ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-070 |
113-135 |
-0-255 |
-0.7% |
113-190 |
| High |
114-160 |
114-150 |
-0-010 |
0.0% |
114-160 |
| Low |
113-120 |
113-125 |
0-005 |
0.0% |
112-270 |
| Close |
113-140 |
114-085 |
0-265 |
0.7% |
113-140 |
| Range |
1-040 |
1-025 |
-0-015 |
-4.2% |
1-210 |
| ATR |
1-001 |
1-002 |
0-002 |
0.5% |
0-000 |
| Volume |
995,122 |
1,105,564 |
110,442 |
11.1% |
4,647,561 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-088 |
116-272 |
114-275 |
|
| R3 |
116-063 |
115-247 |
114-180 |
|
| R2 |
115-038 |
115-038 |
114-148 |
|
| R1 |
114-222 |
114-222 |
114-117 |
114-290 |
| PP |
114-013 |
114-013 |
114-013 |
114-048 |
| S1 |
113-197 |
113-197 |
114-053 |
113-265 |
| S2 |
112-308 |
112-308 |
114-022 |
|
| S3 |
111-283 |
112-172 |
113-310 |
|
| S4 |
110-258 |
111-147 |
113-215 |
|
|
| 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 |
1.4% |
0-319 |
0.9% |
86% |
False |
False |
933,416 |
| 10 |
116-020 |
112-270 |
3-070 |
2.8% |
1-008 |
0.9% |
44% |
False |
False |
1,052,535 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-315 |
0.9% |
44% |
False |
False |
1,043,309 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
1-004 |
0.9% |
64% |
False |
False |
1,043,793 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-304 |
0.8% |
64% |
False |
False |
755,092 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-289 |
0.8% |
54% |
False |
False |
567,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-016 |
|
2.618 |
117-093 |
|
1.618 |
116-068 |
|
1.000 |
115-175 |
|
0.618 |
115-043 |
|
HIGH |
114-150 |
|
0.618 |
114-018 |
|
0.500 |
113-298 |
|
0.382 |
113-257 |
|
LOW |
113-125 |
|
0.618 |
112-232 |
|
1.000 |
112-100 |
|
1.618 |
111-207 |
|
2.618 |
110-182 |
|
4.250 |
108-259 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-049 |
114-037 |
| PP |
114-013 |
113-308 |
| S1 |
113-298 |
113-260 |
|