ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 14-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-242 |
110-255 |
-0-307 |
-0.9% |
111-010 |
High |
111-272 |
111-217 |
-0-055 |
-0.2% |
111-302 |
Low |
110-242 |
110-167 |
-0-075 |
-0.2% |
110-222 |
Close |
110-290 |
111-120 |
0-150 |
0.4% |
110-290 |
Range |
1-030 |
1-050 |
0-020 |
5.7% |
1-080 |
ATR |
0-209 |
0-221 |
0-011 |
5.5% |
0-000 |
Volume |
658,629 |
882,055 |
223,426 |
33.9% |
3,074,802 |
|
Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-211 |
114-056 |
112-004 |
|
R3 |
113-161 |
113-006 |
111-222 |
|
R2 |
112-111 |
112-111 |
111-188 |
|
R1 |
111-276 |
111-276 |
111-154 |
112-034 |
PP |
111-061 |
111-061 |
111-061 |
111-100 |
S1 |
110-226 |
110-226 |
111-086 |
110-304 |
S2 |
110-011 |
110-011 |
111-052 |
|
S3 |
108-281 |
109-176 |
111-018 |
|
S4 |
107-231 |
108-126 |
110-236 |
|
|
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 |
110-167 |
1-135 |
1.3% |
0-243 |
0.7% |
60% |
False |
True |
667,767 |
10 |
111-302 |
110-095 |
1-207 |
1.5% |
0-216 |
0.6% |
65% |
False |
False |
656,752 |
20 |
111-302 |
108-157 |
3-145 |
3.1% |
0-200 |
0.6% |
84% |
False |
False |
619,912 |
40 |
111-302 |
108-150 |
3-152 |
3.1% |
0-218 |
0.6% |
84% |
False |
False |
566,085 |
60 |
111-302 |
108-150 |
3-152 |
3.1% |
0-200 |
0.6% |
84% |
False |
False |
382,609 |
80 |
114-110 |
108-150 |
5-280 |
5.3% |
0-160 |
0.5% |
49% |
False |
False |
287,068 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-128 |
0.4% |
44% |
False |
False |
229,654 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-190 |
2.618 |
114-226 |
1.618 |
113-176 |
1.000 |
112-267 |
0.618 |
112-126 |
HIGH |
111-217 |
0.618 |
111-076 |
0.500 |
111-032 |
0.382 |
110-308 |
LOW |
110-167 |
0.618 |
109-258 |
1.000 |
109-117 |
1.618 |
108-208 |
2.618 |
107-158 |
4.250 |
105-194 |
|
|
Fisher Pivots for day following 14-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-091 |
111-105 |
PP |
111-061 |
111-090 |
S1 |
111-032 |
111-074 |
|