ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-200 |
113-220 |
0-020 |
0.1% |
112-100 |
High |
114-020 |
113-230 |
-0-110 |
-0.3% |
114-020 |
Low |
113-180 |
113-100 |
-0-080 |
-0.2% |
112-070 |
Close |
113-200 |
113-150 |
-0-050 |
-0.1% |
113-250 |
Range |
0-160 |
0-130 |
-0-030 |
-18.8% |
1-270 |
ATR |
0-264 |
0-255 |
-0-010 |
-3.6% |
0-000 |
Volume |
12,146 |
25,386 |
13,240 |
109.0% |
28,387 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-230 |
114-160 |
113-222 |
|
R3 |
114-100 |
114-030 |
113-186 |
|
R2 |
113-290 |
113-290 |
113-174 |
|
R1 |
113-220 |
113-220 |
113-162 |
113-190 |
PP |
113-160 |
113-160 |
113-160 |
113-145 |
S1 |
113-090 |
113-090 |
113-138 |
113-060 |
S2 |
113-030 |
113-030 |
113-126 |
|
S3 |
112-220 |
112-280 |
113-114 |
|
S4 |
112-090 |
112-150 |
113-078 |
|
|
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 |
115-142 |
2.618 |
114-250 |
1.618 |
114-120 |
1.000 |
114-040 |
0.618 |
113-310 |
HIGH |
113-230 |
0.618 |
113-180 |
0.500 |
113-165 |
0.382 |
113-150 |
LOW |
113-100 |
0.618 |
113-020 |
1.000 |
112-290 |
1.618 |
112-210 |
2.618 |
112-080 |
4.250 |
111-188 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-165 |
113-220 |
PP |
113-160 |
113-197 |
S1 |
113-155 |
113-173 |
|