ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-060 |
109-280 |
-0-100 |
-0.3% |
110-260 |
| High |
110-060 |
110-170 |
0-110 |
0.3% |
111-210 |
| Low |
110-030 |
109-220 |
-0-130 |
-0.4% |
109-220 |
| Close |
110-060 |
109-280 |
-0-100 |
-0.3% |
109-280 |
| Range |
0-030 |
0-270 |
0-240 |
800.0% |
1-310 |
| ATR |
0-176 |
0-182 |
0-007 |
3.8% |
0-000 |
| Volume |
1,025 |
1,160 |
135 |
13.2% |
3,085 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-180 |
112-020 |
110-108 |
|
| R3 |
111-230 |
111-070 |
110-034 |
|
| R2 |
110-280 |
110-280 |
110-010 |
|
| R1 |
110-120 |
110-120 |
109-305 |
110-095 |
| PP |
110-010 |
110-010 |
110-010 |
109-318 |
| S1 |
109-170 |
109-170 |
109-255 |
109-145 |
| S2 |
109-060 |
109-060 |
109-230 |
|
| S3 |
108-110 |
108-220 |
109-206 |
|
| S4 |
107-160 |
107-270 |
109-132 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-100 |
115-020 |
110-306 |
|
| R3 |
114-110 |
113-030 |
110-133 |
|
| R2 |
112-120 |
112-120 |
110-076 |
|
| R1 |
111-040 |
111-040 |
110-018 |
110-245 |
| PP |
110-130 |
110-130 |
110-130 |
110-072 |
| S1 |
109-050 |
109-050 |
109-222 |
108-255 |
| S2 |
108-140 |
108-140 |
109-164 |
|
| S3 |
106-150 |
107-060 |
109-107 |
|
| S4 |
104-160 |
105-070 |
108-254 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-038 |
|
2.618 |
112-237 |
|
1.618 |
111-287 |
|
1.000 |
111-120 |
|
0.618 |
111-017 |
|
HIGH |
110-170 |
|
0.618 |
110-067 |
|
0.500 |
110-035 |
|
0.382 |
110-003 |
|
LOW |
109-220 |
|
0.618 |
109-053 |
|
1.000 |
108-270 |
|
1.618 |
108-103 |
|
2.618 |
107-153 |
|
4.250 |
106-032 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-035 |
110-190 |
| PP |
110-010 |
110-113 |
| S1 |
109-305 |
110-037 |
|