ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-175 |
114-140 |
-0-035 |
-0.1% |
113-135 |
| High |
114-290 |
115-240 |
0-270 |
0.7% |
115-095 |
| Low |
114-020 |
114-140 |
0-120 |
0.3% |
113-125 |
| Close |
114-155 |
115-190 |
1-035 |
1.0% |
115-010 |
| Range |
0-270 |
1-100 |
0-150 |
55.6% |
1-290 |
| ATR |
0-291 |
0-300 |
0-009 |
3.2% |
0-000 |
| Volume |
681,195 |
960,930 |
279,735 |
41.1% |
4,959,921 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
118-227 |
116-101 |
|
| R3 |
117-283 |
117-127 |
115-306 |
|
| R2 |
116-183 |
116-183 |
115-267 |
|
| R1 |
116-027 |
116-027 |
115-228 |
116-105 |
| PP |
115-083 |
115-083 |
115-083 |
115-122 |
| S1 |
114-247 |
114-247 |
115-152 |
115-005 |
| S2 |
113-303 |
113-303 |
115-113 |
|
| S3 |
112-203 |
113-147 |
115-074 |
|
| S4 |
111-103 |
112-047 |
114-279 |
|
|
| 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 |
115-240 |
114-020 |
1-220 |
1.5% |
0-250 |
0.7% |
91% |
True |
False |
898,527 |
| 10 |
115-240 |
113-120 |
2-120 |
2.1% |
0-287 |
0.8% |
93% |
True |
False |
930,155 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
1-003 |
0.9% |
85% |
False |
False |
1,009,648 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-299 |
0.8% |
91% |
False |
False |
978,197 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
91% |
False |
False |
873,103 |
| 80 |
116-020 |
111-010 |
5-010 |
4.4% |
0-296 |
0.8% |
91% |
False |
False |
657,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-105 |
|
2.618 |
119-060 |
|
1.618 |
117-280 |
|
1.000 |
117-020 |
|
0.618 |
116-180 |
|
HIGH |
115-240 |
|
0.618 |
115-080 |
|
0.500 |
115-030 |
|
0.382 |
114-300 |
|
LOW |
114-140 |
|
0.618 |
113-200 |
|
1.000 |
113-040 |
|
1.618 |
112-100 |
|
2.618 |
111-000 |
|
4.250 |
108-275 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-137 |
115-117 |
| PP |
115-083 |
115-043 |
| S1 |
115-030 |
114-290 |
|