ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-137 |
111-070 |
-0-067 |
-0.2% |
110-137 |
High |
111-170 |
111-152 |
-0-018 |
-0.1% |
111-220 |
Low |
111-062 |
110-265 |
-0-117 |
-0.3% |
110-130 |
Close |
111-097 |
111-037 |
-0-060 |
-0.2% |
111-160 |
Range |
0-108 |
0-207 |
0-099 |
91.7% |
1-090 |
ATR |
0-205 |
0-206 |
0-000 |
0.1% |
0-000 |
Volume |
438,193 |
481,025 |
42,832 |
9.8% |
2,873,507 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-026 |
112-238 |
111-151 |
|
R3 |
112-139 |
112-031 |
111-094 |
|
R2 |
111-252 |
111-252 |
111-075 |
|
R1 |
111-144 |
111-144 |
111-056 |
111-094 |
PP |
111-045 |
111-045 |
111-045 |
111-020 |
S1 |
110-257 |
110-257 |
111-018 |
110-208 |
S2 |
110-158 |
110-158 |
110-319 |
|
S3 |
109-271 |
110-050 |
110-300 |
|
S4 |
109-064 |
109-163 |
110-243 |
|
|
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 |
110-250 |
0-290 |
0.8% |
0-161 |
0.5% |
37% |
False |
False |
557,855 |
10 |
111-220 |
109-317 |
1-223 |
1.5% |
0-193 |
0.5% |
66% |
False |
False |
581,996 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-221 |
0.6% |
54% |
False |
False |
632,258 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-213 |
0.6% |
70% |
False |
False |
627,782 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
70% |
False |
False |
556,253 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-198 |
0.6% |
70% |
False |
False |
418,864 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-164 |
0.5% |
41% |
False |
False |
335,180 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-137 |
0.4% |
41% |
False |
False |
279,317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-072 |
2.618 |
113-054 |
1.618 |
112-167 |
1.000 |
112-039 |
0.618 |
111-280 |
HIGH |
111-152 |
0.618 |
111-073 |
0.500 |
111-048 |
0.382 |
111-024 |
LOW |
110-265 |
0.618 |
110-137 |
1.000 |
110-058 |
1.618 |
109-250 |
2.618 |
109-043 |
4.250 |
108-025 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-048 |
111-082 |
PP |
111-045 |
111-067 |
S1 |
111-041 |
111-052 |
|