ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-310 |
112-065 |
0-075 |
0.2% |
111-215 |
High |
112-140 |
112-127 |
-0-013 |
0.0% |
112-140 |
Low |
111-275 |
112-020 |
0-065 |
0.2% |
111-047 |
Close |
112-050 |
112-112 |
0-062 |
0.2% |
112-050 |
Range |
0-185 |
0-107 |
-0-078 |
-42.2% |
1-093 |
ATR |
0-199 |
0-192 |
-0-007 |
-3.3% |
0-000 |
Volume |
515,583 |
458,025 |
-57,558 |
-11.2% |
2,461,558 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-087 |
113-047 |
112-171 |
|
R3 |
112-300 |
112-260 |
112-141 |
|
R2 |
112-193 |
112-193 |
112-132 |
|
R1 |
112-153 |
112-153 |
112-122 |
112-173 |
PP |
112-086 |
112-086 |
112-086 |
112-096 |
S1 |
112-046 |
112-046 |
112-102 |
112-066 |
S2 |
111-299 |
111-299 |
112-092 |
|
S3 |
111-192 |
111-259 |
112-083 |
|
S4 |
111-085 |
111-152 |
112-053 |
|
|
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 |
111-120 |
1-020 |
0.9% |
0-162 |
0.5% |
92% |
False |
False |
468,924 |
10 |
112-140 |
110-265 |
1-195 |
1.4% |
0-177 |
0.5% |
95% |
False |
False |
505,285 |
20 |
112-140 |
109-252 |
2-208 |
2.4% |
0-189 |
0.5% |
97% |
False |
False |
550,777 |
40 |
112-140 |
109-020 |
3-120 |
3.0% |
0-203 |
0.6% |
97% |
False |
False |
601,592 |
60 |
112-140 |
108-150 |
3-310 |
3.5% |
0-213 |
0.6% |
98% |
False |
False |
610,502 |
80 |
112-140 |
108-150 |
3-310 |
3.5% |
0-206 |
0.6% |
98% |
False |
False |
470,511 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-179 |
0.5% |
73% |
False |
False |
376,516 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-149 |
0.4% |
59% |
False |
False |
313,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-262 |
2.618 |
113-087 |
1.618 |
112-300 |
1.000 |
112-234 |
0.618 |
112-193 |
HIGH |
112-127 |
0.618 |
112-086 |
0.500 |
112-074 |
0.382 |
112-061 |
LOW |
112-020 |
0.618 |
111-274 |
1.000 |
111-233 |
1.618 |
111-167 |
2.618 |
111-060 |
4.250 |
110-205 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-099 |
112-072 |
PP |
112-086 |
112-033 |
S1 |
112-074 |
111-314 |
|