ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-000 |
114-160 |
0-160 |
0.4% |
113-200 |
| High |
114-240 |
114-160 |
-0-080 |
-0.2% |
114-200 |
| Low |
114-000 |
113-140 |
-0-180 |
-0.5% |
113-000 |
| Close |
114-060 |
113-200 |
-0-180 |
-0.5% |
113-060 |
| Range |
0-240 |
1-020 |
0-100 |
41.7% |
1-200 |
| ATR |
0-247 |
0-254 |
0-007 |
2.7% |
0-000 |
| Volume |
400 |
122 |
-278 |
-69.5% |
4,550 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-013 |
116-127 |
114-067 |
|
| R3 |
115-313 |
115-107 |
113-294 |
|
| R2 |
114-293 |
114-293 |
113-262 |
|
| R1 |
114-087 |
114-087 |
113-231 |
114-020 |
| PP |
113-273 |
113-273 |
113-273 |
113-240 |
| S1 |
113-067 |
113-067 |
113-169 |
113-000 |
| S2 |
112-253 |
112-253 |
113-138 |
|
| S3 |
111-233 |
112-047 |
113-106 |
|
| S4 |
110-213 |
111-027 |
113-013 |
|
|
| 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 |
119-005 |
|
2.618 |
117-090 |
|
1.618 |
116-070 |
|
1.000 |
115-180 |
|
0.618 |
115-050 |
|
HIGH |
114-160 |
|
0.618 |
114-030 |
|
0.500 |
113-310 |
|
0.382 |
113-270 |
|
LOW |
113-140 |
|
0.618 |
112-250 |
|
1.000 |
112-120 |
|
1.618 |
111-230 |
|
2.618 |
110-210 |
|
4.250 |
108-295 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-310 |
113-220 |
| PP |
113-273 |
113-213 |
| S1 |
113-237 |
113-207 |
|