ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
115-210 |
114-050 |
-1-160 |
-1.3% |
114-190 |
High |
115-250 |
115-125 |
-0-125 |
-0.3% |
115-280 |
Low |
114-065 |
113-250 |
-0-135 |
-0.4% |
114-055 |
Close |
114-135 |
114-310 |
0-175 |
0.5% |
114-135 |
Range |
1-185 |
1-195 |
0-010 |
2.0% |
1-225 |
ATR |
0-296 |
0-312 |
0-016 |
5.3% |
0-000 |
Volume |
1,076,881 |
1,389,877 |
312,996 |
29.1% |
4,895,299 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-173 |
118-277 |
115-273 |
|
R3 |
117-298 |
117-082 |
115-132 |
|
R2 |
116-103 |
116-103 |
115-084 |
|
R1 |
115-207 |
115-207 |
115-037 |
115-315 |
PP |
114-228 |
114-228 |
114-228 |
114-282 |
S1 |
114-012 |
114-012 |
114-263 |
114-120 |
S2 |
113-033 |
113-033 |
114-216 |
|
S3 |
111-158 |
112-137 |
114-168 |
|
S4 |
109-283 |
110-262 |
114-027 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-298 |
118-282 |
115-115 |
|
R3 |
118-073 |
117-057 |
114-285 |
|
R2 |
116-168 |
116-168 |
114-235 |
|
R1 |
115-152 |
115-152 |
114-185 |
115-048 |
PP |
114-263 |
114-263 |
114-263 |
114-211 |
S1 |
113-247 |
113-247 |
114-085 |
113-142 |
S2 |
113-038 |
113-038 |
114-035 |
|
S3 |
111-133 |
112-022 |
113-305 |
|
S4 |
109-228 |
110-117 |
113-155 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
115-280 |
113-250 |
2-030 |
1.8% |
1-018 |
0.9% |
57% |
False |
True |
1,072,792 |
10 |
115-280 |
113-170 |
2-110 |
2.0% |
0-303 |
0.8% |
61% |
False |
False |
1,034,084 |
20 |
115-280 |
111-050 |
4-230 |
4.1% |
0-288 |
0.8% |
81% |
False |
False |
961,417 |
40 |
115-280 |
111-010 |
4-270 |
4.2% |
0-307 |
0.8% |
81% |
False |
False |
863,080 |
60 |
115-280 |
111-010 |
4-270 |
4.2% |
0-295 |
0.8% |
81% |
False |
False |
580,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-074 |
2.618 |
119-193 |
1.618 |
117-318 |
1.000 |
117-000 |
0.618 |
116-123 |
HIGH |
115-125 |
0.618 |
114-248 |
0.500 |
114-188 |
0.382 |
114-127 |
LOW |
113-250 |
0.618 |
112-252 |
1.000 |
112-055 |
1.618 |
111-057 |
2.618 |
109-182 |
4.250 |
106-301 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-269 |
114-295 |
PP |
114-228 |
114-280 |
S1 |
114-188 |
114-265 |
|