ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-125 |
113-075 |
-0-050 |
-0.1% |
114-050 |
| High |
113-135 |
114-095 |
0-280 |
0.8% |
116-020 |
| Low |
112-270 |
113-040 |
0-090 |
0.2% |
113-140 |
| Close |
113-005 |
114-050 |
1-045 |
1.0% |
113-195 |
| Range |
0-185 |
1-055 |
0-190 |
102.7% |
2-200 |
| ATR |
0-310 |
0-318 |
0-007 |
2.3% |
0-000 |
| Volume |
882,641 |
965,203 |
82,562 |
9.4% |
6,162,104 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-120 |
116-300 |
114-256 |
|
| R3 |
116-065 |
115-245 |
114-153 |
|
| R2 |
115-010 |
115-010 |
114-119 |
|
| R1 |
114-190 |
114-190 |
114-084 |
114-260 |
| PP |
113-275 |
113-275 |
113-275 |
113-310 |
| S1 |
113-135 |
113-135 |
114-016 |
113-205 |
| S2 |
112-220 |
112-220 |
113-301 |
|
| S3 |
111-165 |
112-080 |
113-267 |
|
| S4 |
110-110 |
111-025 |
113-164 |
|
|
| 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 |
114-145 |
112-270 |
1-195 |
1.4% |
0-290 |
0.8% |
82% |
False |
False |
964,700 |
| 10 |
116-020 |
112-270 |
3-070 |
2.8% |
1-039 |
1.0% |
41% |
False |
False |
1,089,142 |
| 20 |
116-020 |
112-210 |
3-130 |
3.0% |
0-310 |
0.8% |
44% |
False |
False |
1,037,287 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-319 |
0.9% |
62% |
False |
False |
1,039,029 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-304 |
0.8% |
62% |
False |
False |
720,410 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-282 |
0.8% |
53% |
False |
False |
541,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-089 |
|
2.618 |
117-117 |
|
1.618 |
116-062 |
|
1.000 |
115-150 |
|
0.618 |
115-007 |
|
HIGH |
114-095 |
|
0.618 |
113-272 |
|
0.500 |
113-228 |
|
0.382 |
113-183 |
|
LOW |
113-040 |
|
0.618 |
112-128 |
|
1.000 |
111-305 |
|
1.618 |
111-073 |
|
2.618 |
110-018 |
|
4.250 |
108-046 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-002 |
113-308 |
| PP |
113-275 |
113-245 |
| S1 |
113-228 |
113-182 |
|