ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-090 |
115-030 |
-0-060 |
-0.2% |
114-070 |
High |
115-140 |
115-200 |
0-060 |
0.2% |
115-070 |
Low |
114-300 |
114-290 |
-0-010 |
0.0% |
113-100 |
Close |
115-020 |
115-140 |
0-120 |
0.3% |
114-280 |
Range |
0-160 |
0-230 |
0-070 |
43.8% |
1-290 |
ATR |
0-247 |
0-246 |
-0-001 |
-0.5% |
0-000 |
Volume |
13,535 |
62,506 |
48,971 |
361.8% |
76,261 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-153 |
117-057 |
115-266 |
|
R3 |
116-243 |
116-147 |
115-203 |
|
R2 |
116-013 |
116-013 |
115-182 |
|
R1 |
115-237 |
115-237 |
115-161 |
115-285 |
PP |
115-103 |
115-103 |
115-103 |
115-128 |
S1 |
115-007 |
115-007 |
115-119 |
115-055 |
S2 |
114-193 |
114-193 |
115-098 |
|
S3 |
113-283 |
114-097 |
115-077 |
|
S4 |
113-053 |
113-187 |
115-014 |
|
|
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 |
118-218 |
2.618 |
117-162 |
1.618 |
116-252 |
1.000 |
116-110 |
0.618 |
116-022 |
HIGH |
115-200 |
0.618 |
115-112 |
0.500 |
115-085 |
0.382 |
115-058 |
LOW |
114-290 |
0.618 |
114-148 |
1.000 |
114-060 |
1.618 |
113-238 |
2.618 |
113-008 |
4.250 |
111-272 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-122 |
115-117 |
PP |
115-103 |
115-093 |
S1 |
115-085 |
115-070 |
|