ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
112-250 |
114-000 |
1-070 |
1.1% |
113-200 |
| High |
114-040 |
114-240 |
0-200 |
0.5% |
114-200 |
| Low |
112-200 |
114-000 |
1-120 |
1.2% |
113-000 |
| Close |
113-240 |
114-060 |
0-140 |
0.4% |
113-060 |
| Range |
1-160 |
0-240 |
-0-240 |
-50.0% |
1-200 |
| ATR |
0-242 |
0-247 |
0-006 |
2.3% |
0-000 |
| Volume |
1,193 |
400 |
-793 |
-66.5% |
4,550 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
116-040 |
114-192 |
|
| R3 |
115-260 |
115-120 |
114-126 |
|
| R2 |
115-020 |
115-020 |
114-104 |
|
| R1 |
114-200 |
114-200 |
114-082 |
114-270 |
| PP |
114-100 |
114-100 |
114-100 |
114-135 |
| S1 |
113-280 |
113-280 |
114-038 |
114-030 |
| S2 |
113-180 |
113-180 |
114-016 |
|
| S3 |
112-260 |
113-040 |
113-314 |
|
| S4 |
112-020 |
112-120 |
113-248 |
|
|
| 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 |
117-300 |
|
2.618 |
116-228 |
|
1.618 |
115-308 |
|
1.000 |
115-160 |
|
0.618 |
115-068 |
|
HIGH |
114-240 |
|
0.618 |
114-148 |
|
0.500 |
114-120 |
|
0.382 |
114-092 |
|
LOW |
114-000 |
|
0.618 |
113-172 |
|
1.000 |
113-080 |
|
1.618 |
112-252 |
|
2.618 |
112-012 |
|
4.250 |
110-260 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-120 |
114-007 |
| PP |
114-100 |
113-273 |
| S1 |
114-080 |
113-220 |
|