ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2008 |
11-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-257 |
111-242 |
-0-015 |
0.0% |
111-010 |
High |
111-302 |
111-272 |
-0-030 |
-0.1% |
111-302 |
Low |
111-185 |
110-242 |
-0-263 |
-0.7% |
110-222 |
Close |
111-245 |
110-290 |
-0-275 |
-0.8% |
110-290 |
Range |
0-117 |
1-030 |
0-233 |
199.1% |
1-080 |
ATR |
0-198 |
0-209 |
0-011 |
5.5% |
0-000 |
Volume |
551,925 |
658,629 |
106,704 |
19.3% |
3,074,802 |
|
Daily Pivots for day following 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-145 |
113-247 |
111-162 |
|
R3 |
113-115 |
112-217 |
111-066 |
|
R2 |
112-085 |
112-085 |
111-034 |
|
R1 |
111-187 |
111-187 |
111-002 |
111-121 |
PP |
111-055 |
111-055 |
111-055 |
111-022 |
S1 |
110-157 |
110-157 |
110-258 |
110-091 |
S2 |
110-025 |
110-025 |
110-226 |
|
S3 |
108-315 |
109-127 |
110-194 |
|
S4 |
107-285 |
108-097 |
110-098 |
|
|
Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-298 |
114-054 |
111-190 |
|
R3 |
113-218 |
112-294 |
111-080 |
|
R2 |
112-138 |
112-138 |
111-043 |
|
R1 |
111-214 |
111-214 |
111-007 |
111-136 |
PP |
111-058 |
111-058 |
111-058 |
111-019 |
S1 |
110-134 |
110-134 |
110-253 |
110-056 |
S2 |
109-298 |
109-298 |
110-217 |
|
S3 |
108-218 |
109-054 |
110-180 |
|
S4 |
107-138 |
107-294 |
110-070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-302 |
110-222 |
1-080 |
1.1% |
0-224 |
0.6% |
17% |
False |
False |
614,960 |
10 |
111-302 |
110-065 |
1-237 |
1.6% |
0-193 |
0.5% |
40% |
False |
False |
633,439 |
20 |
111-302 |
108-150 |
3-152 |
3.1% |
0-194 |
0.5% |
70% |
False |
False |
610,197 |
40 |
111-302 |
108-150 |
3-152 |
3.1% |
0-214 |
0.6% |
70% |
False |
False |
547,278 |
60 |
111-302 |
108-150 |
3-152 |
3.1% |
0-197 |
0.6% |
70% |
False |
False |
367,908 |
80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-156 |
0.4% |
37% |
False |
False |
276,042 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-125 |
0.4% |
37% |
False |
False |
220,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-160 |
2.618 |
114-228 |
1.618 |
113-198 |
1.000 |
112-302 |
0.618 |
112-168 |
HIGH |
111-272 |
0.618 |
111-138 |
0.500 |
111-097 |
0.382 |
111-056 |
LOW |
110-242 |
0.618 |
110-026 |
1.000 |
109-212 |
1.618 |
108-316 |
2.618 |
107-286 |
4.250 |
106-034 |
|
|
Fisher Pivots for day following 11-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-097 |
111-112 |
PP |
111-055 |
111-065 |
S1 |
111-012 |
111-017 |
|