ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-080 |
114-190 |
0-110 |
0.3% |
113-290 |
| High |
114-180 |
115-145 |
0-285 |
0.8% |
114-190 |
| Low |
113-280 |
114-055 |
0-095 |
0.3% |
113-170 |
| Close |
114-115 |
114-270 |
0-155 |
0.4% |
114-115 |
| Range |
0-220 |
1-090 |
0-190 |
86.4% |
1-020 |
| ATR |
0-286 |
0-295 |
0-009 |
3.1% |
0-000 |
| Volume |
958,065 |
921,215 |
-36,850 |
-3.8% |
4,055,666 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-012 |
115-176 |
|
| R3 |
117-123 |
116-242 |
115-063 |
|
| R2 |
116-033 |
116-033 |
115-025 |
|
| R1 |
115-152 |
115-152 |
114-308 |
115-252 |
| PP |
114-263 |
114-263 |
114-263 |
114-314 |
| S1 |
114-062 |
114-062 |
114-232 |
114-162 |
| S2 |
113-173 |
113-173 |
114-195 |
|
| S3 |
112-083 |
112-292 |
114-157 |
|
| S4 |
110-313 |
111-202 |
114-044 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-112 |
116-293 |
114-302 |
|
| R3 |
116-092 |
115-273 |
114-208 |
|
| R2 |
115-072 |
115-072 |
114-177 |
|
| R1 |
114-253 |
114-253 |
114-146 |
115-002 |
| PP |
114-052 |
114-052 |
114-052 |
114-086 |
| S1 |
113-233 |
113-233 |
114-084 |
113-302 |
| S2 |
113-032 |
113-032 |
114-053 |
|
| S3 |
112-012 |
112-213 |
114-022 |
|
| S4 |
110-312 |
111-193 |
113-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-145 |
113-170 |
1-295 |
1.7% |
0-268 |
0.7% |
68% |
True |
False |
995,376 |
| 10 |
115-145 |
112-025 |
3-120 |
2.9% |
0-274 |
0.7% |
82% |
True |
False |
933,204 |
| 20 |
115-145 |
111-010 |
4-135 |
3.9% |
0-301 |
0.8% |
86% |
True |
False |
971,673 |
| 40 |
115-145 |
111-010 |
4-135 |
3.9% |
0-302 |
0.8% |
86% |
True |
False |
733,388 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-290 |
0.8% |
64% |
False |
False |
491,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-288 |
|
2.618 |
118-258 |
|
1.618 |
117-168 |
|
1.000 |
116-235 |
|
0.618 |
116-078 |
|
HIGH |
115-145 |
|
0.618 |
114-308 |
|
0.500 |
114-260 |
|
0.382 |
114-212 |
|
LOW |
114-055 |
|
0.618 |
113-122 |
|
1.000 |
112-285 |
|
1.618 |
112-032 |
|
2.618 |
110-262 |
|
4.250 |
108-232 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-267 |
114-232 |
| PP |
114-263 |
114-195 |
| S1 |
114-260 |
114-158 |
|