ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-125 |
111-302 |
0-177 |
0.5% |
111-177 |
High |
111-307 |
112-027 |
0-040 |
0.1% |
111-317 |
Low |
111-120 |
111-177 |
0-057 |
0.2% |
110-265 |
Close |
111-282 |
111-215 |
-0-067 |
-0.2% |
111-190 |
Range |
0-187 |
0-170 |
-0-017 |
-9.1% |
1-052 |
ATR |
0-205 |
0-203 |
-0-003 |
-1.2% |
0-000 |
Volume |
388,733 |
475,964 |
87,231 |
22.4% |
2,746,608 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-116 |
113-016 |
111-308 |
|
R3 |
112-266 |
112-166 |
111-262 |
|
R2 |
112-096 |
112-096 |
111-246 |
|
R1 |
111-316 |
111-316 |
111-231 |
111-281 |
PP |
111-246 |
111-246 |
111-246 |
111-229 |
S1 |
111-146 |
111-146 |
111-199 |
111-111 |
S2 |
111-076 |
111-076 |
111-184 |
|
S3 |
110-226 |
110-296 |
111-168 |
|
S4 |
110-056 |
110-126 |
111-122 |
|
|
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 |
112-027 |
111-025 |
1-002 |
0.9% |
0-199 |
0.6% |
59% |
True |
False |
530,742 |
10 |
112-027 |
110-250 |
1-097 |
1.2% |
0-180 |
0.5% |
68% |
True |
False |
544,298 |
20 |
112-027 |
109-252 |
2-095 |
2.1% |
0-203 |
0.6% |
82% |
True |
False |
583,464 |
40 |
112-075 |
108-262 |
3-133 |
3.1% |
0-207 |
0.6% |
84% |
False |
False |
611,966 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
85% |
False |
False |
594,398 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-206 |
0.6% |
85% |
False |
False |
452,035 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-174 |
0.5% |
61% |
False |
False |
361,717 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-145 |
0.4% |
49% |
False |
False |
301,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-110 |
2.618 |
113-152 |
1.618 |
112-302 |
1.000 |
112-197 |
0.618 |
112-132 |
HIGH |
112-027 |
0.618 |
111-282 |
0.500 |
111-262 |
0.382 |
111-242 |
LOW |
111-177 |
0.618 |
111-072 |
1.000 |
111-007 |
1.618 |
110-222 |
2.618 |
110-052 |
4.250 |
109-094 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-262 |
111-209 |
PP |
111-246 |
111-203 |
S1 |
111-231 |
111-197 |
|