ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-030 |
113-200 |
0-170 |
0.5% |
112-120 |
High |
113-090 |
114-050 |
0-280 |
0.8% |
113-090 |
Low |
112-260 |
113-020 |
0-080 |
0.2% |
112-120 |
Close |
113-040 |
113-200 |
0-160 |
0.4% |
113-040 |
Range |
0-150 |
1-030 |
0-200 |
133.3% |
0-290 |
ATR |
0-194 |
0-205 |
0-011 |
5.7% |
0-000 |
Volume |
547 |
21 |
-526 |
-96.2% |
566 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-287 |
116-113 |
114-072 |
|
R3 |
115-257 |
115-083 |
113-296 |
|
R2 |
114-227 |
114-227 |
113-264 |
|
R1 |
114-053 |
114-053 |
113-232 |
114-055 |
PP |
113-197 |
113-197 |
113-197 |
113-198 |
S1 |
113-023 |
113-023 |
113-168 |
113-025 |
S2 |
112-167 |
112-167 |
113-136 |
|
S3 |
111-137 |
111-313 |
113-104 |
|
S4 |
110-107 |
110-283 |
113-008 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-207 |
115-093 |
113-200 |
|
R3 |
114-237 |
114-123 |
113-120 |
|
R2 |
113-267 |
113-267 |
113-093 |
|
R1 |
113-153 |
113-153 |
113-067 |
113-210 |
PP |
112-297 |
112-297 |
112-297 |
113-005 |
S1 |
112-183 |
112-183 |
113-013 |
112-240 |
S2 |
112-007 |
112-007 |
112-307 |
|
S3 |
111-037 |
111-213 |
112-280 |
|
S4 |
110-067 |
110-243 |
112-200 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-258 |
2.618 |
117-006 |
1.618 |
115-296 |
1.000 |
115-080 |
0.618 |
114-266 |
HIGH |
114-050 |
0.618 |
113-236 |
0.500 |
113-195 |
0.382 |
113-154 |
LOW |
113-020 |
0.618 |
112-124 |
1.000 |
111-310 |
1.618 |
111-094 |
2.618 |
110-064 |
4.250 |
108-132 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-198 |
113-167 |
PP |
113-197 |
113-133 |
S1 |
113-195 |
113-100 |
|