ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-070 |
111-025 |
-0-045 |
-0.1% |
110-137 |
High |
111-152 |
111-300 |
0-148 |
0.4% |
111-220 |
Low |
110-265 |
111-025 |
0-080 |
0.2% |
110-130 |
Close |
111-037 |
111-260 |
0-223 |
0.6% |
111-160 |
Range |
0-207 |
0-275 |
0-068 |
32.9% |
1-090 |
ATR |
0-206 |
0-211 |
0-005 |
2.4% |
0-000 |
Volume |
481,025 |
496,164 |
15,139 |
3.1% |
2,873,507 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-060 |
113-275 |
112-091 |
|
R3 |
113-105 |
113-000 |
112-016 |
|
R2 |
112-150 |
112-150 |
111-310 |
|
R1 |
112-045 |
112-045 |
111-285 |
112-098 |
PP |
111-195 |
111-195 |
111-195 |
111-221 |
S1 |
111-090 |
111-090 |
111-235 |
111-142 |
S2 |
110-240 |
110-240 |
111-210 |
|
S3 |
109-285 |
110-135 |
111-184 |
|
S4 |
109-010 |
109-180 |
111-109 |
|
|
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 |
111-300 |
110-265 |
1-035 |
1.0% |
0-168 |
0.5% |
89% |
True |
False |
542,683 |
10 |
111-300 |
110-122 |
1-178 |
1.4% |
0-190 |
0.5% |
92% |
True |
False |
567,788 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-229 |
0.6% |
83% |
False |
False |
629,470 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-212 |
0.6% |
89% |
False |
False |
621,287 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
89% |
False |
False |
564,275 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-201 |
0.6% |
89% |
False |
False |
425,066 |
100 |
115-000 |
108-150 |
6-170 |
5.8% |
0-167 |
0.5% |
51% |
False |
False |
340,141 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-139 |
0.4% |
51% |
False |
False |
283,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-189 |
2.618 |
114-060 |
1.618 |
113-105 |
1.000 |
112-255 |
0.618 |
112-150 |
HIGH |
111-300 |
0.618 |
111-195 |
0.500 |
111-162 |
0.382 |
111-130 |
LOW |
111-025 |
0.618 |
110-175 |
1.000 |
110-070 |
1.618 |
109-220 |
2.618 |
108-265 |
4.250 |
107-136 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-228 |
111-214 |
PP |
111-195 |
111-168 |
S1 |
111-162 |
111-122 |
|