ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
114-060 |
-0-020 |
-0.1% |
113-200 |
| High |
114-200 |
114-170 |
-0-030 |
-0.1% |
114-200 |
| Low |
114-060 |
113-000 |
-1-060 |
-1.0% |
113-000 |
| Close |
114-150 |
113-060 |
-1-090 |
-1.1% |
113-060 |
| Range |
0-140 |
1-170 |
1-030 |
250.0% |
1-200 |
| ATR |
0-203 |
0-223 |
0-021 |
10.1% |
0-000 |
| Volume |
341 |
2,278 |
1,937 |
568.0% |
4,550 |
|
| Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-053 |
117-067 |
114-010 |
|
| R3 |
116-203 |
115-217 |
113-195 |
|
| R2 |
115-033 |
115-033 |
113-150 |
|
| R1 |
114-047 |
114-047 |
113-105 |
113-275 |
| PP |
113-183 |
113-183 |
113-183 |
113-138 |
| S1 |
112-197 |
112-197 |
113-015 |
112-105 |
| S2 |
112-013 |
112-013 |
112-290 |
|
| S3 |
110-163 |
111-027 |
112-245 |
|
| S4 |
108-313 |
109-177 |
112-110 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
117-147 |
114-026 |
|
| R3 |
116-273 |
115-267 |
113-203 |
|
| R2 |
115-073 |
115-073 |
113-155 |
|
| R1 |
114-067 |
114-067 |
113-108 |
113-290 |
| PP |
113-193 |
113-193 |
113-193 |
113-145 |
| S1 |
112-187 |
112-187 |
113-012 |
112-090 |
| S2 |
111-313 |
111-313 |
112-285 |
|
| S3 |
110-113 |
110-307 |
112-237 |
|
| S4 |
108-233 |
109-107 |
112-094 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-012 |
|
2.618 |
118-173 |
|
1.618 |
117-003 |
|
1.000 |
116-020 |
|
0.618 |
115-153 |
|
HIGH |
114-170 |
|
0.618 |
113-303 |
|
0.500 |
113-245 |
|
0.382 |
113-187 |
|
LOW |
113-000 |
|
0.618 |
112-017 |
|
1.000 |
111-150 |
|
1.618 |
110-167 |
|
2.618 |
108-317 |
|
4.250 |
106-158 |
|
|
| Fisher Pivots for day following 11-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-245 |
113-260 |
| PP |
113-183 |
113-193 |
| S1 |
113-122 |
113-127 |
|