ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
111-070 |
110-280 |
-0-110 |
-0.3% |
110-180 |
| High |
111-210 |
111-160 |
-0-050 |
-0.1% |
111-130 |
| Low |
111-070 |
110-230 |
-0-160 |
-0.4% |
110-070 |
| Close |
111-070 |
110-280 |
-0-110 |
-0.3% |
110-110 |
| Range |
0-140 |
0-250 |
0-110 |
78.6% |
1-060 |
| ATR |
|
|
|
|
|
| Volume |
1 |
3 |
2 |
200.0% |
5,679 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-120 |
112-290 |
111-098 |
|
| R3 |
112-190 |
112-040 |
111-029 |
|
| R2 |
111-260 |
111-260 |
111-006 |
|
| R1 |
111-110 |
111-110 |
110-303 |
111-085 |
| PP |
111-010 |
111-010 |
111-010 |
110-318 |
| S1 |
110-180 |
110-180 |
110-257 |
110-155 |
| S2 |
110-080 |
110-080 |
110-234 |
|
| S3 |
109-150 |
109-250 |
110-211 |
|
| S4 |
108-220 |
109-000 |
110-142 |
|
|
| 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 |
114-262 |
|
2.618 |
113-174 |
|
1.618 |
112-244 |
|
1.000 |
112-090 |
|
0.618 |
111-314 |
|
HIGH |
111-160 |
|
0.618 |
111-064 |
|
0.500 |
111-035 |
|
0.382 |
111-006 |
|
LOW |
110-230 |
|
0.618 |
110-076 |
|
1.000 |
109-300 |
|
1.618 |
109-146 |
|
2.618 |
108-216 |
|
4.250 |
107-128 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-035 |
110-277 |
| PP |
111-010 |
110-273 |
| S1 |
110-305 |
110-270 |
|