ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 21-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
109-280 |
109-220 |
-0-060 |
-0.2% |
110-260 |
High |
110-170 |
110-030 |
-0-140 |
-0.4% |
111-210 |
Low |
109-220 |
109-170 |
-0-050 |
-0.1% |
109-220 |
Close |
109-280 |
109-290 |
0-010 |
0.0% |
109-280 |
Range |
0-270 |
0-180 |
-0-090 |
-33.3% |
1-310 |
ATR |
0-182 |
0-182 |
0-000 |
-0.1% |
0-000 |
Volume |
1,160 |
982 |
-178 |
-15.3% |
3,085 |
|
Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-170 |
111-090 |
110-069 |
|
R3 |
110-310 |
110-230 |
110-020 |
|
R2 |
110-130 |
110-130 |
110-003 |
|
R1 |
110-050 |
110-050 |
109-306 |
110-090 |
PP |
109-270 |
109-270 |
109-270 |
109-290 |
S1 |
109-190 |
109-190 |
109-274 |
109-230 |
S2 |
109-090 |
109-090 |
109-257 |
|
S3 |
108-230 |
109-010 |
109-240 |
|
S4 |
108-050 |
108-150 |
109-191 |
|
|
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 |
112-155 |
2.618 |
111-181 |
1.618 |
111-001 |
1.000 |
110-210 |
0.618 |
110-141 |
HIGH |
110-030 |
0.618 |
109-281 |
0.500 |
109-260 |
0.382 |
109-239 |
LOW |
109-170 |
0.618 |
109-059 |
1.000 |
108-310 |
1.618 |
108-199 |
2.618 |
108-019 |
4.250 |
107-045 |
|
|
Fisher Pivots for day following 21-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
109-280 |
110-010 |
PP |
109-270 |
109-317 |
S1 |
109-260 |
109-303 |
|