ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-177 |
111-137 |
-0-040 |
-0.1% |
110-137 |
High |
111-220 |
111-170 |
-0-050 |
-0.1% |
111-220 |
Low |
111-115 |
111-062 |
-0-053 |
-0.1% |
110-130 |
Close |
111-122 |
111-097 |
-0-025 |
-0.1% |
111-160 |
Range |
0-105 |
0-108 |
0-003 |
2.9% |
1-090 |
ATR |
0-213 |
0-205 |
-0-007 |
-3.5% |
0-000 |
Volume |
613,339 |
438,193 |
-175,146 |
-28.6% |
2,873,507 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-114 |
112-053 |
111-156 |
|
R3 |
112-006 |
111-265 |
111-127 |
|
R2 |
111-218 |
111-218 |
111-117 |
|
R1 |
111-157 |
111-157 |
111-107 |
111-134 |
PP |
111-110 |
111-110 |
111-110 |
111-098 |
S1 |
111-049 |
111-049 |
111-087 |
111-026 |
S2 |
111-002 |
111-002 |
111-077 |
|
S3 |
110-214 |
110-261 |
111-067 |
|
S4 |
110-106 |
110-153 |
111-038 |
|
|
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% |
0-156 |
0.4% |
69% |
False |
False |
563,281 |
10 |
111-220 |
109-252 |
1-288 |
1.7% |
0-185 |
0.5% |
80% |
False |
False |
589,959 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-223 |
0.6% |
62% |
False |
False |
637,355 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-214 |
0.6% |
75% |
False |
False |
640,003 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-218 |
0.6% |
75% |
False |
False |
548,495 |
80 |
113-020 |
108-150 |
4-190 |
4.1% |
0-196 |
0.6% |
62% |
False |
False |
412,853 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-162 |
0.5% |
43% |
False |
False |
330,370 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-135 |
0.4% |
43% |
False |
False |
275,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-309 |
2.618 |
112-133 |
1.618 |
112-025 |
1.000 |
111-278 |
0.618 |
111-237 |
HIGH |
111-170 |
0.618 |
111-129 |
0.500 |
111-116 |
0.382 |
111-103 |
LOW |
111-062 |
0.618 |
110-315 |
1.000 |
110-274 |
1.618 |
110-207 |
2.618 |
110-099 |
4.250 |
109-243 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-116 |
111-141 |
PP |
111-110 |
111-126 |
S1 |
111-103 |
111-112 |
|