ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 07-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-235 |
111-010 |
0-095 |
0.3% |
110-175 |
High |
111-025 |
111-175 |
0-150 |
0.4% |
111-025 |
Low |
110-200 |
110-222 |
0-022 |
0.1% |
110-095 |
Close |
110-287 |
111-042 |
0-075 |
0.2% |
110-287 |
Range |
0-145 |
0-273 |
0-128 |
88.3% |
0-250 |
ATR |
0-202 |
0-207 |
0-005 |
2.5% |
0-000 |
Volume |
671,210 |
618,020 |
-53,190 |
-7.9% |
2,610,672 |
|
Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-219 |
113-083 |
111-192 |
|
R3 |
112-266 |
112-130 |
111-117 |
|
R2 |
111-313 |
111-313 |
111-092 |
|
R1 |
111-177 |
111-177 |
111-067 |
111-245 |
PP |
111-040 |
111-040 |
111-040 |
111-074 |
S1 |
110-224 |
110-224 |
111-017 |
110-292 |
S2 |
110-087 |
110-087 |
110-312 |
|
S3 |
109-134 |
109-271 |
110-287 |
|
S4 |
108-181 |
108-318 |
110-212 |
|
|
Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-032 |
112-250 |
111-104 |
|
R3 |
112-102 |
112-000 |
111-036 |
|
R2 |
111-172 |
111-172 |
111-013 |
|
R1 |
111-070 |
111-070 |
110-310 |
111-121 |
PP |
110-242 |
110-242 |
110-242 |
110-268 |
S1 |
110-140 |
110-140 |
110-264 |
110-191 |
S2 |
109-312 |
109-312 |
110-241 |
|
S3 |
109-062 |
109-210 |
110-218 |
|
S4 |
108-132 |
108-280 |
110-150 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-175 |
110-095 |
1-080 |
1.1% |
0-188 |
0.5% |
67% |
True |
False |
645,738 |
10 |
111-175 |
109-020 |
2-155 |
2.2% |
0-188 |
0.5% |
83% |
True |
False |
603,864 |
20 |
111-175 |
108-150 |
3-025 |
2.8% |
0-220 |
0.6% |
86% |
True |
False |
649,544 |
40 |
111-270 |
108-150 |
3-120 |
3.0% |
0-215 |
0.6% |
79% |
False |
False |
487,886 |
60 |
113-200 |
108-150 |
5-050 |
4.6% |
0-187 |
0.5% |
52% |
False |
False |
326,965 |
80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-145 |
0.4% |
41% |
False |
False |
245,332 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-116 |
0.3% |
41% |
False |
False |
196,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-055 |
2.618 |
113-250 |
1.618 |
112-297 |
1.000 |
112-128 |
0.618 |
112-024 |
HIGH |
111-175 |
0.618 |
111-071 |
0.500 |
111-038 |
0.382 |
111-006 |
LOW |
110-222 |
0.618 |
110-053 |
1.000 |
109-269 |
1.618 |
109-100 |
2.618 |
108-147 |
4.250 |
107-022 |
|
|
Fisher Pivots for day following 07-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-041 |
111-022 |
PP |
111-040 |
111-001 |
S1 |
111-038 |
110-301 |
|