ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-285 |
113-285 |
0-000 |
0.0% |
112-070 |
| High |
114-190 |
114-085 |
-0-105 |
-0.3% |
114-065 |
| Low |
113-225 |
113-170 |
-0-055 |
-0.2% |
112-025 |
| Close |
113-280 |
114-070 |
0-110 |
0.3% |
113-265 |
| Range |
0-285 |
0-235 |
-0-050 |
-17.5% |
2-040 |
| ATR |
0-295 |
0-291 |
-0-004 |
-1.5% |
0-000 |
| Volume |
901,542 |
1,232,191 |
330,649 |
36.7% |
4,355,163 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-067 |
115-303 |
114-199 |
|
| R3 |
115-152 |
115-068 |
114-135 |
|
| R2 |
114-237 |
114-237 |
114-113 |
|
| R1 |
114-153 |
114-153 |
114-092 |
114-195 |
| PP |
114-002 |
114-002 |
114-002 |
114-022 |
| S1 |
113-238 |
113-238 |
114-048 |
113-280 |
| S2 |
113-087 |
113-087 |
114-027 |
|
| S3 |
112-172 |
113-003 |
114-005 |
|
| S4 |
111-257 |
112-088 |
113-261 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-238 |
118-292 |
114-319 |
|
| R3 |
117-198 |
116-252 |
114-132 |
|
| R2 |
115-158 |
115-158 |
114-070 |
|
| R1 |
114-212 |
114-212 |
114-007 |
115-025 |
| PP |
113-118 |
113-118 |
113-118 |
113-185 |
| S1 |
112-172 |
112-172 |
113-203 |
112-305 |
| S2 |
111-078 |
111-078 |
113-140 |
|
| S3 |
109-038 |
110-132 |
113-078 |
|
| S4 |
106-318 |
108-092 |
112-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
112-210 |
1-300 |
1.7% |
0-260 |
0.7% |
81% |
False |
False |
1,015,567 |
| 10 |
114-190 |
111-230 |
2-280 |
2.5% |
0-270 |
0.7% |
87% |
False |
False |
938,832 |
| 20 |
114-190 |
111-010 |
3-180 |
3.1% |
0-311 |
0.9% |
89% |
False |
False |
1,008,071 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-298 |
0.8% |
78% |
False |
False |
687,504 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-285 |
0.8% |
54% |
False |
False |
460,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-124 |
|
2.618 |
116-060 |
|
1.618 |
115-145 |
|
1.000 |
115-000 |
|
0.618 |
114-230 |
|
HIGH |
114-085 |
|
0.618 |
113-315 |
|
0.500 |
113-288 |
|
0.382 |
113-260 |
|
LOW |
113-170 |
|
0.618 |
113-025 |
|
1.000 |
112-255 |
|
1.618 |
112-110 |
|
2.618 |
111-195 |
|
4.250 |
110-131 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-036 |
114-053 |
| PP |
114-002 |
114-037 |
| S1 |
113-288 |
114-020 |
|