ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 16-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
111-137 |
111-267 |
0-130 |
0.4% |
111-010 |
High |
112-075 |
112-017 |
-0-058 |
-0.2% |
111-302 |
Low |
111-122 |
111-090 |
-0-032 |
-0.1% |
110-222 |
Close |
111-240 |
111-142 |
-0-098 |
-0.3% |
110-290 |
Range |
0-273 |
0-247 |
-0-026 |
-9.5% |
1-080 |
ATR |
0-225 |
0-226 |
0-002 |
0.7% |
0-000 |
Volume |
738,536 |
798,456 |
59,920 |
8.1% |
3,074,802 |
|
Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-291 |
113-143 |
111-278 |
|
R3 |
113-044 |
112-216 |
111-210 |
|
R2 |
112-117 |
112-117 |
111-187 |
|
R1 |
111-289 |
111-289 |
111-165 |
111-240 |
PP |
111-190 |
111-190 |
111-190 |
111-165 |
S1 |
111-042 |
111-042 |
111-119 |
110-312 |
S2 |
110-263 |
110-263 |
111-097 |
|
S3 |
110-016 |
110-115 |
111-074 |
|
S4 |
109-089 |
109-188 |
111-006 |
|
|
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% |
54% |
False |
False |
725,920 |
10 |
112-075 |
110-107 |
1-288 |
1.7% |
0-232 |
0.6% |
58% |
False |
False |
698,506 |
20 |
112-075 |
108-262 |
3-133 |
3.1% |
0-210 |
0.6% |
77% |
False |
False |
640,468 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-224 |
0.6% |
79% |
False |
False |
599,865 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-207 |
0.6% |
79% |
False |
False |
408,225 |
80 |
113-240 |
108-150 |
5-090 |
4.7% |
0-167 |
0.5% |
56% |
False |
False |
306,280 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-134 |
0.4% |
46% |
False |
False |
245,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-107 |
2.618 |
114-024 |
1.618 |
113-097 |
1.000 |
112-264 |
0.618 |
112-170 |
HIGH |
112-017 |
0.618 |
111-243 |
0.500 |
111-214 |
0.382 |
111-184 |
LOW |
111-090 |
0.618 |
110-257 |
1.000 |
110-163 |
1.618 |
110-010 |
2.618 |
109-083 |
4.250 |
108-000 |
|
|
Fisher Pivots for day following 16-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-214 |
111-135 |
PP |
111-190 |
111-128 |
S1 |
111-166 |
111-121 |
|