ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-215 |
111-125 |
-0-090 |
-0.3% |
111-177 |
High |
111-267 |
111-307 |
0-040 |
0.1% |
111-317 |
Low |
111-047 |
111-120 |
0-073 |
0.2% |
110-265 |
Close |
111-120 |
111-282 |
0-162 |
0.5% |
111-190 |
Range |
0-220 |
0-187 |
-0-033 |
-15.0% |
1-052 |
ATR |
0-207 |
0-205 |
-0-001 |
-0.7% |
0-000 |
Volume |
574,962 |
388,733 |
-186,229 |
-32.4% |
2,746,608 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-157 |
113-087 |
112-065 |
|
R3 |
112-290 |
112-220 |
112-013 |
|
R2 |
112-103 |
112-103 |
111-316 |
|
R1 |
112-033 |
112-033 |
111-299 |
112-068 |
PP |
111-236 |
111-236 |
111-236 |
111-254 |
S1 |
111-166 |
111-166 |
111-265 |
111-201 |
S2 |
111-049 |
111-049 |
111-248 |
|
S3 |
110-182 |
110-299 |
111-231 |
|
S4 |
109-315 |
110-112 |
111-179 |
|
|
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% |
0-207 |
0.6% |
91% |
False |
False |
531,754 |
10 |
111-317 |
110-145 |
1-172 |
1.4% |
0-181 |
0.5% |
93% |
False |
False |
547,517 |
20 |
112-017 |
109-252 |
2-085 |
2.0% |
0-207 |
0.6% |
92% |
False |
False |
599,588 |
40 |
112-075 |
108-160 |
3-235 |
3.3% |
0-207 |
0.6% |
91% |
False |
False |
610,817 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
91% |
False |
False |
588,215 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-204 |
0.6% |
91% |
False |
False |
446,086 |
100 |
114-110 |
108-150 |
5-280 |
5.3% |
0-173 |
0.5% |
58% |
False |
False |
356,957 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-144 |
0.4% |
52% |
False |
False |
297,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-142 |
2.618 |
113-157 |
1.618 |
112-290 |
1.000 |
112-174 |
0.618 |
112-103 |
HIGH |
111-307 |
0.618 |
111-236 |
0.500 |
111-214 |
0.382 |
111-191 |
LOW |
111-120 |
0.618 |
111-004 |
1.000 |
110-253 |
1.618 |
110-137 |
2.618 |
109-270 |
4.250 |
108-285 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-259 |
111-249 |
PP |
111-236 |
111-215 |
S1 |
111-214 |
111-182 |
|