ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-250 |
113-200 |
-0-050 |
-0.1% |
112-100 |
High |
114-020 |
114-020 |
0-000 |
0.0% |
114-020 |
Low |
113-120 |
113-180 |
0-060 |
0.2% |
112-070 |
Close |
113-250 |
113-200 |
-0-050 |
-0.1% |
113-250 |
Range |
0-220 |
0-160 |
-0-060 |
-27.3% |
1-270 |
ATR |
0-272 |
0-264 |
-0-008 |
-2.9% |
0-000 |
Volume |
10,382 |
12,146 |
1,764 |
17.0% |
28,387 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-080 |
114-300 |
113-288 |
|
R3 |
114-240 |
114-140 |
113-244 |
|
R2 |
114-080 |
114-080 |
113-229 |
|
R1 |
113-300 |
113-300 |
113-215 |
113-280 |
PP |
113-240 |
113-240 |
113-240 |
113-230 |
S1 |
113-140 |
113-140 |
113-185 |
113-120 |
S2 |
113-080 |
113-080 |
113-171 |
|
S3 |
112-240 |
112-300 |
113-156 |
|
S4 |
112-080 |
112-140 |
113-112 |
|
|
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 |
116-060 |
2.618 |
115-119 |
1.618 |
114-279 |
1.000 |
114-180 |
0.618 |
114-119 |
HIGH |
114-020 |
0.618 |
113-279 |
0.500 |
113-260 |
0.382 |
113-241 |
LOW |
113-180 |
0.618 |
113-081 |
1.000 |
113-020 |
1.618 |
112-241 |
2.618 |
112-081 |
4.250 |
111-140 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-260 |
113-178 |
PP |
113-240 |
113-157 |
S1 |
113-220 |
113-135 |
|