ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-017 |
110-145 |
-0-192 |
-0.5% |
110-255 |
| High |
111-055 |
110-230 |
-0-145 |
-0.4% |
112-075 |
| Low |
110-092 |
110-040 |
-0-052 |
-0.1% |
110-092 |
| Close |
110-155 |
110-162 |
0-007 |
0.0% |
110-155 |
| Range |
0-283 |
0-190 |
-0-093 |
-32.9% |
1-303 |
| ATR |
0-233 |
0-230 |
-0-003 |
-1.3% |
0-000 |
| Volume |
733,736 |
699,988 |
-33,748 |
-4.6% |
3,852,712 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-074 |
111-308 |
110-266 |
|
| R3 |
111-204 |
111-118 |
110-214 |
|
| R2 |
111-014 |
111-014 |
110-197 |
|
| R1 |
110-248 |
110-248 |
110-179 |
110-291 |
| PP |
110-144 |
110-144 |
110-144 |
110-166 |
| S1 |
110-058 |
110-058 |
110-145 |
110-101 |
| S2 |
109-274 |
109-274 |
110-127 |
|
| S3 |
109-084 |
109-188 |
110-110 |
|
| S4 |
108-214 |
108-318 |
110-058 |
|
|
| 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 |
110-040 |
2-035 |
1.9% |
0-252 |
0.7% |
18% |
False |
True |
734,129 |
| 10 |
112-075 |
110-040 |
2-035 |
1.9% |
0-248 |
0.7% |
18% |
False |
True |
700,948 |
| 20 |
112-075 |
109-020 |
3-055 |
2.9% |
0-218 |
0.6% |
46% |
False |
False |
652,406 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-225 |
0.6% |
54% |
False |
False |
640,365 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-211 |
0.6% |
54% |
False |
False |
443,756 |
| 80 |
113-240 |
108-150 |
5-090 |
4.8% |
0-176 |
0.5% |
39% |
False |
False |
332,951 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-141 |
0.4% |
31% |
False |
False |
266,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-078 |
|
2.618 |
112-087 |
|
1.618 |
111-217 |
|
1.000 |
111-100 |
|
0.618 |
111-027 |
|
HIGH |
110-230 |
|
0.618 |
110-157 |
|
0.500 |
110-135 |
|
0.382 |
110-113 |
|
LOW |
110-040 |
|
0.618 |
109-243 |
|
1.000 |
109-170 |
|
1.618 |
109-053 |
|
2.618 |
108-183 |
|
4.250 |
107-192 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-153 |
110-258 |
| PP |
110-144 |
110-226 |
| S1 |
110-135 |
110-194 |
|