-176 |
|
4.250 |
108-278 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-245 |
113-272 |
| PP |
113-213 |
113-232 |
| S1 |
113-182 |
113-191 |
|