ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-120 |
115-060 |
-0-060 |
-0.2% |
115-010 |
High |
115-200 |
115-070 |
-0-130 |
-0.4% |
115-200 |
Low |
114-280 |
114-170 |
-0-110 |
-0.3% |
114-170 |
Close |
115-020 |
114-250 |
-0-090 |
-0.2% |
114-250 |
Range |
0-240 |
0-220 |
-0-020 |
-8.3% |
1-030 |
ATR |
0-246 |
0-244 |
-0-002 |
-0.7% |
0-000 |
Volume |
75,234 |
54,294 |
-20,940 |
-27.8% |
220,557 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-290 |
116-170 |
115-051 |
|
R3 |
116-070 |
115-270 |
114-310 |
|
R2 |
115-170 |
115-170 |
114-290 |
|
R1 |
115-050 |
115-050 |
114-270 |
115-000 |
PP |
114-270 |
114-270 |
114-270 |
114-245 |
S1 |
114-150 |
114-150 |
114-230 |
114-100 |
S2 |
114-050 |
114-050 |
114-210 |
|
S3 |
113-150 |
113-250 |
114-190 |
|
S4 |
112-250 |
113-030 |
114-129 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-083 |
117-197 |
115-122 |
|
R3 |
117-053 |
116-167 |
115-026 |
|
R2 |
116-023 |
116-023 |
114-314 |
|
R1 |
115-137 |
115-137 |
114-282 |
115-065 |
PP |
114-313 |
114-313 |
114-313 |
114-278 |
S1 |
114-107 |
114-107 |
114-218 |
114-035 |
S2 |
113-283 |
113-283 |
114-186 |
|
S3 |
112-253 |
113-077 |
114-154 |
|
S4 |
111-223 |
112-047 |
114-058 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-045 |
2.618 |
117-006 |
1.618 |
116-106 |
1.000 |
115-290 |
0.618 |
115-206 |
HIGH |
115-070 |
0.618 |
114-306 |
0.500 |
114-280 |
0.382 |
114-254 |
LOW |
114-170 |
0.618 |
114-034 |
1.000 |
113-270 |
1.618 |
113-134 |
2.618 |
112-234 |
4.250 |
111-195 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
114-280 |
115-025 |
PP |
114-270 |
114-313 |
S1 |
114-260 |
114-282 |
|