ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 09-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-070 |
111-102 |
0-032 |
0.1% |
110-175 |
High |
111-165 |
111-280 |
0-115 |
0.3% |
111-025 |
Low |
111-030 |
111-035 |
0-005 |
0.0% |
110-095 |
Close |
111-127 |
111-222 |
0-095 |
0.3% |
110-287 |
Range |
0-135 |
0-245 |
0-110 |
81.5% |
0-250 |
ATR |
0-202 |
0-205 |
0-003 |
1.5% |
0-000 |
Volume |
663,263 |
582,965 |
-80,298 |
-12.1% |
2,610,672 |
|
Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-274 |
113-173 |
112-037 |
|
R3 |
113-029 |
112-248 |
111-289 |
|
R2 |
112-104 |
112-104 |
111-267 |
|
R1 |
112-003 |
112-003 |
111-244 |
112-054 |
PP |
111-179 |
111-179 |
111-179 |
111-204 |
S1 |
111-078 |
111-078 |
111-200 |
111-128 |
S2 |
110-254 |
110-254 |
111-177 |
|
S3 |
110-009 |
110-153 |
111-155 |
|
S4 |
109-084 |
109-228 |
111-087 |
|
|
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 |
111-280 |
110-107 |
1-173 |
1.4% |
0-192 |
0.5% |
88% |
True |
False |
671,091 |
10 |
111-280 |
109-020 |
2-260 |
2.5% |
0-194 |
0.5% |
94% |
True |
False |
629,124 |
20 |
111-280 |
108-150 |
3-130 |
3.0% |
0-204 |
0.6% |
95% |
True |
False |
623,307 |
40 |
111-280 |
108-150 |
3-130 |
3.0% |
0-214 |
0.6% |
95% |
True |
False |
518,250 |
60 |
112-070 |
108-150 |
3-240 |
3.4% |
0-190 |
0.5% |
86% |
False |
False |
347,733 |
80 |
115-000 |
108-150 |
6-170 |
5.8% |
0-150 |
0.4% |
49% |
False |
False |
260,910 |
100 |
115-000 |
108-150 |
6-170 |
5.8% |
0-120 |
0.3% |
49% |
False |
False |
208,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-041 |
2.618 |
113-281 |
1.618 |
113-036 |
1.000 |
112-205 |
0.618 |
112-111 |
HIGH |
111-280 |
0.618 |
111-186 |
0.500 |
111-158 |
0.382 |
111-129 |
LOW |
111-035 |
0.618 |
110-204 |
1.000 |
110-110 |
1.618 |
109-279 |
2.618 |
109-034 |
4.250 |
107-274 |
|
|
Fisher Pivots for day following 09-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-200 |
111-178 |
PP |
111-179 |
111-135 |
S1 |
111-158 |
111-091 |
|