ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-290 |
114-175 |
-0-115 |
-0.3% |
113-135 |
| High |
115-005 |
114-290 |
-0-035 |
-0.1% |
115-095 |
| Low |
114-165 |
114-020 |
-0-145 |
-0.4% |
113-125 |
| Close |
114-225 |
114-155 |
-0-070 |
-0.2% |
115-010 |
| Range |
0-160 |
0-270 |
0-110 |
68.8% |
1-290 |
| ATR |
0-293 |
0-291 |
-0-002 |
-0.6% |
0-000 |
| Volume |
674,956 |
681,195 |
6,239 |
0.9% |
4,959,921 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-005 |
116-190 |
114-304 |
|
| R3 |
116-055 |
115-240 |
114-229 |
|
| R2 |
115-105 |
115-105 |
114-204 |
|
| R1 |
114-290 |
114-290 |
114-180 |
114-222 |
| PP |
114-155 |
114-155 |
114-155 |
114-121 |
| S1 |
114-020 |
114-020 |
114-130 |
113-272 |
| S2 |
113-205 |
113-205 |
114-106 |
|
| S3 |
112-255 |
113-070 |
114-081 |
|
| S4 |
111-305 |
112-120 |
114-006 |
|
|
| 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 |
113-310 |
1-110 |
1.2% |
0-241 |
0.7% |
38% |
False |
False |
918,277 |
| 10 |
115-100 |
113-040 |
2-060 |
1.9% |
0-282 |
0.8% |
62% |
False |
False |
930,582 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-311 |
0.8% |
51% |
False |
False |
1,008,145 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-297 |
0.8% |
69% |
False |
False |
978,832 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-303 |
0.8% |
69% |
False |
False |
857,369 |
| 80 |
116-020 |
111-010 |
5-010 |
4.4% |
0-295 |
0.8% |
69% |
False |
False |
645,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-158 |
|
2.618 |
117-037 |
|
1.618 |
116-087 |
|
1.000 |
115-240 |
|
0.618 |
115-137 |
|
HIGH |
114-290 |
|
0.618 |
114-187 |
|
0.500 |
114-155 |
|
0.382 |
114-123 |
|
LOW |
114-020 |
|
0.618 |
113-173 |
|
1.000 |
113-070 |
|
1.618 |
112-223 |
|
2.618 |
111-273 |
|
4.250 |
110-152 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-155 |
114-220 |
| PP |
114-155 |
114-198 |
| S1 |
114-155 |
114-177 |
|