ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-110 |
112-070 |
-0-040 |
-0.1% |
112-250 |
High |
113-030 |
112-240 |
-0-110 |
-0.3% |
114-240 |
Low |
112-090 |
112-030 |
-0-060 |
-0.2% |
112-090 |
Close |
112-110 |
112-160 |
0-050 |
0.1% |
112-110 |
Range |
0-260 |
0-210 |
-0-050 |
-19.2% |
2-150 |
ATR |
0-261 |
0-257 |
-0-004 |
-1.4% |
0-000 |
Volume |
107 |
212 |
105 |
98.1% |
3,571 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-133 |
114-037 |
112-276 |
|
R3 |
113-243 |
113-147 |
112-218 |
|
R2 |
113-033 |
113-033 |
112-198 |
|
R1 |
112-257 |
112-257 |
112-179 |
112-305 |
PP |
112-143 |
112-143 |
112-143 |
112-168 |
S1 |
112-047 |
112-047 |
112-141 |
112-095 |
S2 |
111-253 |
111-253 |
112-122 |
|
S3 |
111-043 |
111-157 |
112-102 |
|
S4 |
110-153 |
110-267 |
112-044 |
|
|
Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-170 |
118-290 |
113-224 |
|
R3 |
118-020 |
116-140 |
113-007 |
|
R2 |
115-190 |
115-190 |
112-255 |
|
R1 |
113-310 |
113-310 |
112-182 |
113-175 |
PP |
113-040 |
113-040 |
113-040 |
112-292 |
S1 |
111-160 |
111-160 |
112-038 |
111-025 |
S2 |
110-210 |
110-210 |
111-285 |
|
S3 |
108-060 |
109-010 |
111-213 |
|
S4 |
105-230 |
106-180 |
110-316 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-172 |
2.618 |
114-150 |
1.618 |
113-260 |
1.000 |
113-130 |
0.618 |
113-050 |
HIGH |
112-240 |
0.618 |
112-160 |
0.500 |
112-135 |
0.382 |
112-110 |
LOW |
112-030 |
0.618 |
111-220 |
1.000 |
111-140 |
1.618 |
111-010 |
2.618 |
110-120 |
4.250 |
109-098 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-152 |
112-275 |
PP |
112-143 |
112-237 |
S1 |
112-135 |
112-198 |
|