ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
109-220 |
109-180 |
-0-040 |
-0.1% |
110-260 |
| High |
110-030 |
110-090 |
0-060 |
0.2% |
111-210 |
| Low |
109-170 |
109-150 |
-0-020 |
-0.1% |
109-220 |
| Close |
109-290 |
109-210 |
-0-080 |
-0.2% |
109-280 |
| Range |
0-180 |
0-260 |
0-080 |
44.4% |
1-310 |
| ATR |
0-182 |
0-188 |
0-006 |
3.0% |
0-000 |
| Volume |
982 |
2,766 |
1,784 |
181.7% |
3,085 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-077 |
111-243 |
110-033 |
|
| R3 |
111-137 |
110-303 |
109-282 |
|
| R2 |
110-197 |
110-197 |
109-258 |
|
| R1 |
110-043 |
110-043 |
109-234 |
110-120 |
| PP |
109-257 |
109-257 |
109-257 |
109-295 |
| S1 |
109-103 |
109-103 |
109-186 |
109-180 |
| S2 |
108-317 |
108-317 |
109-162 |
|
| S3 |
108-057 |
108-163 |
109-138 |
|
| S4 |
107-117 |
107-223 |
109-067 |
|
|
| 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 |
113-235 |
|
2.618 |
112-131 |
|
1.618 |
111-191 |
|
1.000 |
111-030 |
|
0.618 |
110-251 |
|
HIGH |
110-090 |
|
0.618 |
109-311 |
|
0.500 |
109-280 |
|
0.382 |
109-249 |
|
LOW |
109-150 |
|
0.618 |
108-309 |
|
1.000 |
108-210 |
|
1.618 |
108-049 |
|
2.618 |
107-109 |
|
4.250 |
106-005 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-280 |
110-000 |
| PP |
109-257 |
109-283 |
| S1 |
109-233 |
109-247 |
|