ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
112-220 |
113-030 |
0-130 |
0.4% |
110-300 |
| High |
112-310 |
113-090 |
0-100 |
0.3% |
112-270 |
| Low |
112-150 |
112-260 |
0-110 |
0.3% |
110-290 |
| Close |
112-310 |
113-040 |
0-050 |
0.1% |
112-180 |
| Range |
0-160 |
0-150 |
-0-010 |
-6.3% |
1-300 |
| ATR |
0-198 |
0-194 |
-0-003 |
-1.7% |
0-000 |
| Volume |
13 |
547 |
534 |
4,107.7% |
698 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-153 |
114-087 |
113-122 |
|
| R3 |
114-003 |
113-257 |
113-081 |
|
| R2 |
113-173 |
113-173 |
113-068 |
|
| R1 |
113-107 |
113-107 |
113-054 |
113-140 |
| PP |
113-023 |
113-023 |
113-023 |
113-040 |
| S1 |
112-277 |
112-277 |
113-026 |
112-310 |
| S2 |
112-193 |
112-193 |
113-012 |
|
| S3 |
112-043 |
112-127 |
112-319 |
|
| S4 |
111-213 |
111-297 |
112-278 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-293 |
117-057 |
113-201 |
|
| R3 |
115-313 |
115-077 |
113-030 |
|
| R2 |
114-013 |
114-013 |
112-294 |
|
| R1 |
113-097 |
113-097 |
112-237 |
113-215 |
| PP |
112-033 |
112-033 |
112-033 |
112-092 |
| S1 |
111-117 |
111-117 |
112-123 |
111-235 |
| S2 |
110-053 |
110-053 |
112-066 |
|
| S3 |
108-073 |
109-137 |
112-010 |
|
| S4 |
106-093 |
107-157 |
111-159 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-088 |
|
2.618 |
114-163 |
|
1.618 |
114-013 |
|
1.000 |
113-240 |
|
0.618 |
113-183 |
|
HIGH |
113-090 |
|
0.618 |
113-033 |
|
0.500 |
113-015 |
|
0.382 |
112-317 |
|
LOW |
112-260 |
|
0.618 |
112-167 |
|
1.000 |
112-110 |
|
1.618 |
112-017 |
|
2.618 |
111-187 |
|
4.250 |
110-262 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-032 |
113-013 |
| PP |
113-023 |
112-307 |
| S1 |
113-015 |
112-280 |
|