ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-102 |
111-257 |
0-155 |
0.4% |
110-175 |
High |
111-280 |
111-302 |
0-022 |
0.1% |
111-025 |
Low |
111-035 |
111-185 |
0-150 |
0.4% |
110-095 |
Close |
111-222 |
111-245 |
0-023 |
0.1% |
110-287 |
Range |
0-245 |
0-117 |
-0-128 |
-52.2% |
0-250 |
ATR |
0-205 |
0-198 |
-0-006 |
-3.1% |
0-000 |
Volume |
582,965 |
551,925 |
-31,040 |
-5.3% |
2,610,672 |
|
Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-275 |
112-217 |
111-309 |
|
R3 |
112-158 |
112-100 |
111-277 |
|
R2 |
112-041 |
112-041 |
111-266 |
|
R1 |
111-303 |
111-303 |
111-256 |
111-274 |
PP |
111-244 |
111-244 |
111-244 |
111-229 |
S1 |
111-186 |
111-186 |
111-234 |
111-156 |
S2 |
111-127 |
111-127 |
111-224 |
|
S3 |
111-010 |
111-069 |
111-213 |
|
S4 |
110-213 |
110-272 |
111-181 |
|
|
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 |
111-302 |
110-200 |
1-102 |
1.2% |
0-183 |
0.5% |
86% |
True |
False |
617,476 |
10 |
111-302 |
109-187 |
2-115 |
2.1% |
0-184 |
0.5% |
92% |
True |
False |
625,704 |
20 |
111-302 |
108-150 |
3-152 |
3.1% |
0-196 |
0.5% |
95% |
True |
False |
613,104 |
40 |
111-302 |
108-150 |
3-152 |
3.1% |
0-212 |
0.6% |
95% |
True |
False |
531,678 |
60 |
111-302 |
108-150 |
3-152 |
3.1% |
0-192 |
0.5% |
95% |
True |
False |
356,931 |
80 |
115-000 |
108-150 |
6-170 |
5.8% |
0-152 |
0.4% |
50% |
False |
False |
267,809 |
100 |
115-000 |
108-150 |
6-170 |
5.8% |
0-121 |
0.3% |
50% |
False |
False |
214,248 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-159 |
2.618 |
112-288 |
1.618 |
112-171 |
1.000 |
112-099 |
0.618 |
112-054 |
HIGH |
111-302 |
0.618 |
111-257 |
0.500 |
111-244 |
0.382 |
111-230 |
LOW |
111-185 |
0.618 |
111-113 |
1.000 |
111-068 |
1.618 |
110-316 |
2.618 |
110-199 |
4.250 |
110-008 |
|
|
Fisher Pivots for day following 10-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-244 |
111-219 |
PP |
111-244 |
111-192 |
S1 |
111-244 |
111-166 |
|