ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
113-230 |
114-200 |
0-290 |
0.8% |
113-200 |
| High |
114-200 |
114-260 |
0-060 |
0.2% |
114-180 |
| Low |
113-220 |
114-010 |
0-110 |
0.3% |
112-270 |
| Close |
114-160 |
114-060 |
-0-100 |
-0.3% |
114-030 |
| Range |
0-300 |
0-250 |
-0-050 |
-16.7% |
1-230 |
| ATR |
0-268 |
0-267 |
-0-001 |
-0.5% |
0-000 |
| Volume |
2,385 |
25,433 |
23,048 |
966.4% |
75,576 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-220 |
116-070 |
114-198 |
|
| R3 |
115-290 |
115-140 |
114-129 |
|
| R2 |
115-040 |
115-040 |
114-106 |
|
| R1 |
114-210 |
114-210 |
114-083 |
114-160 |
| PP |
114-110 |
114-110 |
114-110 |
114-085 |
| S1 |
113-280 |
113-280 |
114-037 |
113-230 |
| S2 |
113-180 |
113-180 |
114-014 |
|
| S3 |
112-250 |
113-030 |
113-311 |
|
| S4 |
112-000 |
112-100 |
113-242 |
|
|
| 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 |
118-042 |
|
2.618 |
116-274 |
|
1.618 |
116-024 |
|
1.000 |
115-190 |
|
0.618 |
115-094 |
|
HIGH |
114-260 |
|
0.618 |
114-164 |
|
0.500 |
114-135 |
|
0.382 |
114-106 |
|
LOW |
114-010 |
|
0.618 |
113-176 |
|
1.000 |
113-080 |
|
1.618 |
112-246 |
|
2.618 |
111-316 |
|
4.250 |
110-228 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-135 |
114-047 |
| PP |
114-110 |
114-033 |
| S1 |
114-085 |
114-020 |
|