ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-030 |
115-120 |
0-090 |
0.2% |
114-070 |
High |
115-200 |
115-200 |
0-000 |
0.0% |
115-070 |
Low |
114-290 |
114-280 |
-0-010 |
0.0% |
113-100 |
Close |
115-140 |
115-020 |
-0-120 |
-0.3% |
114-280 |
Range |
0-230 |
0-240 |
0-010 |
4.3% |
1-290 |
ATR |
0-246 |
0-246 |
0-000 |
-0.2% |
0-000 |
Volume |
62,506 |
75,234 |
12,728 |
20.4% |
76,261 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-140 |
117-000 |
115-152 |
|
R3 |
116-220 |
116-080 |
115-086 |
|
R2 |
115-300 |
115-300 |
115-064 |
|
R1 |
115-160 |
115-160 |
115-042 |
115-110 |
PP |
115-060 |
115-060 |
115-060 |
115-035 |
S1 |
114-240 |
114-240 |
114-318 |
114-190 |
S2 |
114-140 |
114-140 |
114-296 |
|
S3 |
113-220 |
114-000 |
114-274 |
|
S4 |
112-300 |
113-080 |
114-208 |
|
|
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 |
118-260 |
2.618 |
117-188 |
1.618 |
116-268 |
1.000 |
116-120 |
0.618 |
116-028 |
HIGH |
115-200 |
0.618 |
115-108 |
0.500 |
115-080 |
0.382 |
115-052 |
LOW |
114-280 |
0.618 |
114-132 |
1.000 |
114-040 |
1.618 |
113-212 |
2.618 |
112-292 |
4.250 |
111-220 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-080 |
115-080 |
PP |
115-060 |
115-060 |
S1 |
115-040 |
115-040 |
|