ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-040 |
115-010 |
0-290 |
0.8% |
113-135 |
| High |
115-045 |
115-095 |
0-050 |
0.1% |
115-095 |
| Low |
113-310 |
114-185 |
0-195 |
0.5% |
113-125 |
| Close |
114-265 |
115-010 |
0-065 |
0.2% |
115-010 |
| Range |
1-055 |
0-230 |
-0-145 |
-38.7% |
1-290 |
| ATR |
1-000 |
0-313 |
-0-006 |
-2.0% |
0-000 |
| Volume |
1,059,677 |
1,146,131 |
86,454 |
8.2% |
4,959,921 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-040 |
116-255 |
115-136 |
|
| R3 |
116-130 |
116-025 |
115-073 |
|
| R2 |
115-220 |
115-220 |
115-052 |
|
| R1 |
115-115 |
115-115 |
115-031 |
115-125 |
| PP |
114-310 |
114-310 |
114-310 |
114-315 |
| S1 |
114-205 |
114-205 |
114-309 |
114-215 |
| S2 |
114-080 |
114-080 |
114-288 |
|
| S3 |
113-170 |
113-295 |
114-267 |
|
| S4 |
112-260 |
113-065 |
114-204 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-093 |
119-182 |
116-026 |
|
| R3 |
118-123 |
117-212 |
115-178 |
|
| R2 |
116-153 |
116-153 |
115-122 |
|
| R1 |
115-242 |
115-242 |
115-066 |
116-038 |
| PP |
114-183 |
114-183 |
114-183 |
114-241 |
| S1 |
113-272 |
113-272 |
114-274 |
114-068 |
| S2 |
112-213 |
112-213 |
114-218 |
|
| S3 |
110-243 |
111-302 |
114-162 |
|
| S4 |
108-273 |
110-012 |
113-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-095 |
113-125 |
1-290 |
1.7% |
0-298 |
0.8% |
86% |
True |
False |
991,984 |
| 10 |
115-095 |
112-270 |
2-145 |
2.1% |
0-298 |
0.8% |
89% |
True |
False |
960,748 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
1-006 |
0.9% |
68% |
False |
False |
1,033,244 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-317 |
0.9% |
80% |
False |
False |
1,006,893 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
80% |
False |
False |
818,321 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-294 |
0.8% |
67% |
False |
False |
615,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-112 |
|
2.618 |
117-057 |
|
1.618 |
116-147 |
|
1.000 |
116-005 |
|
0.618 |
115-237 |
|
HIGH |
115-095 |
|
0.618 |
115-007 |
|
0.500 |
114-300 |
|
0.382 |
114-273 |
|
LOW |
114-185 |
|
0.618 |
114-043 |
|
1.000 |
113-275 |
|
1.618 |
113-133 |
|
2.618 |
112-223 |
|
4.250 |
111-168 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-000 |
114-262 |
| PP |
114-310 |
114-195 |
| S1 |
114-300 |
114-128 |
|