ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
110-285 |
111-147 |
0-182 |
0.5% |
110-137 |
High |
111-170 |
111-220 |
0-050 |
0.1% |
111-220 |
Low |
110-250 |
111-075 |
0-145 |
0.4% |
110-130 |
Close |
111-107 |
111-160 |
0-053 |
0.1% |
111-160 |
Range |
0-240 |
0-145 |
-0-095 |
-39.6% |
1-090 |
ATR |
0-227 |
0-221 |
-0-006 |
-2.6% |
0-000 |
Volume |
572,024 |
684,697 |
112,673 |
19.7% |
2,873,507 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-267 |
112-198 |
111-240 |
|
R3 |
112-122 |
112-053 |
111-200 |
|
R2 |
111-297 |
111-297 |
111-187 |
|
R1 |
111-228 |
111-228 |
111-173 |
111-262 |
PP |
111-152 |
111-152 |
111-152 |
111-169 |
S1 |
111-083 |
111-083 |
111-147 |
111-118 |
S2 |
111-007 |
111-007 |
111-133 |
|
S3 |
110-182 |
110-258 |
111-120 |
|
S4 |
110-037 |
110-113 |
111-080 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-013 |
114-177 |
112-066 |
|
R3 |
113-243 |
113-087 |
111-273 |
|
R2 |
112-153 |
112-153 |
111-235 |
|
R1 |
111-317 |
111-317 |
111-198 |
112-075 |
PP |
111-063 |
111-063 |
111-063 |
111-102 |
S1 |
110-227 |
110-227 |
111-122 |
110-305 |
S2 |
109-293 |
109-293 |
111-085 |
|
S3 |
108-203 |
109-137 |
111-047 |
|
S4 |
107-113 |
108-047 |
110-254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-220 |
110-130 |
1-090 |
1.1% |
0-197 |
0.6% |
85% |
True |
False |
574,701 |
10 |
111-220 |
109-252 |
1-288 |
1.7% |
0-210 |
0.6% |
90% |
True |
False |
604,935 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-233 |
0.7% |
70% |
False |
False |
648,843 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-229 |
0.6% |
80% |
False |
False |
654,066 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
80% |
False |
False |
531,487 |
80 |
113-200 |
108-150 |
5-050 |
4.6% |
0-195 |
0.5% |
59% |
False |
False |
399,709 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-160 |
0.4% |
46% |
False |
False |
319,854 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-133 |
0.4% |
46% |
False |
False |
266,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-196 |
2.618 |
112-280 |
1.618 |
112-135 |
1.000 |
112-045 |
0.618 |
111-310 |
HIGH |
111-220 |
0.618 |
111-165 |
0.500 |
111-148 |
0.382 |
111-130 |
LOW |
111-075 |
0.618 |
110-305 |
1.000 |
110-250 |
1.618 |
110-160 |
2.618 |
110-015 |
4.250 |
109-099 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-156 |
111-114 |
PP |
111-152 |
111-068 |
S1 |
111-148 |
111-022 |
|