ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-030 |
114-290 |
-0-060 |
-0.2% |
113-135 |
| High |
115-100 |
115-005 |
-0-095 |
-0.3% |
115-095 |
| Low |
114-250 |
114-165 |
-0-085 |
-0.2% |
113-125 |
| Close |
114-270 |
114-225 |
-0-045 |
-0.1% |
115-010 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-290 |
| ATR |
0-303 |
0-293 |
-0-010 |
-3.4% |
0-000 |
| Volume |
1,029,426 |
674,956 |
-354,470 |
-34.4% |
4,959,921 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-078 |
115-312 |
114-313 |
|
| R3 |
115-238 |
115-152 |
114-269 |
|
| R2 |
115-078 |
115-078 |
114-254 |
|
| R1 |
114-312 |
114-312 |
114-240 |
114-275 |
| PP |
114-238 |
114-238 |
114-238 |
114-220 |
| S1 |
114-152 |
114-152 |
114-210 |
114-115 |
| S2 |
114-078 |
114-078 |
114-196 |
|
| S3 |
113-238 |
113-312 |
114-181 |
|
| S4 |
113-078 |
113-152 |
114-137 |
|
|
| 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% |
0-245 |
0.7% |
66% |
False |
False |
952,302 |
| 10 |
115-100 |
112-270 |
2-150 |
2.2% |
0-274 |
0.7% |
75% |
False |
False |
950,726 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-312 |
0.9% |
58% |
False |
False |
1,022,824 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-299 |
0.8% |
73% |
False |
False |
990,711 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
73% |
False |
False |
846,147 |
| 80 |
116-300 |
111-010 |
5-290 |
5.1% |
0-296 |
0.8% |
62% |
False |
False |
636,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-045 |
|
2.618 |
116-104 |
|
1.618 |
115-264 |
|
1.000 |
115-165 |
|
0.618 |
115-104 |
|
HIGH |
115-005 |
|
0.618 |
114-264 |
|
0.500 |
114-245 |
|
0.382 |
114-226 |
|
LOW |
114-165 |
|
0.618 |
114-066 |
|
1.000 |
114-005 |
|
1.618 |
113-226 |
|
2.618 |
113-066 |
|
4.250 |
112-125 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-245 |
114-292 |
| PP |
114-238 |
114-270 |
| S1 |
114-232 |
114-248 |
|