ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
114-240 |
115-200 |
0-280 |
0.8% |
115-010 |
High |
115-260 |
115-260 |
0-000 |
0.0% |
115-200 |
Low |
114-240 |
115-100 |
0-180 |
0.5% |
114-170 |
Close |
115-190 |
115-180 |
-0-010 |
0.0% |
114-250 |
Range |
1-020 |
0-160 |
-0-180 |
-52.9% |
1-030 |
ATR |
0-251 |
0-244 |
-0-006 |
-2.6% |
0-000 |
Volume |
166,209 |
268,733 |
102,524 |
61.7% |
220,557 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-020 |
116-260 |
115-268 |
|
R3 |
116-180 |
116-100 |
115-224 |
|
R2 |
116-020 |
116-020 |
115-209 |
|
R1 |
115-260 |
115-260 |
115-195 |
115-220 |
PP |
115-180 |
115-180 |
115-180 |
115-160 |
S1 |
115-100 |
115-100 |
115-165 |
115-060 |
S2 |
115-020 |
115-020 |
115-151 |
|
S3 |
114-180 |
114-260 |
115-136 |
|
S4 |
114-020 |
114-100 |
115-092 |
|
|
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 |
117-300 |
2.618 |
117-039 |
1.618 |
116-199 |
1.000 |
116-100 |
0.618 |
116-039 |
HIGH |
115-260 |
0.618 |
115-199 |
0.500 |
115-180 |
0.382 |
115-161 |
LOW |
115-100 |
0.618 |
115-001 |
1.000 |
114-260 |
1.618 |
114-161 |
2.618 |
114-001 |
4.250 |
113-060 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
115-180 |
115-138 |
PP |
115-180 |
115-097 |
S1 |
115-180 |
115-055 |
|