ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-280 |
113-250 |
0-290 |
0.8% |
112-100 |
High |
113-280 |
114-020 |
0-060 |
0.2% |
114-020 |
Low |
112-250 |
113-120 |
0-190 |
0.5% |
112-070 |
Close |
113-180 |
113-250 |
0-070 |
0.2% |
113-250 |
Range |
1-030 |
0-220 |
-0-130 |
-37.1% |
1-270 |
ATR |
0-277 |
0-272 |
-0-004 |
-1.5% |
0-000 |
Volume |
2,351 |
10,382 |
8,031 |
341.6% |
28,387 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-257 |
115-153 |
114-051 |
|
R3 |
115-037 |
114-253 |
113-310 |
|
R2 |
114-137 |
114-137 |
113-290 |
|
R1 |
114-033 |
114-033 |
113-270 |
114-040 |
PP |
113-237 |
113-237 |
113-237 |
113-240 |
S1 |
113-133 |
113-133 |
113-230 |
113-140 |
S2 |
113-017 |
113-017 |
113-210 |
|
S3 |
112-117 |
112-233 |
113-190 |
|
S4 |
111-217 |
112-013 |
113-129 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-283 |
118-057 |
114-254 |
|
R3 |
117-013 |
116-107 |
114-092 |
|
R2 |
115-063 |
115-063 |
114-038 |
|
R1 |
114-157 |
114-157 |
113-304 |
114-270 |
PP |
113-113 |
113-113 |
113-113 |
113-170 |
S1 |
112-207 |
112-207 |
113-196 |
113-000 |
S2 |
111-163 |
111-163 |
113-142 |
|
S3 |
109-213 |
110-257 |
113-088 |
|
S4 |
107-263 |
108-307 |
112-246 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-315 |
2.618 |
115-276 |
1.618 |
115-056 |
1.000 |
114-240 |
0.618 |
114-156 |
HIGH |
114-020 |
0.618 |
113-256 |
0.500 |
113-230 |
0.382 |
113-204 |
LOW |
113-120 |
0.618 |
112-304 |
1.000 |
112-220 |
1.618 |
112-084 |
2.618 |
111-184 |
4.250 |
110-145 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-243 |
113-182 |
PP |
113-237 |
113-113 |
S1 |
113-230 |
113-045 |
|