ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-040 |
110-277 |
-0-083 |
-0.2% |
110-145 |
| High |
111-047 |
111-007 |
-0-040 |
-0.1% |
111-027 |
| Low |
110-180 |
110-145 |
-0-035 |
-0.1% |
109-252 |
| Close |
110-265 |
110-265 |
0-000 |
0.0% |
110-137 |
| Range |
0-187 |
0-182 |
-0-005 |
-2.7% |
1-095 |
| ATR |
0-230 |
0-226 |
-0-003 |
-1.5% |
0-000 |
| Volume |
406,006 |
508,152 |
102,146 |
25.2% |
3,175,848 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-152 |
112-070 |
111-045 |
|
| R3 |
111-290 |
111-208 |
110-315 |
|
| R2 |
111-108 |
111-108 |
110-298 |
|
| R1 |
111-026 |
111-026 |
110-282 |
110-296 |
| PP |
110-246 |
110-246 |
110-246 |
110-220 |
| S1 |
110-164 |
110-164 |
110-248 |
110-114 |
| S2 |
110-064 |
110-064 |
110-232 |
|
| S3 |
109-202 |
109-302 |
110-215 |
|
| S4 |
109-020 |
109-120 |
110-165 |
|
|
| 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 |
109-317 |
1-050 |
1.0% |
0-224 |
0.6% |
72% |
False |
False |
606,136 |
| 10 |
111-157 |
109-252 |
1-225 |
1.5% |
0-226 |
0.6% |
61% |
False |
False |
622,629 |
| 20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-229 |
0.6% |
43% |
False |
False |
660,567 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-229 |
0.6% |
63% |
False |
False |
663,940 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
63% |
False |
False |
510,945 |
| 80 |
113-200 |
108-150 |
5-050 |
4.7% |
0-192 |
0.5% |
46% |
False |
False |
384,067 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-156 |
0.4% |
36% |
False |
False |
307,287 |
| 120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-130 |
0.4% |
36% |
False |
False |
256,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-140 |
|
2.618 |
112-163 |
|
1.618 |
111-301 |
|
1.000 |
111-189 |
|
0.618 |
111-119 |
|
HIGH |
111-007 |
|
0.618 |
110-257 |
|
0.500 |
110-236 |
|
0.382 |
110-215 |
|
LOW |
110-145 |
|
0.618 |
110-033 |
|
1.000 |
109-283 |
|
1.618 |
109-171 |
|
2.618 |
108-309 |
|
4.250 |
108-012 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-255 |
110-260 |
| PP |
110-246 |
110-254 |
| S1 |
110-236 |
110-248 |
|