ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
109-060 |
110-050 |
0-310 |
0.9% |
110-260 |
| High |
109-150 |
110-090 |
0-260 |
0.7% |
111-210 |
| Low |
109-050 |
110-050 |
1-000 |
0.9% |
109-220 |
| Close |
109-090 |
110-050 |
0-280 |
0.8% |
109-280 |
| Range |
0-100 |
0-040 |
-0-060 |
-60.0% |
1-310 |
| ATR |
0-186 |
0-195 |
0-010 |
5.2% |
0-000 |
| Volume |
4,876 |
1,048 |
-3,828 |
-78.5% |
3,085 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-183 |
110-157 |
110-072 |
|
| R3 |
110-143 |
110-117 |
110-061 |
|
| R2 |
110-103 |
110-103 |
110-057 |
|
| R1 |
110-077 |
110-077 |
110-054 |
110-070 |
| PP |
110-063 |
110-063 |
110-063 |
110-060 |
| S1 |
110-037 |
110-037 |
110-046 |
110-030 |
| S2 |
110-023 |
110-023 |
110-043 |
|
| S3 |
109-303 |
109-317 |
110-039 |
|
| S4 |
109-263 |
109-277 |
110-028 |
|
|
| 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 |
110-260 |
|
2.618 |
110-195 |
|
1.618 |
110-155 |
|
1.000 |
110-130 |
|
0.618 |
110-115 |
|
HIGH |
110-090 |
|
0.618 |
110-075 |
|
0.500 |
110-070 |
|
0.382 |
110-065 |
|
LOW |
110-050 |
|
0.618 |
110-025 |
|
1.000 |
110-010 |
|
1.618 |
109-305 |
|
2.618 |
109-265 |
|
4.250 |
109-200 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-070 |
110-003 |
| PP |
110-063 |
109-277 |
| S1 |
110-057 |
109-230 |
|