ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-010 |
111-070 |
0-060 |
0.2% |
110-175 |
High |
111-175 |
111-165 |
-0-010 |
0.0% |
111-025 |
Low |
110-222 |
111-030 |
0-128 |
0.4% |
110-095 |
Close |
111-042 |
111-127 |
0-085 |
0.2% |
110-287 |
Range |
0-273 |
0-135 |
-0-138 |
-50.5% |
0-250 |
ATR |
0-207 |
0-202 |
-0-005 |
-2.5% |
0-000 |
Volume |
618,020 |
663,263 |
45,243 |
7.3% |
2,610,672 |
|
Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-192 |
112-135 |
111-201 |
|
R3 |
112-057 |
112-000 |
111-164 |
|
R2 |
111-242 |
111-242 |
111-152 |
|
R1 |
111-185 |
111-185 |
111-139 |
111-214 |
PP |
111-107 |
111-107 |
111-107 |
111-122 |
S1 |
111-050 |
111-050 |
111-115 |
111-078 |
S2 |
110-292 |
110-292 |
111-102 |
|
S3 |
110-157 |
110-235 |
111-090 |
|
S4 |
110-022 |
110-100 |
111-053 |
|
|
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 |
110-107 |
1-068 |
1.1% |
0-186 |
0.5% |
88% |
False |
False |
658,649 |
10 |
111-175 |
109-020 |
2-155 |
2.2% |
0-190 |
0.5% |
94% |
False |
False |
617,882 |
20 |
111-175 |
108-150 |
3-025 |
2.8% |
0-205 |
0.6% |
95% |
False |
False |
642,651 |
40 |
111-200 |
108-150 |
3-050 |
2.8% |
0-216 |
0.6% |
93% |
False |
False |
504,065 |
60 |
113-020 |
108-150 |
4-190 |
4.1% |
0-187 |
0.5% |
64% |
False |
False |
338,019 |
80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-147 |
0.4% |
45% |
False |
False |
253,623 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-118 |
0.3% |
45% |
False |
False |
202,899 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-099 |
2.618 |
112-198 |
1.618 |
112-063 |
1.000 |
111-300 |
0.618 |
111-248 |
HIGH |
111-165 |
0.618 |
111-113 |
0.500 |
111-098 |
0.382 |
111-082 |
LOW |
111-030 |
0.618 |
110-267 |
1.000 |
110-215 |
1.618 |
110-132 |
2.618 |
109-317 |
4.250 |
109-096 |
|
|
Fisher Pivots for day following 08-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-117 |
111-094 |
PP |
111-107 |
111-061 |
S1 |
111-098 |
111-028 |
|