ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-010 |
112-100 |
-0-230 |
-0.6% |
112-070 |
| High |
113-050 |
113-050 |
0-000 |
0.0% |
113-050 |
| Low |
112-040 |
112-100 |
0-060 |
0.2% |
111-180 |
| Close |
112-050 |
113-000 |
0-270 |
0.8% |
112-050 |
| Range |
1-010 |
0-270 |
-0-060 |
-18.2% |
1-190 |
| ATR |
0-271 |
0-275 |
0-003 |
1.3% |
0-000 |
| Volume |
4,766 |
1,882 |
-2,884 |
-60.5% |
10,813 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-113 |
115-007 |
113-148 |
|
| R3 |
114-163 |
114-057 |
113-074 |
|
| R2 |
113-213 |
113-213 |
113-050 |
|
| R1 |
113-107 |
113-107 |
113-025 |
113-160 |
| PP |
112-263 |
112-263 |
112-263 |
112-290 |
| S1 |
112-157 |
112-157 |
112-295 |
112-210 |
| S2 |
111-313 |
111-313 |
112-270 |
|
| S3 |
111-043 |
111-207 |
112-246 |
|
| S4 |
110-093 |
110-257 |
112-172 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-023 |
116-067 |
113-010 |
|
| R3 |
115-153 |
114-197 |
112-190 |
|
| R2 |
113-283 |
113-283 |
112-144 |
|
| R1 |
113-007 |
113-007 |
112-097 |
112-210 |
| PP |
112-093 |
112-093 |
112-093 |
112-035 |
| S1 |
111-137 |
111-137 |
112-003 |
111-020 |
| S2 |
110-223 |
110-223 |
111-276 |
|
| S3 |
109-033 |
109-267 |
111-230 |
|
| S4 |
107-163 |
108-077 |
111-090 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-238 |
|
2.618 |
115-117 |
|
1.618 |
114-167 |
|
1.000 |
114-000 |
|
0.618 |
113-217 |
|
HIGH |
113-050 |
|
0.618 |
112-267 |
|
0.500 |
112-235 |
|
0.382 |
112-203 |
|
LOW |
112-100 |
|
0.618 |
111-253 |
|
1.000 |
111-150 |
|
1.618 |
110-303 |
|
2.618 |
110-033 |
|
4.250 |
108-232 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-292 |
112-277 |
| PP |
112-263 |
112-233 |
| S1 |
112-235 |
112-190 |
|