ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-137 |
111-017 |
-0-120 |
-0.3% |
110-255 |
| High |
111-157 |
111-055 |
-0-102 |
-0.3% |
112-075 |
| Low |
110-212 |
110-092 |
-0-120 |
-0.3% |
110-092 |
| Close |
110-247 |
110-155 |
-0-092 |
-0.3% |
110-155 |
| Range |
0-265 |
0-283 |
0-018 |
6.8% |
1-303 |
| ATR |
0-229 |
0-233 |
0-004 |
1.7% |
0-000 |
| Volume |
699,929 |
733,736 |
33,807 |
4.8% |
3,852,712 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-096 |
112-249 |
110-311 |
|
| R3 |
112-133 |
111-286 |
110-233 |
|
| R2 |
111-170 |
111-170 |
110-207 |
|
| R1 |
111-003 |
111-003 |
110-181 |
110-265 |
| PP |
110-207 |
110-207 |
110-207 |
110-178 |
| S1 |
110-040 |
110-040 |
110-129 |
109-302 |
| S2 |
109-244 |
109-244 |
110-103 |
|
| S3 |
108-281 |
109-077 |
110-077 |
|
| S4 |
107-318 |
108-114 |
109-319 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-270 |
115-195 |
111-178 |
|
| R3 |
114-287 |
113-212 |
111-006 |
|
| R2 |
112-304 |
112-304 |
110-269 |
|
| R1 |
111-229 |
111-229 |
110-212 |
111-115 |
| PP |
111-001 |
111-001 |
111-001 |
110-264 |
| S1 |
109-246 |
109-246 |
110-098 |
109-132 |
| S2 |
109-018 |
109-018 |
110-041 |
|
| S3 |
107-035 |
107-263 |
109-304 |
|
| S4 |
105-052 |
105-280 |
109-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-075 |
110-092 |
1-303 |
1.8% |
0-288 |
0.8% |
10% |
False |
True |
770,542 |
| 10 |
112-075 |
110-092 |
1-303 |
1.8% |
0-256 |
0.7% |
10% |
False |
True |
692,751 |
| 20 |
112-075 |
109-002 |
3-073 |
2.9% |
0-216 |
0.6% |
46% |
False |
False |
648,069 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-226 |
0.6% |
54% |
False |
False |
625,691 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-210 |
0.6% |
54% |
False |
False |
432,108 |
| 80 |
113-240 |
108-150 |
5-090 |
4.8% |
0-174 |
0.5% |
38% |
False |
False |
324,201 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-139 |
0.4% |
31% |
False |
False |
259,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-298 |
|
2.618 |
113-156 |
|
1.618 |
112-193 |
|
1.000 |
112-018 |
|
0.618 |
111-230 |
|
HIGH |
111-055 |
|
0.618 |
110-267 |
|
0.500 |
110-234 |
|
0.382 |
110-200 |
|
LOW |
110-092 |
|
0.618 |
109-237 |
|
1.000 |
109-129 |
|
1.618 |
108-274 |
|
2.618 |
107-311 |
|
4.250 |
106-169 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-234 |
111-054 |
| PP |
110-207 |
110-301 |
| S1 |
110-181 |
110-228 |
|