ECBOT 5 Year T-Note Future September 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 |
110-145 |
110-215 |
0-070 |
0.2% |
110-255 |
| High |
110-230 |
110-297 |
0-067 |
0.2% |
112-075 |
| Low |
110-040 |
110-027 |
-0-013 |
0.0% |
110-092 |
| Close |
110-162 |
110-085 |
-0-077 |
-0.2% |
110-155 |
| Range |
0-190 |
0-270 |
0-080 |
42.1% |
1-303 |
| ATR |
0-230 |
0-233 |
0-003 |
1.2% |
0-000 |
| Volume |
699,988 |
501,306 |
-198,682 |
-28.4% |
3,852,712 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-306 |
112-146 |
110-234 |
|
| R3 |
112-036 |
111-196 |
110-159 |
|
| R2 |
111-086 |
111-086 |
110-134 |
|
| R1 |
110-246 |
110-246 |
110-110 |
110-191 |
| PP |
110-136 |
110-136 |
110-136 |
110-109 |
| S1 |
109-296 |
109-296 |
110-060 |
109-241 |
| S2 |
109-186 |
109-186 |
110-036 |
|
| S3 |
108-236 |
109-026 |
110-011 |
|
| S4 |
107-286 |
108-076 |
109-256 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-270 |
115-195 |
111-178 |
|
| R3 |
114-287 |
113-212 |
111-006 |
|
| R2 |
112-304 |
112-304 |
110-269 |
|
| R1 |
111-229 |
111-229 |
110-212 |
111-115 |
| PP |
111-001 |
111-001 |
111-001 |
110-264 |
| S1 |
109-246 |
109-246 |
110-098 |
109-132 |
| S2 |
109-018 |
109-018 |
110-041 |
|
| S3 |
107-035 |
107-263 |
109-304 |
|
| S4 |
105-052 |
105-280 |
109-132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-017 |
110-027 |
1-310 |
1.8% |
0-251 |
0.7% |
9% |
False |
True |
686,683 |
| 10 |
112-075 |
110-027 |
2-048 |
1.9% |
0-261 |
0.7% |
8% |
False |
True |
684,752 |
| 20 |
112-075 |
109-020 |
3-055 |
2.9% |
0-226 |
0.6% |
38% |
False |
False |
651,317 |
| 40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-231 |
0.7% |
48% |
False |
False |
650,072 |
| 60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-214 |
0.6% |
48% |
False |
False |
451,987 |
| 80 |
113-240 |
108-150 |
5-090 |
4.8% |
0-180 |
0.5% |
34% |
False |
False |
339,217 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-144 |
0.4% |
28% |
False |
False |
271,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-164 |
|
2.618 |
113-044 |
|
1.618 |
112-094 |
|
1.000 |
111-247 |
|
0.618 |
111-144 |
|
HIGH |
110-297 |
|
0.618 |
110-194 |
|
0.500 |
110-162 |
|
0.382 |
110-130 |
|
LOW |
110-027 |
|
0.618 |
109-180 |
|
1.000 |
109-077 |
|
1.618 |
108-230 |
|
2.618 |
107-280 |
|
4.250 |
106-160 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-162 |
110-201 |
| PP |
110-136 |
110-162 |
| S1 |
110-111 |
110-124 |
|