ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-060 |
112-250 |
-1-130 |
-1.2% |
113-200 |
| High |
114-170 |
114-040 |
-0-130 |
-0.4% |
114-200 |
| Low |
113-000 |
112-200 |
-0-120 |
-0.3% |
113-000 |
| Close |
113-060 |
113-240 |
0-180 |
0.5% |
113-060 |
| Range |
1-170 |
1-160 |
-0-010 |
-2.0% |
1-200 |
| ATR |
0-223 |
0-242 |
0-018 |
8.2% |
0-000 |
| Volume |
2,278 |
1,193 |
-1,085 |
-47.6% |
4,550 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-000 |
117-120 |
114-184 |
|
| R3 |
116-160 |
115-280 |
114-052 |
|
| R2 |
115-000 |
115-000 |
114-008 |
|
| R1 |
114-120 |
114-120 |
113-284 |
114-220 |
| PP |
113-160 |
113-160 |
113-160 |
113-210 |
| S1 |
112-280 |
112-280 |
113-196 |
113-060 |
| S2 |
112-000 |
112-000 |
113-152 |
|
| S3 |
110-160 |
111-120 |
113-108 |
|
| S4 |
109-000 |
109-280 |
112-296 |
|
|
| 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 |
120-160 |
|
2.618 |
118-017 |
|
1.618 |
116-177 |
|
1.000 |
115-200 |
|
0.618 |
115-017 |
|
HIGH |
114-040 |
|
0.618 |
113-177 |
|
0.500 |
113-120 |
|
0.382 |
113-063 |
|
LOW |
112-200 |
|
0.618 |
111-223 |
|
1.000 |
111-040 |
|
1.618 |
110-063 |
|
2.618 |
108-223 |
|
4.250 |
106-080 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-200 |
113-227 |
| PP |
113-160 |
113-213 |
| S1 |
113-120 |
113-200 |
|