ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 01-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-120 |
113-000 |
0-200 |
0.6% |
110-300 |
High |
112-230 |
113-090 |
0-180 |
0.5% |
112-270 |
Low |
112-120 |
112-240 |
0-120 |
0.3% |
110-290 |
Close |
112-210 |
112-200 |
-0-010 |
0.0% |
112-180 |
Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-300 |
ATR |
0-201 |
0-201 |
0-000 |
0.0% |
0-000 |
Volume |
5 |
1 |
-4 |
-80.0% |
698 |
|
Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-153 |
114-027 |
112-294 |
|
R3 |
113-303 |
113-177 |
112-247 |
|
R2 |
113-133 |
113-133 |
112-231 |
|
R1 |
113-007 |
113-007 |
112-216 |
112-305 |
PP |
112-283 |
112-283 |
112-283 |
112-272 |
S1 |
112-157 |
112-157 |
112-184 |
112-135 |
S2 |
112-113 |
112-113 |
112-169 |
|
S3 |
111-263 |
111-307 |
112-153 |
|
S4 |
111-093 |
111-137 |
112-106 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-293 |
117-057 |
113-201 |
|
R3 |
115-313 |
115-077 |
113-030 |
|
R2 |
114-013 |
114-013 |
112-294 |
|
R1 |
113-097 |
113-097 |
112-237 |
113-215 |
PP |
112-033 |
112-033 |
112-033 |
112-092 |
S1 |
111-117 |
111-117 |
112-123 |
111-235 |
S2 |
110-053 |
110-053 |
112-066 |
|
S3 |
108-073 |
109-137 |
112-010 |
|
S4 |
106-093 |
107-157 |
111-159 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-172 |
2.618 |
114-215 |
1.618 |
114-045 |
1.000 |
113-260 |
0.618 |
113-195 |
HIGH |
113-090 |
0.618 |
113-025 |
0.500 |
113-005 |
0.382 |
112-305 |
LOW |
112-240 |
0.618 |
112-135 |
1.000 |
112-070 |
1.618 |
111-285 |
2.618 |
111-115 |
4.250 |
110-158 |
|
|
Fisher Pivots for day following 01-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-005 |
112-265 |
PP |
112-283 |
112-243 |
S1 |
112-242 |
112-222 |
|