ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2008 |
14-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-110 |
110-260 |
0-150 |
0.4% |
110-180 |
| High |
111-090 |
111-020 |
-0-070 |
-0.2% |
111-130 |
| Low |
110-070 |
110-010 |
-0-060 |
-0.2% |
110-070 |
| Close |
110-110 |
110-260 |
0-150 |
0.4% |
110-110 |
| Range |
1-020 |
1-010 |
-0-010 |
-2.9% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
81 |
896 |
815 |
1,006.2% |
5,679 |
|
| Daily Pivots for day following 14-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-233 |
113-097 |
111-122 |
|
| R3 |
112-223 |
112-087 |
111-031 |
|
| R2 |
111-213 |
111-213 |
111-000 |
|
| R1 |
111-077 |
111-077 |
110-290 |
111-105 |
| PP |
110-203 |
110-203 |
110-203 |
110-218 |
| S1 |
110-067 |
110-067 |
110-230 |
110-095 |
| S2 |
109-193 |
109-193 |
110-200 |
|
| S3 |
108-183 |
109-057 |
110-169 |
|
| S4 |
107-173 |
108-047 |
110-078 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-070 |
113-150 |
110-319 |
|
| R3 |
113-010 |
112-090 |
110-214 |
|
| R2 |
111-270 |
111-270 |
110-180 |
|
| R1 |
111-030 |
111-030 |
110-145 |
110-280 |
| PP |
110-210 |
110-210 |
110-210 |
110-175 |
| S1 |
109-290 |
109-290 |
110-075 |
109-220 |
| S2 |
109-150 |
109-150 |
110-040 |
|
| S3 |
108-090 |
108-230 |
110-006 |
|
| S4 |
107-030 |
107-170 |
109-221 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-142 |
|
2.618 |
113-244 |
|
1.618 |
112-234 |
|
1.000 |
112-030 |
|
0.618 |
111-224 |
|
HIGH |
111-020 |
|
0.618 |
110-214 |
|
0.500 |
110-175 |
|
0.382 |
110-136 |
|
LOW |
110-010 |
|
0.618 |
109-126 |
|
1.000 |
109-000 |
|
1.618 |
108-116 |
|
2.618 |
107-106 |
|
4.250 |
105-208 |
|
|
| Fisher Pivots for day following 14-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-232 |
110-250 |
| PP |
110-203 |
110-240 |
| S1 |
110-175 |
110-230 |
|