ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-255 |
111-137 |
0-202 |
0.6% |
111-010 |
High |
111-217 |
112-075 |
0-178 |
0.5% |
111-302 |
Low |
110-167 |
111-122 |
0-275 |
0.8% |
110-222 |
Close |
111-120 |
111-240 |
0-120 |
0.3% |
110-290 |
Range |
1-050 |
0-273 |
-0-097 |
-26.2% |
1-080 |
ATR |
0-221 |
0-225 |
0-004 |
1.8% |
0-000 |
Volume |
882,055 |
738,536 |
-143,519 |
-16.3% |
3,074,802 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-111 |
113-289 |
112-070 |
|
R3 |
113-158 |
113-016 |
111-315 |
|
R2 |
112-205 |
112-205 |
111-290 |
|
R1 |
112-063 |
112-063 |
111-265 |
112-134 |
PP |
111-252 |
111-252 |
111-252 |
111-288 |
S1 |
111-110 |
111-110 |
111-215 |
111-181 |
S2 |
110-299 |
110-299 |
111-190 |
|
S3 |
110-026 |
110-157 |
111-165 |
|
S4 |
109-073 |
109-204 |
111-090 |
|
|
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 |
112-075 |
110-167 |
1-228 |
1.5% |
0-271 |
0.8% |
72% |
True |
False |
682,822 |
10 |
112-075 |
110-107 |
1-288 |
1.7% |
0-228 |
0.6% |
75% |
True |
False |
670,735 |
20 |
112-075 |
108-160 |
3-235 |
3.3% |
0-208 |
0.6% |
87% |
True |
False |
622,045 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-222 |
0.6% |
87% |
True |
False |
582,528 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-203 |
0.6% |
87% |
True |
False |
394,918 |
80 |
114-110 |
108-150 |
5-280 |
5.3% |
0-164 |
0.5% |
56% |
False |
False |
296,299 |
100 |
115-000 |
108-150 |
6-170 |
5.8% |
0-131 |
0.4% |
50% |
False |
False |
237,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-275 |
2.618 |
114-150 |
1.618 |
113-197 |
1.000 |
113-028 |
0.618 |
112-244 |
HIGH |
112-075 |
0.618 |
111-291 |
0.500 |
111-258 |
0.382 |
111-226 |
LOW |
111-122 |
0.618 |
110-273 |
1.000 |
110-169 |
1.618 |
110-000 |
2.618 |
109-047 |
4.250 |
107-242 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-258 |
111-200 |
PP |
111-252 |
111-161 |
S1 |
111-246 |
111-121 |
|