ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-147 |
111-177 |
0-030 |
0.1% |
110-137 |
High |
111-220 |
111-220 |
0-000 |
0.0% |
111-220 |
Low |
111-075 |
111-115 |
0-040 |
0.1% |
110-130 |
Close |
111-160 |
111-122 |
-0-038 |
-0.1% |
111-160 |
Range |
0-145 |
0-105 |
-0-040 |
-27.6% |
1-090 |
ATR |
0-221 |
0-213 |
-0-008 |
-3.8% |
0-000 |
Volume |
684,697 |
613,339 |
-71,358 |
-10.4% |
2,873,507 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-147 |
112-080 |
111-180 |
|
R3 |
112-042 |
111-295 |
111-151 |
|
R2 |
111-257 |
111-257 |
111-141 |
|
R1 |
111-190 |
111-190 |
111-132 |
111-171 |
PP |
111-152 |
111-152 |
111-152 |
111-143 |
S1 |
111-085 |
111-085 |
111-112 |
111-066 |
S2 |
111-047 |
111-047 |
111-103 |
|
S3 |
110-262 |
110-300 |
111-093 |
|
S4 |
110-157 |
110-195 |
111-064 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-013 |
114-177 |
112-066 |
|
R3 |
113-243 |
113-087 |
111-273 |
|
R2 |
112-153 |
112-153 |
111-235 |
|
R1 |
111-317 |
111-317 |
111-198 |
112-075 |
PP |
111-063 |
111-063 |
111-063 |
111-102 |
S1 |
110-227 |
110-227 |
111-122 |
110-305 |
S2 |
109-293 |
109-293 |
111-085 |
|
S3 |
108-203 |
109-137 |
111-047 |
|
S4 |
107-113 |
108-047 |
110-254 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-220 |
110-145 |
1-075 |
1.1% |
0-172 |
0.5% |
75% |
True |
False |
556,843 |
10 |
111-220 |
109-252 |
1-288 |
1.7% |
0-201 |
0.6% |
84% |
True |
False |
596,270 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-224 |
0.6% |
65% |
False |
False |
648,609 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-222 |
0.6% |
77% |
False |
False |
649,076 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
77% |
False |
False |
541,460 |
80 |
113-200 |
108-150 |
5-050 |
4.6% |
0-196 |
0.6% |
56% |
False |
False |
407,376 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-161 |
0.5% |
45% |
False |
False |
325,988 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-134 |
0.4% |
45% |
False |
False |
271,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-026 |
2.618 |
112-175 |
1.618 |
112-070 |
1.000 |
112-005 |
0.618 |
111-285 |
HIGH |
111-220 |
0.618 |
111-180 |
0.500 |
111-168 |
0.382 |
111-155 |
LOW |
111-115 |
0.618 |
111-050 |
1.000 |
111-010 |
1.618 |
110-265 |
2.618 |
110-160 |
4.250 |
109-309 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-168 |
111-106 |
PP |
111-152 |
111-091 |
S1 |
111-137 |
111-075 |
|