ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-100 |
113-030 |
0-250 |
0.7% |
112-070 |
High |
113-050 |
113-030 |
-0-020 |
-0.1% |
113-050 |
Low |
112-100 |
112-140 |
0-040 |
0.1% |
111-180 |
Close |
113-000 |
112-260 |
-0-060 |
-0.2% |
112-050 |
Range |
0-270 |
0-210 |
-0-060 |
-22.2% |
1-190 |
ATR |
0-275 |
0-270 |
-0-005 |
-1.7% |
0-000 |
Volume |
1,882 |
10,041 |
8,159 |
433.5% |
10,813 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-240 |
114-140 |
113-056 |
|
R3 |
114-030 |
113-250 |
112-318 |
|
R2 |
113-140 |
113-140 |
112-298 |
|
R1 |
113-040 |
113-040 |
112-279 |
112-305 |
PP |
112-250 |
112-250 |
112-250 |
112-222 |
S1 |
112-150 |
112-150 |
112-241 |
112-095 |
S2 |
112-040 |
112-040 |
112-222 |
|
S3 |
111-150 |
111-260 |
112-202 |
|
S4 |
110-260 |
111-050 |
112-144 |
|
|
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 |
115-282 |
2.618 |
114-260 |
1.618 |
114-050 |
1.000 |
113-240 |
0.618 |
113-160 |
HIGH |
113-030 |
0.618 |
112-270 |
0.500 |
112-245 |
0.382 |
112-220 |
LOW |
112-140 |
0.618 |
112-010 |
1.000 |
111-250 |
1.618 |
111-120 |
2.618 |
110-230 |
4.250 |
109-208 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-255 |
112-242 |
PP |
112-250 |
112-223 |
S1 |
112-245 |
112-205 |
|