ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 30-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
113-030 |
112-280 |
-0-070 |
-0.2% |
112-070 |
High |
113-030 |
113-030 |
0-000 |
0.0% |
113-050 |
Low |
112-140 |
112-070 |
-0-070 |
-0.2% |
111-180 |
Close |
112-260 |
112-270 |
0-010 |
0.0% |
112-050 |
Range |
0-210 |
0-280 |
0-070 |
33.3% |
1-190 |
ATR |
0-270 |
0-271 |
0-001 |
0.3% |
0-000 |
Volume |
10,041 |
3,731 |
-6,310 |
-62.8% |
10,813 |
|
Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-110 |
114-310 |
113-104 |
|
R3 |
114-150 |
114-030 |
113-027 |
|
R2 |
113-190 |
113-190 |
113-001 |
|
R1 |
113-070 |
113-070 |
112-296 |
112-310 |
PP |
112-230 |
112-230 |
112-230 |
112-190 |
S1 |
112-110 |
112-110 |
112-244 |
112-030 |
S2 |
111-270 |
111-270 |
112-219 |
|
S3 |
110-310 |
111-150 |
112-193 |
|
S4 |
110-030 |
110-190 |
112-116 |
|
|
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 |
116-260 |
2.618 |
115-123 |
1.618 |
114-163 |
1.000 |
113-310 |
0.618 |
113-203 |
HIGH |
113-030 |
0.618 |
112-243 |
0.500 |
112-210 |
0.382 |
112-177 |
LOW |
112-070 |
0.618 |
111-217 |
1.000 |
111-110 |
1.618 |
110-257 |
2.618 |
109-297 |
4.250 |
108-160 |
|
|
Fisher Pivots for day following 30-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
112-250 |
112-253 |
PP |
112-230 |
112-237 |
S1 |
112-210 |
112-220 |
|