ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-050 |
114-160 |
0-110 |
0.3% |
114-070 |
High |
114-230 |
115-070 |
0-160 |
0.4% |
115-070 |
Low |
114-000 |
114-150 |
0-150 |
0.4% |
113-100 |
Close |
114-190 |
114-280 |
0-090 |
0.2% |
114-280 |
Range |
0-230 |
0-240 |
0-010 |
4.3% |
1-290 |
ATR |
0-264 |
0-263 |
-0-002 |
-0.7% |
0-000 |
Volume |
32,965 |
10,111 |
-22,854 |
-69.3% |
76,261 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-033 |
116-237 |
115-092 |
|
R3 |
116-113 |
115-317 |
115-026 |
|
R2 |
115-193 |
115-193 |
115-004 |
|
R1 |
115-077 |
115-077 |
114-302 |
115-135 |
PP |
114-273 |
114-273 |
114-273 |
114-302 |
S1 |
114-157 |
114-157 |
114-258 |
114-215 |
S2 |
114-033 |
114-033 |
114-236 |
|
S3 |
113-113 |
113-237 |
114-214 |
|
S4 |
112-193 |
112-317 |
114-148 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-060 |
119-140 |
115-296 |
|
R3 |
118-090 |
117-170 |
115-128 |
|
R2 |
116-120 |
116-120 |
115-072 |
|
R1 |
115-200 |
115-200 |
115-016 |
116-000 |
PP |
114-150 |
114-150 |
114-150 |
114-210 |
S1 |
113-230 |
113-230 |
114-224 |
114-030 |
S2 |
112-180 |
112-180 |
114-168 |
|
S3 |
110-210 |
111-260 |
114-112 |
|
S4 |
108-240 |
109-290 |
113-264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-130 |
2.618 |
117-058 |
1.618 |
116-138 |
1.000 |
115-310 |
0.618 |
115-218 |
HIGH |
115-070 |
0.618 |
114-298 |
0.500 |
114-270 |
0.382 |
114-242 |
LOW |
114-150 |
0.618 |
114-002 |
1.000 |
113-230 |
1.618 |
113-082 |
2.618 |
112-162 |
4.250 |
111-090 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-277 |
114-252 |
PP |
114-273 |
114-223 |
S1 |
114-270 |
114-195 |
|