ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
115-010 |
115-090 |
0-080 |
0.2% |
114-070 |
| High |
115-080 |
115-140 |
0-060 |
0.2% |
115-070 |
| Low |
114-260 |
114-300 |
0-040 |
0.1% |
113-100 |
| Close |
115-060 |
115-020 |
-0-040 |
-0.1% |
114-280 |
| Range |
0-140 |
0-160 |
0-020 |
14.3% |
1-290 |
| ATR |
0-254 |
0-247 |
-0-007 |
-2.6% |
0-000 |
| Volume |
14,988 |
13,535 |
-1,453 |
-9.7% |
76,261 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-207 |
116-113 |
115-108 |
|
| R3 |
116-047 |
115-273 |
115-064 |
|
| R2 |
115-207 |
115-207 |
115-049 |
|
| R1 |
115-113 |
115-113 |
115-035 |
115-080 |
| PP |
115-047 |
115-047 |
115-047 |
115-030 |
| S1 |
114-273 |
114-273 |
115-005 |
114-240 |
| S2 |
114-207 |
114-207 |
114-311 |
|
| S3 |
114-047 |
114-113 |
114-296 |
|
| S4 |
113-207 |
113-273 |
114-252 |
|
|
| 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 |
117-180 |
|
2.618 |
116-239 |
|
1.618 |
116-079 |
|
1.000 |
115-300 |
|
0.618 |
115-239 |
|
HIGH |
115-140 |
|
0.618 |
115-079 |
|
0.500 |
115-060 |
|
0.382 |
115-041 |
|
LOW |
114-300 |
|
0.618 |
114-201 |
|
1.000 |
114-140 |
|
1.618 |
114-041 |
|
2.618 |
113-201 |
|
4.250 |
112-260 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-060 |
115-008 |
| PP |
115-047 |
114-317 |
| S1 |
115-033 |
114-305 |
|