ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-135 |
114-145 |
1-010 |
0.9% |
113-190 |
| High |
114-150 |
114-150 |
0-000 |
0.0% |
114-160 |
| Low |
113-125 |
113-220 |
0-095 |
0.3% |
112-270 |
| Close |
114-085 |
114-035 |
-0-050 |
-0.1% |
113-140 |
| Range |
1-025 |
0-250 |
-0-095 |
-27.5% |
1-210 |
| ATR |
1-002 |
0-317 |
-0-005 |
-1.6% |
0-000 |
| Volume |
1,105,564 |
797,229 |
-308,335 |
-27.9% |
4,647,561 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-138 |
116-017 |
114-172 |
|
| R3 |
115-208 |
115-087 |
114-104 |
|
| R2 |
114-278 |
114-278 |
114-081 |
|
| R1 |
114-157 |
114-157 |
114-058 |
114-092 |
| PP |
114-028 |
114-028 |
114-028 |
113-316 |
| S1 |
113-227 |
113-227 |
114-012 |
113-162 |
| S2 |
113-098 |
113-098 |
113-309 |
|
| S3 |
112-168 |
112-297 |
113-286 |
|
| S4 |
111-238 |
112-047 |
113-218 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-180 |
117-210 |
114-112 |
|
| R3 |
116-290 |
116-000 |
113-286 |
|
| R2 |
115-080 |
115-080 |
113-237 |
|
| R1 |
114-110 |
114-110 |
113-189 |
113-310 |
| PP |
113-190 |
113-190 |
113-190 |
113-130 |
| S1 |
112-220 |
112-220 |
113-091 |
112-100 |
| S2 |
111-300 |
111-300 |
113-043 |
|
| S3 |
110-090 |
111-010 |
112-314 |
|
| S4 |
108-200 |
109-120 |
112-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-160 |
112-270 |
1-210 |
1.5% |
0-303 |
0.8% |
76% |
False |
False |
949,151 |
| 10 |
115-245 |
112-270 |
2-295 |
2.6% |
0-317 |
0.9% |
43% |
False |
False |
1,009,344 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-318 |
0.9% |
39% |
False |
False |
1,034,977 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
1-000 |
0.9% |
61% |
False |
False |
1,040,436 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-305 |
0.8% |
61% |
False |
False |
768,212 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-291 |
0.8% |
52% |
False |
False |
577,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-252 |
|
2.618 |
116-164 |
|
1.618 |
115-234 |
|
1.000 |
115-080 |
|
0.618 |
114-304 |
|
HIGH |
114-150 |
|
0.618 |
114-054 |
|
0.500 |
114-025 |
|
0.382 |
113-316 |
|
LOW |
113-220 |
|
0.618 |
113-066 |
|
1.000 |
112-290 |
|
1.618 |
112-136 |
|
2.618 |
111-206 |
|
4.250 |
110-118 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-032 |
114-017 |
| PP |
114-028 |
113-318 |
| S1 |
114-025 |
113-300 |
|