ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 17-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-280 |
110-060 |
-0-220 |
-0.6% |
110-180 |
High |
111-160 |
110-060 |
-1-100 |
-1.2% |
111-130 |
Low |
110-230 |
110-030 |
-0-200 |
-0.6% |
110-070 |
Close |
110-280 |
110-060 |
-0-220 |
-0.6% |
110-110 |
Range |
0-250 |
0-030 |
-0-220 |
-88.0% |
1-060 |
ATR |
0-000 |
0-176 |
0-176 |
|
0-000 |
Volume |
3 |
1,025 |
1,022 |
34,066.7% |
5,679 |
|
Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-140 |
110-130 |
110-076 |
|
R3 |
110-110 |
110-100 |
110-068 |
|
R2 |
110-080 |
110-080 |
110-066 |
|
R1 |
110-070 |
110-070 |
110-063 |
110-075 |
PP |
110-050 |
110-050 |
110-050 |
110-052 |
S1 |
110-040 |
110-040 |
110-057 |
110-045 |
S2 |
110-020 |
110-020 |
110-054 |
|
S3 |
109-310 |
110-010 |
110-052 |
|
S4 |
109-280 |
109-300 |
110-044 |
|
|
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 |
110-188 |
2.618 |
110-139 |
1.618 |
110-109 |
1.000 |
110-090 |
0.618 |
110-079 |
HIGH |
110-060 |
0.618 |
110-049 |
0.500 |
110-045 |
0.382 |
110-041 |
LOW |
110-030 |
0.618 |
110-011 |
1.000 |
110-000 |
1.618 |
109-301 |
2.618 |
109-271 |
4.250 |
109-222 |
|
|
Fisher Pivots for day following 17-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110-055 |
110-280 |
PP |
110-050 |
110-207 |
S1 |
110-045 |
110-133 |
|