ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-170 |
112-150 |
0-300 |
0.8% |
110-160 |
| High |
111-210 |
112-160 |
0-270 |
0.8% |
111-290 |
| Low |
110-300 |
111-260 |
0-280 |
0.8% |
110-030 |
| Close |
111-170 |
112-130 |
0-280 |
0.8% |
111-070 |
| Range |
0-230 |
0-220 |
-0-010 |
-4.3% |
1-260 |
| ATR |
0-205 |
0-213 |
0-007 |
3.6% |
0-000 |
| Volume |
605 |
53 |
-552 |
-91.2% |
12 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-097 |
114-013 |
112-251 |
|
| R3 |
113-197 |
113-113 |
112-190 |
|
| R2 |
112-297 |
112-297 |
112-170 |
|
| R1 |
112-213 |
112-213 |
112-150 |
112-145 |
| PP |
112-077 |
112-077 |
112-077 |
112-042 |
| S1 |
111-313 |
111-313 |
112-110 |
111-245 |
| S2 |
111-177 |
111-177 |
112-090 |
|
| S3 |
110-277 |
111-093 |
112-070 |
|
| S4 |
110-057 |
110-193 |
112-009 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
115-217 |
112-069 |
|
| R3 |
114-223 |
113-277 |
111-230 |
|
| R2 |
112-283 |
112-283 |
111-176 |
|
| R1 |
112-017 |
112-017 |
111-123 |
112-150 |
| PP |
111-023 |
111-023 |
111-023 |
111-090 |
| S1 |
110-077 |
110-077 |
111-017 |
110-210 |
| S2 |
109-083 |
109-083 |
110-284 |
|
| S3 |
107-143 |
108-137 |
110-230 |
|
| S4 |
105-203 |
106-197 |
110-071 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-135 |
|
2.618 |
114-096 |
|
1.618 |
113-196 |
|
1.000 |
113-060 |
|
0.618 |
112-296 |
|
HIGH |
112-160 |
|
0.618 |
112-076 |
|
0.500 |
112-050 |
|
0.382 |
112-024 |
|
LOW |
111-260 |
|
0.618 |
111-124 |
|
1.000 |
111-040 |
|
1.618 |
110-224 |
|
2.618 |
110-004 |
|
4.250 |
108-285 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-103 |
112-057 |
| PP |
112-077 |
111-303 |
| S1 |
112-050 |
111-230 |
|