ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
114-145 |
114-050 |
-0-095 |
-0.3% |
113-190 |
| High |
114-150 |
114-130 |
-0-020 |
-0.1% |
114-160 |
| Low |
113-220 |
113-160 |
-0-060 |
-0.2% |
112-270 |
| Close |
114-035 |
114-035 |
0-000 |
0.0% |
113-140 |
| Range |
0-250 |
0-290 |
0-040 |
16.0% |
1-210 |
| ATR |
0-317 |
0-315 |
-0-002 |
-0.6% |
0-000 |
| Volume |
797,229 |
851,320 |
54,091 |
6.8% |
4,647,561 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-232 |
116-103 |
114-194 |
|
| R3 |
115-262 |
115-133 |
114-115 |
|
| R2 |
114-292 |
114-292 |
114-088 |
|
| R1 |
114-163 |
114-163 |
114-062 |
114-082 |
| PP |
114-002 |
114-002 |
114-002 |
113-281 |
| S1 |
113-193 |
113-193 |
114-008 |
113-112 |
| S2 |
113-032 |
113-032 |
113-302 |
|
| S3 |
112-062 |
112-223 |
113-275 |
|
| S4 |
111-092 |
111-253 |
113-196 |
|
|
| 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 |
113-040 |
1-120 |
1.2% |
1-004 |
0.9% |
72% |
False |
False |
942,887 |
| 10 |
115-000 |
112-270 |
2-050 |
1.9% |
0-310 |
0.8% |
59% |
False |
False |
974,104 |
| 20 |
116-020 |
112-270 |
3-070 |
2.8% |
0-318 |
0.9% |
39% |
False |
False |
1,032,466 |
| 40 |
116-020 |
111-010 |
5-010 |
4.4% |
0-316 |
0.9% |
61% |
False |
False |
1,030,587 |
| 60 |
116-020 |
111-010 |
5-010 |
4.4% |
0-306 |
0.8% |
61% |
False |
False |
782,171 |
| 80 |
116-310 |
111-010 |
5-300 |
5.2% |
0-291 |
0.8% |
52% |
False |
False |
587,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-082 |
|
2.618 |
116-249 |
|
1.618 |
115-279 |
|
1.000 |
115-100 |
|
0.618 |
114-309 |
|
HIGH |
114-130 |
|
0.618 |
114-019 |
|
0.500 |
113-305 |
|
0.382 |
113-271 |
|
LOW |
113-160 |
|
0.618 |
112-301 |
|
1.000 |
112-190 |
|
1.618 |
112-011 |
|
2.618 |
111-041 |
|
4.250 |
109-208 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-018 |
114-016 |
| PP |
114-002 |
113-317 |
| S1 |
113-305 |
113-298 |
|