ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-060 |
110-027 |
-0-033 |
-0.1% |
110-255 |
| High |
110-062 |
110-295 |
0-233 |
0.7% |
112-075 |
| Low |
109-252 |
109-317 |
0-065 |
0.2% |
110-092 |
| Close |
109-295 |
110-252 |
0-277 |
0.8% |
110-155 |
| Range |
0-130 |
0-298 |
0-168 |
129.2% |
1-303 |
| ATR |
0-227 |
0-234 |
0-007 |
2.9% |
0-000 |
| Volume |
560,656 |
638,240 |
77,584 |
13.8% |
3,852,712 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-115 |
113-002 |
111-096 |
|
| R3 |
112-137 |
112-024 |
111-014 |
|
| R2 |
111-159 |
111-159 |
110-307 |
|
| R1 |
111-046 |
111-046 |
110-279 |
111-102 |
| PP |
110-181 |
110-181 |
110-181 |
110-210 |
| S1 |
110-068 |
110-068 |
110-225 |
110-124 |
| S2 |
109-203 |
109-203 |
110-197 |
|
| S3 |
108-225 |
109-090 |
110-170 |
|
| S4 |
107-247 |
108-112 |
110-088 |
|
|
| 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 |
111-055 |
109-252 |
1-123 |
1.2% |
0-234 |
0.7% |
72% |
False |
False |
626,785 |
| 10 |
112-075 |
109-252 |
2-143 |
2.2% |
0-268 |
0.8% |
41% |
False |
False |
691,153 |
| 20 |
112-075 |
109-187 |
2-208 |
2.4% |
0-226 |
0.6% |
45% |
False |
False |
658,429 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-231 |
0.7% |
62% |
False |
False |
668,364 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
62% |
False |
False |
471,683 |
| 80 |
113-200 |
108-150 |
5-050 |
4.7% |
0-185 |
0.5% |
45% |
False |
False |
354,176 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-148 |
0.4% |
36% |
False |
False |
283,363 |
| 120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-123 |
0.3% |
36% |
False |
False |
236,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-282 |
|
2.618 |
113-115 |
|
1.618 |
112-137 |
|
1.000 |
111-273 |
|
0.618 |
111-159 |
|
HIGH |
110-295 |
|
0.618 |
110-181 |
|
0.500 |
110-146 |
|
0.382 |
110-111 |
|
LOW |
109-317 |
|
0.618 |
109-133 |
|
1.000 |
109-019 |
|
1.618 |
108-155 |
|
2.618 |
107-177 |
|
4.250 |
106-010 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-217 |
110-206 |
| PP |
110-181 |
110-160 |
| S1 |
110-146 |
110-114 |
|