ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-150 |
113-080 |
-0-070 |
-0.2% |
112-100 |
High |
113-200 |
114-170 |
0-290 |
0.8% |
114-020 |
Low |
112-270 |
113-080 |
0-130 |
0.4% |
112-070 |
Close |
113-080 |
114-120 |
1-040 |
1.0% |
113-250 |
Range |
0-250 |
1-090 |
0-160 |
64.0% |
1-270 |
ATR |
0-254 |
0-266 |
0-011 |
4.4% |
0-000 |
Volume |
13,148 |
12,594 |
-554 |
-4.2% |
28,387 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-287 |
117-133 |
115-026 |
|
R3 |
116-197 |
116-043 |
114-233 |
|
R2 |
115-107 |
115-107 |
114-195 |
|
R1 |
114-273 |
114-273 |
114-158 |
115-030 |
PP |
114-017 |
114-017 |
114-017 |
114-055 |
S1 |
113-183 |
113-183 |
114-082 |
113-260 |
S2 |
112-247 |
112-247 |
114-045 |
|
S3 |
111-157 |
112-093 |
114-007 |
|
S4 |
110-067 |
111-003 |
113-214 |
|
|
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 |
119-312 |
2.618 |
117-283 |
1.618 |
116-193 |
1.000 |
115-260 |
0.618 |
115-103 |
HIGH |
114-170 |
0.618 |
114-013 |
0.500 |
113-285 |
0.382 |
113-237 |
LOW |
113-080 |
0.618 |
112-147 |
1.000 |
111-310 |
1.618 |
111-057 |
2.618 |
109-287 |
4.250 |
107-258 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-068 |
114-047 |
PP |
114-017 |
113-293 |
S1 |
113-285 |
113-220 |
|