ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-200 |
111-270 |
-0-250 |
-0.7% |
112-250 |
High |
112-310 |
111-310 |
-1-000 |
-0.9% |
114-240 |
Low |
112-000 |
111-180 |
-0-140 |
-0.4% |
112-090 |
Close |
112-060 |
111-230 |
-0-150 |
-0.4% |
112-110 |
Range |
0-310 |
0-130 |
-0-180 |
-58.1% |
2-150 |
ATR |
0-261 |
0-257 |
-0-004 |
-1.7% |
0-000 |
Volume |
46 |
1,461 |
1,415 |
3,076.1% |
3,571 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-310 |
112-240 |
111-302 |
|
R3 |
112-180 |
112-110 |
111-266 |
|
R2 |
112-050 |
112-050 |
111-254 |
|
R1 |
111-300 |
111-300 |
111-242 |
111-270 |
PP |
111-240 |
111-240 |
111-240 |
111-225 |
S1 |
111-170 |
111-170 |
111-218 |
111-140 |
S2 |
111-110 |
111-110 |
111-206 |
|
S3 |
110-300 |
111-040 |
111-194 |
|
S4 |
110-170 |
110-230 |
111-158 |
|
|
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 |
113-222 |
2.618 |
113-010 |
1.618 |
112-200 |
1.000 |
112-120 |
0.618 |
112-070 |
HIGH |
111-310 |
0.618 |
111-260 |
0.500 |
111-245 |
0.382 |
111-230 |
LOW |
111-180 |
0.618 |
111-100 |
1.000 |
111-050 |
1.618 |
110-290 |
2.618 |
110-160 |
4.250 |
109-268 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-245 |
112-085 |
PP |
111-240 |
112-027 |
S1 |
111-235 |
111-288 |
|