ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-025 |
111-272 |
0-247 |
0.7% |
111-177 |
High |
111-300 |
111-317 |
0-017 |
0.0% |
111-317 |
Low |
111-025 |
111-172 |
0-147 |
0.4% |
110-265 |
Close |
111-260 |
111-190 |
-0-070 |
-0.2% |
111-190 |
Range |
0-275 |
0-145 |
-0-130 |
-47.3% |
1-052 |
ATR |
0-211 |
0-206 |
-0-005 |
-2.2% |
0-000 |
Volume |
496,164 |
717,887 |
221,723 |
44.7% |
2,746,608 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-021 |
112-251 |
111-270 |
|
R3 |
112-196 |
112-106 |
111-230 |
|
R2 |
112-051 |
112-051 |
111-217 |
|
R1 |
111-281 |
111-281 |
111-203 |
111-254 |
PP |
111-226 |
111-226 |
111-226 |
111-213 |
S1 |
111-136 |
111-136 |
111-177 |
111-108 |
S2 |
111-081 |
111-081 |
111-163 |
|
S3 |
110-256 |
110-311 |
111-150 |
|
S4 |
110-111 |
110-166 |
111-110 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-307 |
114-140 |
112-075 |
|
R3 |
113-255 |
113-088 |
111-292 |
|
R2 |
112-203 |
112-203 |
111-258 |
|
R1 |
112-036 |
112-036 |
111-224 |
112-120 |
PP |
111-151 |
111-151 |
111-151 |
111-192 |
S1 |
110-304 |
110-304 |
111-156 |
111-068 |
S2 |
110-099 |
110-099 |
111-122 |
|
S3 |
109-047 |
109-252 |
111-088 |
|
S4 |
107-315 |
108-200 |
110-305 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-317 |
110-265 |
1-052 |
1.0% |
0-168 |
0.5% |
66% |
True |
False |
549,321 |
10 |
111-317 |
110-130 |
1-187 |
1.4% |
0-182 |
0.5% |
75% |
True |
False |
562,011 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-219 |
0.6% |
74% |
False |
False |
632,433 |
40 |
112-075 |
108-150 |
3-245 |
3.4% |
0-207 |
0.6% |
83% |
False |
False |
621,315 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-216 |
0.6% |
83% |
False |
False |
575,663 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-203 |
0.6% |
83% |
False |
False |
434,040 |
100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-168 |
0.5% |
48% |
False |
False |
347,320 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-140 |
0.4% |
48% |
False |
False |
289,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-293 |
2.618 |
113-057 |
1.618 |
112-232 |
1.000 |
112-142 |
0.618 |
112-087 |
HIGH |
111-317 |
0.618 |
111-262 |
0.500 |
111-244 |
0.382 |
111-227 |
LOW |
111-172 |
0.618 |
111-082 |
1.000 |
111-027 |
1.618 |
110-257 |
2.618 |
110-112 |
4.250 |
109-196 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-244 |
111-170 |
PP |
111-226 |
111-151 |
S1 |
111-208 |
111-131 |
|