ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
113-270 |
114-000 |
0-050 |
0.1% |
112-120 |
| High |
114-040 |
114-160 |
0-120 |
0.3% |
113-090 |
| Low |
113-190 |
113-210 |
0-020 |
0.1% |
112-120 |
| Close |
114-000 |
114-090 |
0-090 |
0.2% |
113-040 |
| Range |
0-170 |
0-270 |
0-100 |
58.8% |
0-290 |
| ATR |
0-203 |
0-208 |
0-005 |
2.4% |
0-000 |
| Volume |
125 |
1,785 |
1,660 |
1,328.0% |
566 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-217 |
116-103 |
114-238 |
|
| R3 |
115-267 |
115-153 |
114-164 |
|
| R2 |
114-317 |
114-317 |
114-140 |
|
| R1 |
114-203 |
114-203 |
114-115 |
114-260 |
| PP |
114-047 |
114-047 |
114-047 |
114-075 |
| S1 |
113-253 |
113-253 |
114-065 |
113-310 |
| S2 |
113-097 |
113-097 |
114-040 |
|
| S3 |
112-147 |
112-303 |
114-016 |
|
| S4 |
111-197 |
112-033 |
113-262 |
|
|
| 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 |
118-028 |
|
2.618 |
116-227 |
|
1.618 |
115-277 |
|
1.000 |
115-110 |
|
0.618 |
115-007 |
|
HIGH |
114-160 |
|
0.618 |
114-057 |
|
0.500 |
114-025 |
|
0.382 |
113-313 |
|
LOW |
113-210 |
|
0.618 |
113-043 |
|
1.000 |
112-260 |
|
1.618 |
112-093 |
|
2.618 |
111-143 |
|
4.250 |
110-022 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-068 |
114-037 |
| PP |
114-047 |
113-303 |
| S1 |
114-025 |
113-250 |
|