ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-050 |
114-040 |
-0-010 |
0.0% |
113-190 |
| High |
114-130 |
115-045 |
0-235 |
0.6% |
114-160 |
| Low |
113-160 |
113-310 |
0-150 |
0.4% |
112-270 |
| Close |
114-035 |
114-265 |
0-230 |
0.6% |
113-140 |
| Range |
0-290 |
1-055 |
0-085 |
29.3% |
1-210 |
| ATR |
0-315 |
1-000 |
0-004 |
1.4% |
0-000 |
| Volume |
851,320 |
1,059,677 |
208,357 |
24.5% |
4,647,561 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-052 |
117-213 |
115-151 |
|
| R3 |
116-317 |
116-158 |
115-048 |
|
| R2 |
115-262 |
115-262 |
115-014 |
|
| R1 |
115-103 |
115-103 |
114-299 |
115-182 |
| PP |
114-207 |
114-207 |
114-207 |
114-246 |
| S1 |
114-048 |
114-048 |
114-231 |
114-128 |
| S2 |
113-152 |
113-152 |
114-196 |
|
| S3 |
112-097 |
112-313 |
114-162 |
|
| S4 |
111-042 |
111-258 |
114-059 |
|
|
| 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 |
115-045 |
113-120 |
1-245 |
1.5% |
1-004 |
0.9% |
82% |
True |
False |
961,782 |
| 10 |
115-045 |
112-270 |
2-095 |
2.0% |
0-307 |
0.8% |
86% |
True |
False |
963,241 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
1-006 |
0.9% |
62% |
False |
False |
1,023,840 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-318 |
0.9% |
75% |
False |
False |
1,015,956 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-307 |
0.8% |
75% |
False |
False |
799,616 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-295 |
0.8% |
64% |
False |
False |
601,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-039 |
|
2.618 |
118-067 |
|
1.618 |
117-012 |
|
1.000 |
116-100 |
|
0.618 |
115-277 |
|
HIGH |
115-045 |
|
0.618 |
114-222 |
|
0.500 |
114-178 |
|
0.382 |
114-133 |
|
LOW |
113-310 |
|
0.618 |
113-078 |
|
1.000 |
112-255 |
|
1.618 |
112-023 |
|
2.618 |
110-288 |
|
4.250 |
108-316 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-236 |
114-211 |
| PP |
114-207 |
114-157 |
| S1 |
114-178 |
114-102 |
|