ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
113-040 |
-1-120 |
-1.2% |
113-200 |
| High |
114-160 |
113-200 |
-0-280 |
-0.8% |
114-200 |
| Low |
113-140 |
112-170 |
-0-290 |
-0.8% |
113-000 |
| Close |
113-200 |
112-200 |
-1-000 |
-0.9% |
113-060 |
| Range |
1-020 |
1-030 |
0-010 |
2.9% |
1-200 |
| ATR |
0-254 |
0-261 |
0-007 |
2.7% |
0-000 |
| Volume |
122 |
1,749 |
1,627 |
1,333.6% |
4,550 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-067 |
115-163 |
113-072 |
|
| R3 |
115-037 |
114-133 |
112-296 |
|
| R2 |
114-007 |
114-007 |
112-264 |
|
| R1 |
113-103 |
113-103 |
112-232 |
113-040 |
| PP |
112-297 |
112-297 |
112-297 |
112-265 |
| S1 |
112-073 |
112-073 |
112-168 |
112-010 |
| S2 |
111-267 |
111-267 |
112-136 |
|
| S3 |
110-237 |
111-043 |
112-104 |
|
| S4 |
109-207 |
110-013 |
112-008 |
|
|
| 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 |
118-088 |
|
2.618 |
116-156 |
|
1.618 |
115-126 |
|
1.000 |
114-230 |
|
0.618 |
114-096 |
|
HIGH |
113-200 |
|
0.618 |
113-066 |
|
0.500 |
113-025 |
|
0.382 |
112-304 |
|
LOW |
112-170 |
|
0.618 |
111-274 |
|
1.000 |
111-140 |
|
1.618 |
110-244 |
|
2.618 |
109-214 |
|
4.250 |
107-282 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-025 |
113-205 |
| PP |
112-297 |
113-097 |
| S1 |
112-248 |
112-308 |
|