ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
113-230 |
-0-160 |
-0.4% |
113-200 |
| High |
114-120 |
114-200 |
0-080 |
0.2% |
114-180 |
| Low |
113-100 |
113-220 |
0-120 |
0.3% |
112-270 |
| Close |
113-210 |
114-160 |
0-270 |
0.7% |
114-030 |
| Range |
1-020 |
0-300 |
-0-040 |
-11.8% |
1-230 |
| ATR |
0-265 |
0-268 |
0-003 |
1.2% |
0-000 |
| Volume |
5,367 |
2,385 |
-2,982 |
-55.6% |
75,576 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-027 |
116-233 |
115-005 |
|
| R3 |
116-047 |
115-253 |
114-242 |
|
| R2 |
115-067 |
115-067 |
114-215 |
|
| R1 |
114-273 |
114-273 |
114-188 |
115-010 |
| PP |
114-087 |
114-087 |
114-087 |
114-115 |
| S1 |
113-293 |
113-293 |
114-132 |
114-030 |
| S2 |
113-107 |
113-107 |
114-105 |
|
| S3 |
112-127 |
112-313 |
114-078 |
|
| S4 |
111-147 |
112-013 |
113-315 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-317 |
118-083 |
115-012 |
|
| R3 |
117-087 |
116-173 |
114-181 |
|
| R2 |
115-177 |
115-177 |
114-131 |
|
| R1 |
114-263 |
114-263 |
114-080 |
115-060 |
| PP |
113-267 |
113-267 |
113-267 |
114-005 |
| S1 |
113-033 |
113-033 |
113-300 |
113-150 |
| S2 |
112-037 |
112-037 |
113-249 |
|
| S3 |
110-127 |
111-123 |
113-199 |
|
| S4 |
108-217 |
109-213 |
113-048 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-195 |
|
2.618 |
117-025 |
|
1.618 |
116-045 |
|
1.000 |
115-180 |
|
0.618 |
115-065 |
|
HIGH |
114-200 |
|
0.618 |
114-085 |
|
0.500 |
114-050 |
|
0.382 |
114-015 |
|
LOW |
113-220 |
|
0.618 |
113-035 |
|
1.000 |
112-240 |
|
1.618 |
112-055 |
|
2.618 |
111-075 |
|
4.250 |
109-225 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-123 |
114-103 |
| PP |
114-087 |
114-047 |
| S1 |
114-050 |
113-310 |
|