ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-302 |
111-225 |
-0-077 |
-0.2% |
111-177 |
High |
112-027 |
112-010 |
-0-017 |
0.0% |
111-317 |
Low |
111-177 |
111-167 |
-0-010 |
0.0% |
110-265 |
Close |
111-215 |
111-305 |
0-090 |
0.3% |
111-190 |
Range |
0-170 |
0-163 |
-0-007 |
-4.1% |
1-052 |
ATR |
0-203 |
0-200 |
-0-003 |
-1.4% |
0-000 |
Volume |
475,964 |
506,316 |
30,352 |
6.4% |
2,746,608 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-116 |
113-054 |
112-075 |
|
R3 |
112-273 |
112-211 |
112-030 |
|
R2 |
112-110 |
112-110 |
112-015 |
|
R1 |
112-048 |
112-048 |
112-000 |
112-079 |
PP |
111-267 |
111-267 |
111-267 |
111-283 |
S1 |
111-205 |
111-205 |
111-290 |
111-236 |
S2 |
111-104 |
111-104 |
111-275 |
|
S3 |
110-261 |
111-042 |
111-260 |
|
S4 |
110-098 |
110-199 |
111-215 |
|
|
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 |
111-047 |
0-300 |
0.8% |
0-177 |
0.5% |
86% |
False |
False |
532,772 |
10 |
112-027 |
110-265 |
1-082 |
1.1% |
0-172 |
0.5% |
90% |
False |
False |
537,728 |
20 |
112-027 |
109-252 |
2-095 |
2.1% |
0-198 |
0.6% |
94% |
False |
False |
573,783 |
40 |
112-075 |
108-277 |
3-118 |
3.0% |
0-206 |
0.6% |
92% |
False |
False |
607,574 |
60 |
112-075 |
108-150 |
3-245 |
3.4% |
0-217 |
0.6% |
93% |
False |
False |
598,828 |
80 |
112-075 |
108-150 |
3-245 |
3.4% |
0-207 |
0.6% |
93% |
False |
False |
458,363 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-176 |
0.5% |
66% |
False |
False |
366,780 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-147 |
0.4% |
53% |
False |
False |
305,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-063 |
2.618 |
113-117 |
1.618 |
112-274 |
1.000 |
112-173 |
0.618 |
112-111 |
HIGH |
112-010 |
0.618 |
111-268 |
0.500 |
111-248 |
0.382 |
111-229 |
LOW |
111-167 |
0.618 |
111-066 |
1.000 |
111-004 |
1.618 |
110-223 |
2.618 |
110-060 |
4.250 |
109-114 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-286 |
111-281 |
PP |
111-267 |
111-257 |
S1 |
111-248 |
111-234 |
|