ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-272 |
111-215 |
-0-057 |
-0.2% |
111-177 |
High |
111-317 |
111-267 |
-0-050 |
-0.1% |
111-317 |
Low |
111-172 |
111-047 |
-0-125 |
-0.4% |
110-265 |
Close |
111-190 |
111-120 |
-0-070 |
-0.2% |
111-190 |
Range |
0-145 |
0-220 |
0-075 |
51.7% |
1-052 |
ATR |
0-206 |
0-207 |
0-001 |
0.5% |
0-000 |
Volume |
717,887 |
574,962 |
-142,925 |
-19.9% |
2,746,608 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-165 |
113-042 |
111-241 |
|
R3 |
112-265 |
112-142 |
111-180 |
|
R2 |
112-045 |
112-045 |
111-160 |
|
R1 |
111-242 |
111-242 |
111-140 |
111-194 |
PP |
111-145 |
111-145 |
111-145 |
111-120 |
S1 |
111-022 |
111-022 |
111-100 |
110-294 |
S2 |
110-245 |
110-245 |
111-080 |
|
S3 |
110-025 |
110-122 |
111-060 |
|
S4 |
109-125 |
109-222 |
110-319 |
|
|
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% |
0-191 |
0.5% |
47% |
False |
False |
541,646 |
10 |
111-317 |
110-145 |
1-172 |
1.4% |
0-181 |
0.5% |
60% |
False |
False |
549,244 |
20 |
112-075 |
109-252 |
2-143 |
2.2% |
0-211 |
0.6% |
65% |
False |
False |
617,079 |
40 |
112-075 |
108-157 |
3-238 |
3.4% |
0-206 |
0.6% |
77% |
False |
False |
618,495 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-216 |
0.6% |
77% |
False |
False |
583,083 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-203 |
0.6% |
77% |
False |
False |
441,227 |
100 |
114-110 |
108-150 |
5-280 |
5.3% |
0-171 |
0.5% |
49% |
False |
False |
353,070 |
120 |
115-000 |
108-150 |
6-170 |
5.9% |
0-142 |
0.4% |
44% |
False |
False |
294,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-242 |
2.618 |
113-203 |
1.618 |
112-303 |
1.000 |
112-167 |
0.618 |
112-083 |
HIGH |
111-267 |
0.618 |
111-183 |
0.500 |
111-157 |
0.382 |
111-131 |
LOW |
111-047 |
0.618 |
110-231 |
1.000 |
110-147 |
1.618 |
110-011 |
2.618 |
109-111 |
4.250 |
108-072 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-157 |
111-171 |
PP |
111-145 |
111-154 |
S1 |
111-132 |
111-137 |
|