ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 03-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-152 |
110-235 |
0-083 |
0.2% |
109-092 |
High |
110-267 |
111-025 |
0-078 |
0.2% |
110-207 |
Low |
110-107 |
110-200 |
0-093 |
0.3% |
109-020 |
Close |
110-240 |
110-287 |
0-047 |
0.1% |
110-140 |
Range |
0-160 |
0-145 |
-0-015 |
-9.4% |
1-187 |
ATR |
0-206 |
0-202 |
-0-004 |
-2.1% |
0-000 |
Volume |
820,001 |
671,210 |
-148,791 |
-18.1% |
2,809,954 |
|
Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-072 |
112-005 |
111-047 |
|
R3 |
111-247 |
111-180 |
111-007 |
|
R2 |
111-102 |
111-102 |
110-314 |
|
R1 |
111-035 |
111-035 |
110-300 |
111-068 |
PP |
110-277 |
110-277 |
110-277 |
110-294 |
S1 |
110-210 |
110-210 |
110-274 |
110-244 |
S2 |
110-132 |
110-132 |
110-260 |
|
S3 |
109-307 |
110-065 |
110-247 |
|
S4 |
109-162 |
109-240 |
110-207 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-257 |
114-065 |
111-099 |
|
R3 |
113-070 |
112-198 |
110-279 |
|
R2 |
111-203 |
111-203 |
110-233 |
|
R1 |
111-011 |
111-011 |
110-186 |
111-107 |
PP |
110-016 |
110-016 |
110-016 |
110-064 |
S1 |
109-144 |
109-144 |
110-094 |
109-240 |
S2 |
108-149 |
108-149 |
110-047 |
|
S3 |
106-282 |
107-277 |
110-001 |
|
S4 |
105-095 |
106-090 |
109-181 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-025 |
110-065 |
0-280 |
0.8% |
0-162 |
0.5% |
79% |
True |
False |
651,919 |
10 |
111-025 |
109-002 |
2-023 |
1.9% |
0-177 |
0.5% |
91% |
True |
False |
603,387 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-224 |
0.6% |
85% |
False |
False |
659,289 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-211 |
0.6% |
71% |
False |
False |
472,809 |
60 |
113-200 |
108-150 |
5-050 |
4.6% |
0-183 |
0.5% |
47% |
False |
False |
316,665 |
80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-142 |
0.4% |
37% |
False |
False |
237,607 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-114 |
0.3% |
37% |
False |
False |
190,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-001 |
2.618 |
112-085 |
1.618 |
111-260 |
1.000 |
111-170 |
0.618 |
111-115 |
HIGH |
111-025 |
0.618 |
110-290 |
0.500 |
110-272 |
0.382 |
110-255 |
LOW |
110-200 |
0.618 |
110-110 |
1.000 |
110-055 |
1.618 |
109-285 |
2.618 |
109-140 |
4.250 |
108-224 |
|
|
Fisher Pivots for day following 03-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110-282 |
110-267 |
PP |
110-277 |
110-246 |
S1 |
110-272 |
110-226 |
|