ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
113-230 |
114-200 |
0-290 |
0.8% |
113-200 |
High |
114-200 |
114-260 |
0-060 |
0.2% |
114-180 |
Low |
113-220 |
114-010 |
0-110 |
0.3% |
112-270 |
Close |
114-160 |
114-060 |
-0-100 |
-0.3% |
114-030 |
Range |
0-300 |
0-250 |
-0-050 |
-16.7% |
1-230 |
ATR |
0-268 |
0-267 |
-0-001 |
-0.5% |
0-000 |
Volume |
2,385 |
25,433 |
23,048 |
966.4% |
75,576 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-220 |
116-070 |
114-198 |
|
R3 |
115-290 |
115-140 |
114-129 |
|
R2 |
115-040 |
115-040 |
114-106 |
|
R1 |
114-210 |
114-210 |
114-083 |
114-160 |
PP |
114-110 |
114-110 |
114-110 |
114-085 |
S1 |
113-280 |
113-280 |
114-037 |
113-230 |
S2 |
113-180 |
113-180 |
114-014 |
|
S3 |
112-250 |
113-030 |
113-311 |
|
S4 |
112-000 |
112-100 |
113-242 |
|
|
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 |
118-042 |
2.618 |
116-274 |
1.618 |
116-024 |
1.000 |
115-190 |
0.618 |
115-094 |
HIGH |
114-260 |
0.618 |
114-164 |
0.500 |
114-135 |
0.382 |
114-106 |
LOW |
114-010 |
0.618 |
113-176 |
1.000 |
113-080 |
1.618 |
112-246 |
2.618 |
111-316 |
4.250 |
110-228 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-135 |
114-047 |
PP |
114-110 |
114-033 |
S1 |
114-085 |
114-020 |
|