ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-075 |
114-070 |
0-315 |
0.9% |
113-190 |
| High |
114-095 |
114-160 |
0-065 |
0.2% |
114-160 |
| Low |
113-040 |
113-120 |
0-080 |
0.2% |
112-270 |
| Close |
114-050 |
113-140 |
-0-230 |
-0.6% |
113-140 |
| Range |
1-055 |
1-040 |
-0-015 |
-4.0% |
1-210 |
| ATR |
0-318 |
1-001 |
0-003 |
1.0% |
0-000 |
| Volume |
965,203 |
995,122 |
29,919 |
3.1% |
4,647,561 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-047 |
116-133 |
114-018 |
|
| R3 |
116-007 |
115-093 |
113-239 |
|
| R2 |
114-287 |
114-287 |
113-206 |
|
| R1 |
114-053 |
114-053 |
113-173 |
113-310 |
| PP |
113-247 |
113-247 |
113-247 |
113-215 |
| S1 |
113-013 |
113-013 |
113-107 |
112-270 |
| S2 |
112-207 |
112-207 |
113-074 |
|
| S3 |
111-167 |
111-293 |
113-041 |
|
| S4 |
110-127 |
110-253 |
112-262 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-180 |
117-210 |
114-112 |
|
| R3 |
116-290 |
116-000 |
113-286 |
|
| R2 |
115-080 |
115-080 |
113-237 |
|
| R1 |
114-110 |
114-110 |
113-189 |
113-310 |
| PP |
113-190 |
113-190 |
113-190 |
113-130 |
| S1 |
112-220 |
112-220 |
113-091 |
112-100 |
| S2 |
111-300 |
111-300 |
113-043 |
|
| S3 |
110-090 |
111-010 |
112-314 |
|
| S4 |
108-200 |
109-120 |
112-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-160 |
112-270 |
1-210 |
1.5% |
0-297 |
0.8% |
36% |
True |
False |
929,512 |
| 10 |
116-020 |
112-270 |
3-070 |
2.8% |
1-024 |
0.9% |
18% |
False |
False |
1,080,966 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-309 |
0.9% |
18% |
False |
False |
1,040,877 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-319 |
0.9% |
48% |
False |
False |
1,043,403 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
48% |
False |
False |
736,895 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-285 |
0.8% |
41% |
False |
False |
553,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-090 |
|
2.618 |
117-142 |
|
1.618 |
116-102 |
|
1.000 |
115-200 |
|
0.618 |
115-062 |
|
HIGH |
114-160 |
|
0.618 |
114-022 |
|
0.500 |
113-300 |
|
0.382 |
113-258 |
|
LOW |
113-120 |
|
0.618 |
112-218 |
|
1.000 |
112-080 |
|
1.618 |
111-178 |
|
2.618 |
110-138 |
|
4.250 |
108-190 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-300 |
113-215 |
| PP |
113-247 |
113-190 |
| S1 |
113-193 |
113-165 |
|