ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-080 |
0-080 |
0.2% |
112-120 |
High |
114-160 |
114-200 |
0-040 |
0.1% |
113-090 |
Low |
113-210 |
114-060 |
0-170 |
0.5% |
112-120 |
Close |
114-090 |
114-150 |
0-060 |
0.2% |
113-040 |
Range |
0-270 |
0-140 |
-0-130 |
-48.1% |
0-290 |
ATR |
0-208 |
0-203 |
-0-005 |
-2.3% |
0-000 |
Volume |
1,785 |
341 |
-1,444 |
-80.9% |
566 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-237 |
115-173 |
114-227 |
|
R3 |
115-097 |
115-033 |
114-188 |
|
R2 |
114-277 |
114-277 |
114-176 |
|
R1 |
114-213 |
114-213 |
114-163 |
114-245 |
PP |
114-137 |
114-137 |
114-137 |
114-152 |
S1 |
114-073 |
114-073 |
114-137 |
114-105 |
S2 |
113-317 |
113-317 |
114-124 |
|
S3 |
113-177 |
113-253 |
114-112 |
|
S4 |
113-037 |
113-113 |
114-073 |
|
|
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 |
116-155 |
2.618 |
115-247 |
1.618 |
115-107 |
1.000 |
115-020 |
0.618 |
114-287 |
HIGH |
114-200 |
0.618 |
114-147 |
0.500 |
114-130 |
0.382 |
114-113 |
LOW |
114-060 |
0.618 |
113-293 |
1.000 |
113-240 |
1.618 |
113-153 |
2.618 |
113-013 |
4.250 |
112-105 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
114-143 |
114-112 |
PP |
114-137 |
114-073 |
S1 |
114-130 |
114-035 |
|