ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
115-060 |
114-240 |
-0-140 |
-0.4% |
115-010 |
High |
115-070 |
115-260 |
0-190 |
0.5% |
115-200 |
Low |
114-170 |
114-240 |
0-070 |
0.2% |
114-170 |
Close |
114-250 |
115-190 |
0-260 |
0.7% |
114-250 |
Range |
0-220 |
1-020 |
0-120 |
54.5% |
1-030 |
ATR |
0-244 |
0-251 |
0-007 |
2.8% |
0-000 |
Volume |
54,294 |
166,209 |
111,915 |
206.1% |
220,557 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-183 |
118-047 |
116-057 |
|
R3 |
117-163 |
117-027 |
115-284 |
|
R2 |
116-143 |
116-143 |
115-252 |
|
R1 |
116-007 |
116-007 |
115-221 |
116-075 |
PP |
115-123 |
115-123 |
115-123 |
115-158 |
S1 |
114-307 |
114-307 |
115-159 |
115-055 |
S2 |
114-103 |
114-103 |
115-128 |
|
S3 |
113-083 |
113-287 |
115-096 |
|
S4 |
112-063 |
112-267 |
115-003 |
|
|
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 |
120-105 |
2.618 |
118-190 |
1.618 |
117-170 |
1.000 |
116-280 |
0.618 |
116-150 |
HIGH |
115-260 |
0.618 |
115-130 |
0.500 |
115-090 |
0.382 |
115-050 |
LOW |
114-240 |
0.618 |
114-030 |
1.000 |
113-220 |
1.618 |
113-010 |
2.618 |
111-310 |
4.250 |
110-075 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-157 |
115-145 |
PP |
115-123 |
115-100 |
S1 |
115-090 |
115-055 |
|