ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-010 |
113-010 |
1-000 |
0.9% |
112-070 |
High |
112-310 |
113-050 |
0-060 |
0.2% |
113-050 |
Low |
112-010 |
112-040 |
0-030 |
0.1% |
111-180 |
Close |
112-280 |
112-050 |
-0-230 |
-0.6% |
112-050 |
Range |
0-300 |
1-010 |
0-030 |
10.0% |
1-190 |
ATR |
0-267 |
0-271 |
0-005 |
1.7% |
0-000 |
Volume |
4,328 |
4,766 |
438 |
10.1% |
10,813 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-183 |
114-287 |
112-232 |
|
R3 |
114-173 |
113-277 |
112-141 |
|
R2 |
113-163 |
113-163 |
112-110 |
|
R1 |
112-267 |
112-267 |
112-080 |
112-210 |
PP |
112-153 |
112-153 |
112-153 |
112-125 |
S1 |
111-257 |
111-257 |
112-020 |
111-200 |
S2 |
111-143 |
111-143 |
111-310 |
|
S3 |
110-133 |
110-247 |
111-279 |
|
S4 |
109-123 |
109-237 |
111-188 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-023 |
116-067 |
113-010 |
|
R3 |
115-153 |
114-197 |
112-190 |
|
R2 |
113-283 |
113-283 |
112-144 |
|
R1 |
113-007 |
113-007 |
112-097 |
112-210 |
PP |
112-093 |
112-093 |
112-093 |
112-035 |
S1 |
111-137 |
111-137 |
112-003 |
111-020 |
S2 |
110-223 |
110-223 |
111-276 |
|
S3 |
109-033 |
109-267 |
111-230 |
|
S4 |
107-163 |
108-077 |
111-090 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-172 |
2.618 |
115-274 |
1.618 |
114-264 |
1.000 |
114-060 |
0.618 |
113-254 |
HIGH |
113-050 |
0.618 |
112-244 |
0.500 |
112-205 |
0.382 |
112-166 |
LOW |
112-040 |
0.618 |
111-156 |
1.000 |
111-030 |
1.618 |
110-146 |
2.618 |
109-136 |
4.250 |
107-238 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-205 |
112-115 |
PP |
112-153 |
112-093 |
S1 |
112-102 |
112-072 |
|