ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-215 |
110-060 |
-0-155 |
-0.4% |
110-255 |
| High |
110-297 |
110-062 |
-0-235 |
-0.7% |
112-075 |
| Low |
110-027 |
109-252 |
-0-095 |
-0.3% |
110-092 |
| Close |
110-085 |
109-295 |
-0-110 |
-0.3% |
110-155 |
| Range |
0-270 |
0-130 |
-0-140 |
-51.9% |
1-303 |
| ATR |
0-233 |
0-227 |
-0-006 |
-2.4% |
0-000 |
| Volume |
501,306 |
560,656 |
59,350 |
11.8% |
3,852,712 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-060 |
110-307 |
110-046 |
|
| R3 |
110-250 |
110-177 |
110-011 |
|
| R2 |
110-120 |
110-120 |
109-319 |
|
| R1 |
110-047 |
110-047 |
109-307 |
110-018 |
| PP |
109-310 |
109-310 |
109-310 |
109-295 |
| S1 |
109-237 |
109-237 |
109-283 |
109-208 |
| S2 |
109-180 |
109-180 |
109-271 |
|
| S3 |
109-050 |
109-107 |
109-259 |
|
| S4 |
108-240 |
108-297 |
109-224 |
|
|
| 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 |
111-157 |
109-252 |
1-225 |
1.5% |
0-228 |
0.6% |
8% |
False |
True |
639,123 |
| 10 |
112-075 |
109-252 |
2-143 |
2.2% |
0-250 |
0.7% |
5% |
False |
True |
682,521 |
| 20 |
112-075 |
109-020 |
3-055 |
2.9% |
0-222 |
0.6% |
27% |
False |
False |
655,822 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-229 |
0.7% |
39% |
False |
False |
660,904 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-215 |
0.6% |
39% |
False |
False |
461,285 |
| 80 |
113-240 |
108-150 |
5-090 |
4.8% |
0-181 |
0.5% |
28% |
False |
False |
346,198 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-145 |
0.4% |
22% |
False |
False |
276,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-294 |
|
2.618 |
111-082 |
|
1.618 |
110-272 |
|
1.000 |
110-192 |
|
0.618 |
110-142 |
|
HIGH |
110-062 |
|
0.618 |
110-012 |
|
0.500 |
109-317 |
|
0.382 |
109-302 |
|
LOW |
109-252 |
|
0.618 |
109-172 |
|
1.000 |
109-122 |
|
1.618 |
109-042 |
|
2.618 |
108-232 |
|
4.250 |
108-020 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-317 |
110-114 |
| PP |
109-310 |
110-068 |
| S1 |
109-302 |
110-022 |
|