ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-280 |
110-137 |
-0-143 |
-0.4% |
110-145 |
| High |
111-027 |
111-040 |
0-013 |
0.0% |
111-027 |
| Low |
110-122 |
110-130 |
0-008 |
0.0% |
109-252 |
| Close |
110-137 |
111-002 |
0-185 |
0.5% |
110-137 |
| Range |
0-225 |
0-230 |
0-005 |
2.2% |
1-095 |
| ATR |
0-233 |
0-233 |
0-000 |
-0.1% |
0-000 |
| Volume |
775,658 |
702,628 |
-73,030 |
-9.4% |
3,175,848 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-001 |
112-231 |
111-128 |
|
| R3 |
112-091 |
112-001 |
111-065 |
|
| R2 |
111-181 |
111-181 |
111-044 |
|
| R1 |
111-091 |
111-091 |
111-023 |
111-136 |
| PP |
110-271 |
110-271 |
110-271 |
110-293 |
| S1 |
110-181 |
110-181 |
110-301 |
110-226 |
| S2 |
110-041 |
110-041 |
110-280 |
|
| S3 |
109-131 |
109-271 |
110-259 |
|
| S4 |
108-221 |
109-041 |
110-196 |
|
|
| 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 |
111-040 |
109-252 |
1-108 |
1.2% |
0-231 |
0.6% |
91% |
True |
False |
635,697 |
| 10 |
112-075 |
109-252 |
2-143 |
2.2% |
0-241 |
0.7% |
50% |
False |
False |
684,913 |
| 20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-228 |
0.6% |
50% |
False |
False |
670,833 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-233 |
0.7% |
67% |
False |
False |
674,591 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
67% |
False |
False |
496,102 |
| 80 |
113-200 |
108-150 |
5-050 |
4.6% |
0-189 |
0.5% |
49% |
False |
False |
372,640 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-153 |
0.4% |
39% |
False |
False |
298,146 |
| 120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-127 |
0.4% |
39% |
False |
False |
248,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-058 |
|
2.618 |
113-002 |
|
1.618 |
112-092 |
|
1.000 |
111-270 |
|
0.618 |
111-182 |
|
HIGH |
111-040 |
|
0.618 |
110-272 |
|
0.500 |
110-245 |
|
0.382 |
110-218 |
|
LOW |
110-130 |
|
0.618 |
109-308 |
|
1.000 |
109-220 |
|
1.618 |
109-078 |
|
2.618 |
108-168 |
|
4.250 |
107-112 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-296 |
110-274 |
| PP |
110-271 |
110-226 |
| S1 |
110-245 |
110-178 |
|