ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-010 |
115-030 |
0-020 |
0.1% |
113-135 |
| High |
115-095 |
115-100 |
0-005 |
0.0% |
115-095 |
| Low |
114-185 |
114-250 |
0-065 |
0.2% |
113-125 |
| Close |
115-010 |
114-270 |
-0-060 |
-0.2% |
115-010 |
| Range |
0-230 |
0-170 |
-0-060 |
-26.1% |
1-290 |
| ATR |
0-313 |
0-303 |
-0-010 |
-3.3% |
0-000 |
| Volume |
1,146,131 |
1,029,426 |
-116,705 |
-10.2% |
4,959,921 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-183 |
116-077 |
115-044 |
|
| R3 |
116-013 |
115-227 |
114-317 |
|
| R2 |
115-163 |
115-163 |
114-301 |
|
| R1 |
115-057 |
115-057 |
114-286 |
115-025 |
| PP |
114-313 |
114-313 |
114-313 |
114-298 |
| S1 |
114-207 |
114-207 |
114-254 |
114-175 |
| S2 |
114-143 |
114-143 |
114-239 |
|
| S3 |
113-293 |
114-037 |
114-223 |
|
| S4 |
113-123 |
113-187 |
114-176 |
|
|
| 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 |
115-100 |
113-160 |
1-260 |
1.6% |
0-263 |
0.7% |
74% |
True |
False |
976,756 |
| 10 |
115-100 |
112-270 |
2-150 |
2.1% |
0-291 |
0.8% |
81% |
True |
False |
955,086 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-314 |
0.9% |
62% |
False |
False |
1,038,654 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-307 |
0.8% |
76% |
False |
False |
1,005,164 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
76% |
False |
False |
835,143 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-296 |
0.8% |
64% |
False |
False |
628,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-182 |
|
2.618 |
116-225 |
|
1.618 |
116-055 |
|
1.000 |
115-270 |
|
0.618 |
115-205 |
|
HIGH |
115-100 |
|
0.618 |
115-035 |
|
0.500 |
115-015 |
|
0.382 |
114-315 |
|
LOW |
114-250 |
|
0.618 |
114-145 |
|
1.000 |
114-080 |
|
1.618 |
113-295 |
|
2.618 |
113-125 |
|
4.250 |
112-168 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-015 |
114-248 |
| PP |
114-313 |
114-227 |
| S1 |
114-292 |
114-205 |
|