ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-225 |
111-310 |
0-085 |
0.2% |
111-215 |
High |
112-010 |
112-140 |
0-130 |
0.4% |
112-140 |
Low |
111-167 |
111-275 |
0-108 |
0.3% |
111-047 |
Close |
111-305 |
112-050 |
0-065 |
0.2% |
112-050 |
Range |
0-163 |
0-185 |
0-022 |
13.5% |
1-093 |
ATR |
0-200 |
0-199 |
-0-001 |
-0.5% |
0-000 |
Volume |
506,316 |
515,583 |
9,267 |
1.8% |
2,461,558 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-283 |
113-192 |
112-152 |
|
R3 |
113-098 |
113-007 |
112-101 |
|
R2 |
112-233 |
112-233 |
112-084 |
|
R1 |
112-142 |
112-142 |
112-067 |
112-188 |
PP |
112-048 |
112-048 |
112-048 |
112-071 |
S1 |
111-277 |
111-277 |
112-033 |
112-002 |
S2 |
111-183 |
111-183 |
112-016 |
|
S3 |
110-318 |
111-092 |
111-319 |
|
S4 |
110-133 |
110-227 |
111-268 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-251 |
115-084 |
112-277 |
|
R3 |
114-158 |
113-311 |
112-164 |
|
R2 |
113-065 |
113-065 |
112-126 |
|
R1 |
112-218 |
112-218 |
112-088 |
112-302 |
PP |
111-292 |
111-292 |
111-292 |
112-014 |
S1 |
111-125 |
111-125 |
112-012 |
111-208 |
S2 |
110-199 |
110-199 |
111-294 |
|
S3 |
109-106 |
110-032 |
111-256 |
|
S4 |
108-013 |
108-259 |
111-143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-140 |
111-047 |
1-093 |
1.2% |
0-185 |
0.5% |
78% |
True |
False |
492,311 |
10 |
112-140 |
110-265 |
1-195 |
1.4% |
0-176 |
0.5% |
83% |
True |
False |
520,816 |
20 |
112-140 |
109-252 |
2-208 |
2.4% |
0-193 |
0.5% |
89% |
True |
False |
562,876 |
40 |
112-140 |
109-002 |
3-138 |
3.1% |
0-205 |
0.6% |
92% |
True |
False |
605,472 |
60 |
112-140 |
108-150 |
3-310 |
3.5% |
0-215 |
0.6% |
93% |
True |
False |
604,753 |
80 |
112-140 |
108-150 |
3-310 |
3.5% |
0-206 |
0.6% |
93% |
True |
False |
464,800 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-178 |
0.5% |
70% |
False |
False |
371,936 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-148 |
0.4% |
56% |
False |
False |
309,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-286 |
2.618 |
113-304 |
1.618 |
113-119 |
1.000 |
113-005 |
0.618 |
112-254 |
HIGH |
112-140 |
0.618 |
112-069 |
0.500 |
112-048 |
0.382 |
112-026 |
LOW |
111-275 |
0.618 |
111-161 |
1.000 |
111-090 |
1.618 |
110-296 |
2.618 |
110-111 |
4.250 |
109-129 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-049 |
112-031 |
PP |
112-048 |
112-012 |
S1 |
112-048 |
111-314 |
|