ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-260 |
111-070 |
0-130 |
0.4% |
110-180 |
High |
111-020 |
111-210 |
0-190 |
0.5% |
111-130 |
Low |
110-010 |
111-070 |
1-060 |
1.1% |
110-070 |
Close |
110-260 |
111-070 |
0-130 |
0.4% |
110-110 |
Range |
1-010 |
0-140 |
-0-190 |
-57.6% |
1-060 |
ATR |
|
|
|
|
|
Volume |
896 |
1 |
-895 |
-99.9% |
5,679 |
|
Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-217 |
112-123 |
111-147 |
|
R3 |
112-077 |
111-303 |
111-108 |
|
R2 |
111-257 |
111-257 |
111-096 |
|
R1 |
111-163 |
111-163 |
111-083 |
111-140 |
PP |
111-117 |
111-117 |
111-117 |
111-105 |
S1 |
111-023 |
111-023 |
111-057 |
111-000 |
S2 |
110-297 |
110-297 |
111-044 |
|
S3 |
110-157 |
110-203 |
111-032 |
|
S4 |
110-017 |
110-063 |
110-313 |
|
|
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 |
113-165 |
2.618 |
112-257 |
1.618 |
112-117 |
1.000 |
112-030 |
0.618 |
111-297 |
HIGH |
111-210 |
0.618 |
111-157 |
0.500 |
111-140 |
0.382 |
111-123 |
LOW |
111-070 |
0.618 |
110-303 |
1.000 |
110-250 |
1.618 |
110-163 |
2.618 |
110-023 |
4.250 |
109-115 |
|
|
Fisher Pivots for day following 15-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
111-140 |
111-030 |
PP |
111-117 |
110-310 |
S1 |
111-093 |
110-270 |
|