ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 31-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-277 |
110-285 |
0-008 |
0.0% |
110-145 |
High |
111-007 |
111-170 |
0-163 |
0.5% |
111-027 |
Low |
110-145 |
110-250 |
0-105 |
0.3% |
109-252 |
Close |
110-265 |
111-107 |
0-162 |
0.5% |
110-137 |
Range |
0-182 |
0-240 |
0-058 |
31.9% |
1-095 |
ATR |
0-226 |
0-227 |
0-001 |
0.4% |
0-000 |
Volume |
508,152 |
572,024 |
63,872 |
12.6% |
3,175,848 |
|
Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-149 |
113-048 |
111-239 |
|
R3 |
112-229 |
112-128 |
111-173 |
|
R2 |
111-309 |
111-309 |
111-151 |
|
R1 |
111-208 |
111-208 |
111-129 |
111-258 |
PP |
111-069 |
111-069 |
111-069 |
111-094 |
S1 |
110-288 |
110-288 |
111-085 |
111-018 |
S2 |
110-149 |
110-149 |
111-063 |
|
S3 |
109-229 |
110-048 |
111-041 |
|
S4 |
108-309 |
109-128 |
110-295 |
|
|
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 |
111-170 |
110-122 |
1-048 |
1.0% |
0-213 |
0.6% |
83% |
True |
False |
592,893 |
10 |
111-170 |
109-252 |
1-238 |
1.6% |
0-224 |
0.6% |
89% |
True |
False |
609,839 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-233 |
0.7% |
63% |
False |
False |
648,169 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-230 |
0.6% |
76% |
False |
False |
657,735 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-219 |
0.6% |
76% |
False |
False |
520,276 |
80 |
113-200 |
108-150 |
5-050 |
4.6% |
0-195 |
0.5% |
56% |
False |
False |
391,217 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-159 |
0.4% |
44% |
False |
False |
313,007 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-132 |
0.4% |
44% |
False |
False |
260,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-230 |
2.618 |
113-158 |
1.618 |
112-238 |
1.000 |
112-090 |
0.618 |
111-318 |
HIGH |
111-170 |
0.618 |
111-078 |
0.500 |
111-050 |
0.382 |
111-022 |
LOW |
110-250 |
0.618 |
110-102 |
1.000 |
110-010 |
1.618 |
109-182 |
2.618 |
108-262 |
4.250 |
107-190 |
|
|
Fisher Pivots for day following 31-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-088 |
111-070 |
PP |
111-069 |
111-034 |
S1 |
111-050 |
110-318 |
|