ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-295 |
113-125 |
-0-170 |
-0.5% |
114-050 |
| High |
114-090 |
113-135 |
-0-275 |
-0.8% |
116-020 |
| Low |
113-080 |
112-270 |
-0-130 |
-0.4% |
113-140 |
| Close |
113-150 |
113-005 |
-0-145 |
-0.4% |
113-195 |
| Range |
1-010 |
0-185 |
-0-145 |
-43.9% |
2-200 |
| ATR |
0-319 |
0-310 |
-0-008 |
-2.7% |
0-000 |
| Volume |
718,554 |
882,641 |
164,087 |
22.8% |
6,162,104 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-265 |
114-160 |
113-107 |
|
| R3 |
114-080 |
113-295 |
113-056 |
|
| R2 |
113-215 |
113-215 |
113-039 |
|
| R1 |
113-110 |
113-110 |
113-022 |
113-070 |
| PP |
113-030 |
113-030 |
113-030 |
113-010 |
| S1 |
112-245 |
112-245 |
112-308 |
112-205 |
| S2 |
112-165 |
112-165 |
112-291 |
|
| S3 |
111-300 |
112-060 |
112-274 |
|
| S4 |
111-115 |
111-195 |
112-223 |
|
|
| 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 |
115-000 |
112-270 |
2-050 |
1.9% |
0-296 |
0.8% |
8% |
False |
True |
1,005,321 |
| 10 |
116-020 |
112-270 |
3-070 |
2.8% |
1-020 |
0.9% |
5% |
False |
True |
1,085,708 |
| 20 |
116-020 |
112-025 |
3-315 |
3.5% |
0-307 |
0.8% |
24% |
False |
False |
1,032,164 |
| 40 |
116-020 |
111-010 |
5-010 |
4.5% |
0-319 |
0.9% |
39% |
False |
False |
1,028,405 |
| 60 |
116-020 |
111-010 |
5-010 |
4.5% |
0-304 |
0.8% |
39% |
False |
False |
704,459 |
| 80 |
116-310 |
111-010 |
5-300 |
5.3% |
0-278 |
0.8% |
33% |
False |
False |
528,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-281 |
|
2.618 |
114-299 |
|
1.618 |
114-114 |
|
1.000 |
114-000 |
|
0.618 |
113-249 |
|
HIGH |
113-135 |
|
0.618 |
113-064 |
|
0.500 |
113-042 |
|
0.382 |
113-021 |
|
LOW |
112-270 |
|
0.618 |
112-156 |
|
1.000 |
112-085 |
|
1.618 |
111-291 |
|
2.618 |
111-106 |
|
4.250 |
110-124 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-042 |
113-180 |
| PP |
113-030 |
113-122 |
| S1 |
113-018 |
113-063 |
|