ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-160 |
115-010 |
0-170 |
0.5% |
114-070 |
High |
115-070 |
115-080 |
0-010 |
0.0% |
115-070 |
Low |
114-150 |
114-260 |
0-110 |
0.3% |
113-100 |
Close |
114-280 |
115-060 |
0-100 |
0.3% |
114-280 |
Range |
0-240 |
0-140 |
-0-100 |
-41.7% |
1-290 |
ATR |
0-263 |
0-254 |
-0-009 |
-3.3% |
0-000 |
Volume |
10,111 |
14,988 |
4,877 |
48.2% |
76,261 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-127 |
116-073 |
115-137 |
|
R3 |
115-307 |
115-253 |
115-098 |
|
R2 |
115-167 |
115-167 |
115-086 |
|
R1 |
115-113 |
115-113 |
115-073 |
115-140 |
PP |
115-027 |
115-027 |
115-027 |
115-040 |
S1 |
114-293 |
114-293 |
115-047 |
115-000 |
S2 |
114-207 |
114-207 |
115-034 |
|
S3 |
114-067 |
114-153 |
115-022 |
|
S4 |
113-247 |
114-013 |
114-303 |
|
|
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 |
117-035 |
2.618 |
116-127 |
1.618 |
115-307 |
1.000 |
115-220 |
0.618 |
115-167 |
HIGH |
115-080 |
0.618 |
115-027 |
0.500 |
115-010 |
0.382 |
114-313 |
LOW |
114-260 |
0.618 |
114-173 |
1.000 |
114-120 |
1.618 |
114-033 |
2.618 |
113-213 |
4.250 |
112-305 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-043 |
115-000 |
PP |
115-027 |
114-260 |
S1 |
115-010 |
114-200 |
|