ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-100 |
114-070 |
-0-030 |
-0.1% |
113-200 |
High |
114-180 |
114-120 |
-0-060 |
-0.2% |
114-180 |
Low |
114-000 |
113-100 |
-0-220 |
-0.6% |
112-270 |
Close |
114-030 |
113-210 |
-0-140 |
-0.4% |
114-030 |
Range |
0-180 |
1-020 |
0-160 |
88.9% |
1-230 |
ATR |
0-259 |
0-265 |
0-006 |
2.2% |
0-000 |
Volume |
12,302 |
5,367 |
-6,935 |
-56.4% |
75,576 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-310 |
116-120 |
114-077 |
|
R3 |
115-290 |
115-100 |
113-304 |
|
R2 |
114-270 |
114-270 |
113-272 |
|
R1 |
114-080 |
114-080 |
113-241 |
114-005 |
PP |
113-250 |
113-250 |
113-250 |
113-212 |
S1 |
113-060 |
113-060 |
113-179 |
112-305 |
S2 |
112-230 |
112-230 |
113-148 |
|
S3 |
111-210 |
112-040 |
113-116 |
|
S4 |
110-190 |
111-020 |
113-023 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-317 |
118-083 |
115-012 |
|
R3 |
117-087 |
116-173 |
114-181 |
|
R2 |
115-177 |
115-177 |
114-131 |
|
R1 |
114-263 |
114-263 |
114-080 |
115-060 |
PP |
113-267 |
113-267 |
113-267 |
114-005 |
S1 |
113-033 |
113-033 |
113-300 |
113-150 |
S2 |
112-037 |
112-037 |
113-249 |
|
S3 |
110-127 |
111-123 |
113-199 |
|
S4 |
108-217 |
109-213 |
113-048 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-285 |
2.618 |
117-050 |
1.618 |
116-030 |
1.000 |
115-140 |
0.618 |
115-010 |
HIGH |
114-120 |
0.618 |
113-310 |
0.500 |
113-270 |
0.382 |
113-230 |
LOW |
113-100 |
0.618 |
112-210 |
1.000 |
112-080 |
1.618 |
111-190 |
2.618 |
110-170 |
4.250 |
108-255 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
113-270 |
113-290 |
PP |
113-250 |
113-263 |
S1 |
113-230 |
113-237 |
|