ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
112-280 |
112-280 |
0-000 |
0.0% |
112-070 |
High |
113-030 |
113-280 |
0-250 |
0.7% |
113-050 |
Low |
112-070 |
112-250 |
0-180 |
0.5% |
111-180 |
Close |
112-270 |
113-180 |
0-230 |
0.6% |
112-050 |
Range |
0-280 |
1-030 |
0-070 |
25.0% |
1-190 |
ATR |
0-271 |
0-277 |
0-006 |
2.1% |
0-000 |
Volume |
3,731 |
2,351 |
-1,380 |
-37.0% |
10,813 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-220 |
116-070 |
114-052 |
|
R3 |
115-190 |
115-040 |
113-276 |
|
R2 |
114-160 |
114-160 |
113-244 |
|
R1 |
114-010 |
114-010 |
113-212 |
114-085 |
PP |
113-130 |
113-130 |
113-130 |
113-168 |
S1 |
112-300 |
112-300 |
113-148 |
113-055 |
S2 |
112-100 |
112-100 |
113-116 |
|
S3 |
111-070 |
111-270 |
113-084 |
|
S4 |
110-040 |
110-240 |
112-308 |
|
|
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 |
118-168 |
2.618 |
116-236 |
1.618 |
115-206 |
1.000 |
114-310 |
0.618 |
114-176 |
HIGH |
113-280 |
0.618 |
113-146 |
0.500 |
113-105 |
0.382 |
113-064 |
LOW |
112-250 |
0.618 |
112-034 |
1.000 |
111-220 |
1.618 |
111-004 |
2.618 |
109-294 |
4.250 |
108-042 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
113-155 |
113-125 |
PP |
113-130 |
113-070 |
S1 |
113-105 |
113-015 |
|