ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-265 |
114-075 |
-0-190 |
-0.5% |
114-050 |
| High |
115-000 |
114-145 |
-0-175 |
-0.5% |
116-020 |
| Low |
113-235 |
113-140 |
-0-095 |
-0.3% |
113-140 |
| Close |
113-285 |
113-195 |
-0-090 |
-0.2% |
113-195 |
| Range |
1-085 |
1-005 |
-0-080 |
-19.8% |
2-200 |
| ATR |
1-005 |
1-005 |
0-000 |
0.0% |
0-000 |
| Volume |
1,168,307 |
1,171,065 |
2,758 |
0.2% |
6,162,104 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-282 |
116-083 |
114-054 |
|
| R3 |
115-277 |
115-078 |
113-284 |
|
| R2 |
114-272 |
114-272 |
113-255 |
|
| R1 |
114-073 |
114-073 |
113-225 |
114-010 |
| PP |
113-267 |
113-267 |
113-267 |
113-235 |
| S1 |
113-068 |
113-068 |
113-165 |
113-005 |
| S2 |
112-262 |
112-262 |
113-135 |
|
| S3 |
111-257 |
112-063 |
113-106 |
|
| S4 |
110-252 |
111-058 |
113-016 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-078 |
120-177 |
115-017 |
|
| R3 |
119-198 |
117-297 |
114-106 |
|
| R2 |
116-318 |
116-318 |
114-029 |
|
| R1 |
115-097 |
115-097 |
113-272 |
114-268 |
| PP |
114-118 |
114-118 |
114-118 |
114-044 |
| S1 |
112-217 |
112-217 |
113-118 |
112-068 |
| S2 |
111-238 |
111-238 |
113-041 |
|
| S3 |
109-038 |
110-017 |
112-284 |
|
| S4 |
106-158 |
107-137 |
112-053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-020 |
113-140 |
2-200 |
2.3% |
1-072 |
1.1% |
7% |
False |
True |
1,232,420 |
| 10 |
116-020 |
113-140 |
2-200 |
2.3% |
1-034 |
1.0% |
7% |
False |
True |
1,105,740 |
| 20 |
116-020 |
111-280 |
4-060 |
3.7% |
0-306 |
0.8% |
41% |
False |
False |
1,022,895 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-316 |
0.9% |
51% |
False |
False |
973,125 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-300 |
0.8% |
51% |
False |
False |
659,872 |
| 80 |
117-190 |
111-010 |
6-180 |
5.8% |
0-275 |
0.8% |
39% |
False |
False |
495,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-246 |
|
2.618 |
117-036 |
|
1.618 |
116-031 |
|
1.000 |
115-150 |
|
0.618 |
115-026 |
|
HIGH |
114-145 |
|
0.618 |
114-021 |
|
0.500 |
113-302 |
|
0.382 |
113-264 |
|
LOW |
113-140 |
|
0.618 |
112-259 |
|
1.000 |
112-135 |
|
1.618 |
111-254 |
|
2.618 |
110-249 |
|
4.250 |
109-039 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-302 |
114-192 |
| PP |
113-267 |
114-087 |
| S1 |
113-231 |
113-301 |
|