ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-050 |
109-250 |
-0-120 |
-0.3% |
109-220 |
High |
110-090 |
110-130 |
0-040 |
0.1% |
110-130 |
Low |
110-050 |
109-240 |
-0-130 |
-0.4% |
109-050 |
Close |
110-050 |
109-250 |
-0-120 |
-0.3% |
109-250 |
Range |
0-040 |
0-210 |
0-170 |
425.0% |
1-080 |
ATR |
0-195 |
0-196 |
0-001 |
0.5% |
0-000 |
Volume |
1,048 |
456 |
-592 |
-56.5% |
10,128 |
|
Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-303 |
111-167 |
110-046 |
|
R3 |
111-093 |
110-277 |
109-308 |
|
R2 |
110-203 |
110-203 |
109-288 |
|
R1 |
110-067 |
110-067 |
109-269 |
110-035 |
PP |
109-313 |
109-313 |
109-313 |
109-298 |
S1 |
109-177 |
109-177 |
109-231 |
109-145 |
S2 |
109-103 |
109-103 |
109-212 |
|
S3 |
108-213 |
108-287 |
109-192 |
|
S4 |
108-003 |
108-077 |
109-134 |
|
|
Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-170 |
112-290 |
110-150 |
|
R3 |
112-090 |
111-210 |
110-040 |
|
R2 |
111-010 |
111-010 |
110-003 |
|
R1 |
110-130 |
110-130 |
109-287 |
110-230 |
PP |
109-250 |
109-250 |
109-250 |
109-300 |
S1 |
109-050 |
109-050 |
109-213 |
109-150 |
S2 |
108-170 |
108-170 |
109-177 |
|
S3 |
107-090 |
107-290 |
109-140 |
|
S4 |
106-010 |
106-210 |
109-030 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-062 |
2.618 |
112-040 |
1.618 |
111-150 |
1.000 |
111-020 |
0.618 |
110-260 |
HIGH |
110-130 |
0.618 |
110-050 |
0.500 |
110-025 |
0.382 |
110-000 |
LOW |
109-240 |
0.618 |
109-110 |
1.000 |
109-030 |
1.618 |
108-220 |
2.618 |
108-010 |
4.250 |
106-308 |
|
|
Fisher Pivots for day following 25-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110-025 |
109-250 |
PP |
109-313 |
109-250 |
S1 |
109-282 |
109-250 |
|