ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-200 |
114-050 |
-0-150 |
-0.4% |
113-200 |
High |
114-260 |
114-230 |
-0-030 |
-0.1% |
114-180 |
Low |
114-010 |
114-000 |
-0-010 |
0.0% |
112-270 |
Close |
114-060 |
114-190 |
0-130 |
0.4% |
114-030 |
Range |
0-250 |
0-230 |
-0-020 |
-8.0% |
1-230 |
ATR |
0-267 |
0-264 |
-0-003 |
-1.0% |
0-000 |
Volume |
25,433 |
32,965 |
7,532 |
29.6% |
75,576 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-190 |
116-100 |
114-316 |
|
R3 |
115-280 |
115-190 |
114-253 |
|
R2 |
115-050 |
115-050 |
114-232 |
|
R1 |
114-280 |
114-280 |
114-211 |
115-005 |
PP |
114-140 |
114-140 |
114-140 |
114-162 |
S1 |
114-050 |
114-050 |
114-169 |
114-095 |
S2 |
113-230 |
113-230 |
114-148 |
|
S3 |
113-000 |
113-140 |
114-127 |
|
S4 |
112-090 |
112-230 |
114-064 |
|
|
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 |
117-248 |
2.618 |
116-192 |
1.618 |
115-282 |
1.000 |
115-140 |
0.618 |
115-052 |
HIGH |
114-230 |
0.618 |
114-142 |
0.500 |
114-115 |
0.382 |
114-088 |
LOW |
114-000 |
0.618 |
113-178 |
1.000 |
113-090 |
1.618 |
112-268 |
2.618 |
112-038 |
4.250 |
110-302 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-165 |
114-153 |
PP |
114-140 |
114-117 |
S1 |
114-115 |
114-080 |
|