ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-040 |
115-215 |
0-175 |
0.5% |
113-290 |
High |
115-245 |
115-280 |
0-035 |
0.1% |
114-190 |
Low |
114-270 |
115-100 |
0-150 |
0.4% |
113-170 |
Close |
115-160 |
115-215 |
0-055 |
0.1% |
114-115 |
Range |
0-295 |
0-180 |
-0-115 |
-39.0% |
1-020 |
ATR |
0-288 |
0-280 |
-0-008 |
-2.7% |
0-000 |
Volume |
974,771 |
930,863 |
-43,908 |
-4.5% |
4,055,666 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-098 |
117-017 |
115-314 |
|
R3 |
116-238 |
116-157 |
115-264 |
|
R2 |
116-058 |
116-058 |
115-248 |
|
R1 |
115-297 |
115-297 |
115-232 |
115-305 |
PP |
115-198 |
115-198 |
115-198 |
115-202 |
S1 |
115-117 |
115-117 |
115-198 |
115-125 |
S2 |
115-018 |
115-018 |
115-182 |
|
S3 |
114-158 |
114-257 |
115-166 |
|
S4 |
113-298 |
114-077 |
115-116 |
|
|
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 |
115-280 |
113-280 |
2-000 |
1.7% |
0-260 |
0.7% |
90% |
True |
False |
955,296 |
10 |
115-280 |
112-210 |
3-070 |
2.8% |
0-260 |
0.7% |
94% |
True |
False |
985,431 |
20 |
115-280 |
111-010 |
4-270 |
4.2% |
0-274 |
0.7% |
96% |
True |
False |
946,746 |
40 |
115-280 |
111-010 |
4-270 |
4.2% |
0-297 |
0.8% |
96% |
True |
False |
804,831 |
60 |
115-280 |
111-010 |
4-270 |
4.2% |
0-287 |
0.8% |
96% |
True |
False |
539,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-085 |
2.618 |
117-111 |
1.618 |
116-251 |
1.000 |
116-140 |
0.618 |
116-071 |
HIGH |
115-280 |
0.618 |
115-211 |
0.500 |
115-190 |
0.382 |
115-169 |
LOW |
115-100 |
0.618 |
114-309 |
1.000 |
114-240 |
1.618 |
114-129 |
2.618 |
113-269 |
4.250 |
112-295 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
115-207 |
115-178 |
PP |
115-198 |
115-140 |
S1 |
115-190 |
115-102 |
|