ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-270 |
112-010 |
0-060 |
0.2% |
112-250 |
| High |
111-310 |
112-310 |
1-000 |
0.9% |
114-240 |
| Low |
111-180 |
112-010 |
0-150 |
0.4% |
112-090 |
| Close |
111-230 |
112-280 |
1-050 |
1.0% |
112-110 |
| Range |
0-130 |
0-300 |
0-170 |
130.8% |
2-150 |
| ATR |
0-257 |
0-267 |
0-010 |
4.0% |
0-000 |
| Volume |
1,461 |
4,328 |
2,867 |
196.2% |
3,571 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-140 |
115-030 |
113-125 |
|
| R3 |
114-160 |
114-050 |
113-042 |
|
| R2 |
113-180 |
113-180 |
113-015 |
|
| R1 |
113-070 |
113-070 |
112-308 |
113-125 |
| PP |
112-200 |
112-200 |
112-200 |
112-228 |
| S1 |
112-090 |
112-090 |
112-252 |
112-145 |
| S2 |
111-220 |
111-220 |
112-225 |
|
| S3 |
110-240 |
111-110 |
112-198 |
|
| S4 |
109-260 |
110-130 |
112-115 |
|
|
| 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 |
116-305 |
|
2.618 |
115-135 |
|
1.618 |
114-155 |
|
1.000 |
113-290 |
|
0.618 |
113-175 |
|
HIGH |
112-310 |
|
0.618 |
112-195 |
|
0.500 |
112-160 |
|
0.382 |
112-125 |
|
LOW |
112-010 |
|
0.618 |
111-145 |
|
1.000 |
111-030 |
|
1.618 |
110-165 |
|
2.618 |
109-185 |
|
4.250 |
108-015 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-240 |
112-215 |
| PP |
112-200 |
112-150 |
| S1 |
112-160 |
112-085 |
|