ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-137 |
111-040 |
0-223 |
0.6% |
110-145 |
| High |
111-040 |
111-047 |
0-007 |
0.0% |
111-027 |
| Low |
110-130 |
110-180 |
0-050 |
0.1% |
109-252 |
| Close |
111-002 |
110-265 |
-0-057 |
-0.2% |
110-137 |
| Range |
0-230 |
0-187 |
-0-043 |
-18.7% |
1-095 |
| ATR |
0-233 |
0-230 |
-0-003 |
-1.4% |
0-000 |
| Volume |
702,628 |
406,006 |
-296,622 |
-42.2% |
3,175,848 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-192 |
112-095 |
111-048 |
|
| R3 |
112-005 |
111-228 |
110-316 |
|
| R2 |
111-138 |
111-138 |
110-299 |
|
| R1 |
111-041 |
111-041 |
110-282 |
110-316 |
| PP |
110-271 |
110-271 |
110-271 |
110-248 |
| S1 |
110-174 |
110-174 |
110-248 |
110-129 |
| S2 |
110-084 |
110-084 |
110-231 |
|
| S3 |
109-217 |
109-307 |
110-214 |
|
| S4 |
109-030 |
109-120 |
110-162 |
|
|
| 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 |
111-047 |
109-252 |
1-115 |
1.2% |
0-214 |
0.6% |
77% |
True |
False |
616,637 |
| 10 |
112-017 |
109-252 |
2-085 |
2.0% |
0-232 |
0.7% |
46% |
False |
False |
651,660 |
| 20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-230 |
0.6% |
43% |
False |
False |
661,197 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-231 |
0.7% |
63% |
False |
False |
670,222 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
63% |
False |
False |
502,670 |
| 80 |
113-200 |
108-150 |
5-050 |
4.7% |
0-191 |
0.5% |
46% |
False |
False |
377,715 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-154 |
0.4% |
36% |
False |
False |
302,206 |
| 120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-129 |
0.4% |
36% |
False |
False |
251,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-202 |
|
2.618 |
112-217 |
|
1.618 |
112-030 |
|
1.000 |
111-234 |
|
0.618 |
111-163 |
|
HIGH |
111-047 |
|
0.618 |
110-296 |
|
0.500 |
110-274 |
|
0.382 |
110-251 |
|
LOW |
110-180 |
|
0.618 |
110-064 |
|
1.000 |
109-313 |
|
1.618 |
109-197 |
|
2.618 |
109-010 |
|
4.250 |
108-025 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-274 |
110-258 |
| PP |
110-271 |
110-251 |
| S1 |
110-268 |
110-244 |
|