ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 29-Jul-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
Open |
110-140 |
110-020 |
-0-120 |
-0.3% |
109-220 |
High |
110-150 |
110-140 |
-0-010 |
0.0% |
110-130 |
Low |
109-300 |
109-300 |
0-000 |
0.0% |
109-050 |
Close |
110-120 |
110-060 |
-0-060 |
-0.2% |
109-250 |
Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-080 |
ATR |
0-198 |
0-195 |
-0-003 |
-1.4% |
0-000 |
Volume |
1,033 |
1,982 |
949 |
91.9% |
10,128 |
|
Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-220 |
111-140 |
110-148 |
|
R3 |
111-060 |
110-300 |
110-104 |
|
R2 |
110-220 |
110-220 |
110-089 |
|
R1 |
110-140 |
110-140 |
110-075 |
110-180 |
PP |
110-060 |
110-060 |
110-060 |
110-080 |
S1 |
109-300 |
109-300 |
110-045 |
110-020 |
S2 |
109-220 |
109-220 |
110-031 |
|
S3 |
109-060 |
109-140 |
110-016 |
|
S4 |
108-220 |
108-300 |
109-292 |
|
|
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 |
112-180 |
2.618 |
111-239 |
1.618 |
111-079 |
1.000 |
110-300 |
0.618 |
110-239 |
HIGH |
110-140 |
0.618 |
110-079 |
0.500 |
110-060 |
0.382 |
110-041 |
LOW |
109-300 |
0.618 |
109-201 |
1.000 |
109-140 |
1.618 |
109-041 |
2.618 |
108-201 |
4.250 |
107-260 |
|
|
Fisher Pivots for day following 29-Jul-2008 |
Pivot |
1 day |
3 day |
R1 |
110-060 |
110-052 |
PP |
110-060 |
110-043 |
S1 |
110-060 |
110-035 |
|