ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-267 |
111-137 |
-0-130 |
-0.4% |
111-010 |
| High |
112-017 |
111-157 |
-0-180 |
-0.5% |
111-302 |
| Low |
111-090 |
110-212 |
-0-198 |
-0.6% |
110-222 |
| Close |
111-142 |
110-247 |
-0-215 |
-0.6% |
110-290 |
| Range |
0-247 |
0-265 |
0-018 |
7.3% |
1-080 |
| ATR |
0-226 |
0-229 |
0-003 |
1.2% |
0-000 |
| Volume |
798,456 |
699,929 |
-98,527 |
-12.3% |
3,074,802 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-147 |
112-302 |
111-073 |
|
| R3 |
112-202 |
112-037 |
111-000 |
|
| R2 |
111-257 |
111-257 |
110-296 |
|
| R1 |
111-092 |
111-092 |
110-271 |
111-042 |
| PP |
110-312 |
110-312 |
110-312 |
110-287 |
| S1 |
110-147 |
110-147 |
110-223 |
110-097 |
| S2 |
110-047 |
110-047 |
110-198 |
|
| S3 |
109-102 |
109-202 |
110-174 |
|
| S4 |
108-157 |
108-257 |
110-101 |
|
|
| 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% |
0-301 |
0.8% |
15% |
False |
False |
755,521 |
| 10 |
112-075 |
110-167 |
1-228 |
1.5% |
0-242 |
0.7% |
15% |
False |
False |
686,498 |
| 20 |
112-075 |
108-277 |
3-118 |
3.0% |
0-213 |
0.6% |
57% |
False |
False |
641,365 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-227 |
0.6% |
61% |
False |
False |
611,350 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-210 |
0.6% |
61% |
False |
False |
419,890 |
| 80 |
113-240 |
108-150 |
5-090 |
4.8% |
0-170 |
0.5% |
44% |
False |
False |
315,029 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-136 |
0.4% |
35% |
False |
False |
252,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-003 |
|
2.618 |
113-211 |
|
1.618 |
112-266 |
|
1.000 |
112-102 |
|
0.618 |
112-001 |
|
HIGH |
111-157 |
|
0.618 |
111-056 |
|
0.500 |
111-024 |
|
0.382 |
110-313 |
|
LOW |
110-212 |
|
0.618 |
110-048 |
|
1.000 |
109-267 |
|
1.618 |
109-103 |
|
2.618 |
108-158 |
|
4.250 |
107-046 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-024 |
111-144 |
| PP |
110-312 |
111-071 |
| S1 |
110-280 |
110-319 |
|