ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 23-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
109-180 |
109-060 |
-0-120 |
-0.3% |
110-260 |
High |
110-090 |
109-150 |
-0-260 |
-0.7% |
111-210 |
Low |
109-150 |
109-050 |
-0-100 |
-0.3% |
109-220 |
Close |
109-210 |
109-090 |
-0-120 |
-0.3% |
109-280 |
Range |
0-260 |
0-100 |
-0-160 |
-61.5% |
1-310 |
ATR |
0-188 |
0-186 |
-0-002 |
-1.1% |
0-000 |
Volume |
2,766 |
4,876 |
2,110 |
76.3% |
3,085 |
|
Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-077 |
110-023 |
109-145 |
|
R3 |
109-297 |
109-243 |
109-118 |
|
R2 |
109-197 |
109-197 |
109-108 |
|
R1 |
109-143 |
109-143 |
109-099 |
109-170 |
PP |
109-097 |
109-097 |
109-097 |
109-110 |
S1 |
109-043 |
109-043 |
109-081 |
109-070 |
S2 |
108-317 |
108-317 |
109-072 |
|
S3 |
108-217 |
108-263 |
109-062 |
|
S4 |
108-117 |
108-163 |
109-035 |
|
|
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 |
110-255 |
2.618 |
110-092 |
1.618 |
109-312 |
1.000 |
109-250 |
0.618 |
109-212 |
HIGH |
109-150 |
0.618 |
109-112 |
0.500 |
109-100 |
0.382 |
109-088 |
LOW |
109-050 |
0.618 |
108-308 |
1.000 |
108-270 |
1.618 |
108-208 |
2.618 |
108-108 |
4.250 |
107-265 |
|
|
Fisher Pivots for day following 23-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
109-100 |
109-230 |
PP |
109-097 |
109-183 |
S1 |
109-093 |
109-137 |
|