ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-027 |
110-280 |
0-253 |
0.7% |
110-145 |
| High |
110-295 |
111-027 |
0-052 |
0.1% |
111-027 |
| Low |
109-317 |
110-122 |
0-125 |
0.4% |
109-252 |
| Close |
110-252 |
110-137 |
-0-115 |
-0.3% |
110-137 |
| Range |
0-298 |
0-225 |
-0-073 |
-24.5% |
1-095 |
| ATR |
0-234 |
0-233 |
-0-001 |
-0.3% |
0-000 |
| Volume |
638,240 |
775,658 |
137,418 |
21.5% |
3,175,848 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-237 |
112-092 |
110-261 |
|
| R3 |
112-012 |
111-187 |
110-199 |
|
| R2 |
111-107 |
111-107 |
110-178 |
|
| R1 |
110-282 |
110-282 |
110-158 |
110-242 |
| PP |
110-202 |
110-202 |
110-202 |
110-182 |
| S1 |
110-057 |
110-057 |
110-116 |
110-017 |
| S2 |
109-297 |
109-297 |
110-096 |
|
| S3 |
109-072 |
109-152 |
110-075 |
|
| S4 |
108-167 |
108-247 |
110-013 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-104 |
113-215 |
111-045 |
|
| R3 |
113-009 |
112-120 |
110-251 |
|
| R2 |
111-234 |
111-234 |
110-213 |
|
| R1 |
111-025 |
111-025 |
110-175 |
110-242 |
| PP |
110-139 |
110-139 |
110-139 |
110-087 |
| S1 |
109-250 |
109-250 |
110-099 |
109-147 |
| S2 |
109-044 |
109-044 |
110-061 |
|
| S3 |
107-269 |
108-155 |
110-023 |
|
| S4 |
106-174 |
107-060 |
109-229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-027 |
109-252 |
1-095 |
1.2% |
0-223 |
0.6% |
49% |
True |
False |
635,169 |
| 10 |
112-075 |
109-252 |
2-143 |
2.2% |
0-255 |
0.7% |
26% |
False |
False |
702,856 |
| 20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-224 |
0.6% |
26% |
False |
False |
668,147 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-230 |
0.7% |
52% |
False |
False |
674,773 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
52% |
False |
False |
484,441 |
| 80 |
113-200 |
108-150 |
5-050 |
4.7% |
0-188 |
0.5% |
38% |
False |
False |
363,857 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-150 |
0.4% |
30% |
False |
False |
291,119 |
| 120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-125 |
0.4% |
30% |
False |
False |
242,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-023 |
|
2.618 |
112-296 |
|
1.618 |
112-071 |
|
1.000 |
111-252 |
|
0.618 |
111-166 |
|
HIGH |
111-027 |
|
0.618 |
110-261 |
|
0.500 |
110-234 |
|
0.382 |
110-208 |
|
LOW |
110-122 |
|
0.618 |
109-303 |
|
1.000 |
109-217 |
|
1.618 |
109-078 |
|
2.618 |
108-173 |
|
4.250 |
107-126 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-234 |
110-140 |
| PP |
110-202 |
110-139 |
| S1 |
110-170 |
110-138 |
|