ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-065 |
112-105 |
0-040 |
0.1% |
111-215 |
High |
112-127 |
112-187 |
0-060 |
0.2% |
112-140 |
Low |
112-020 |
112-085 |
0-065 |
0.2% |
111-047 |
Close |
112-112 |
112-105 |
-0-007 |
0.0% |
112-050 |
Range |
0-107 |
0-102 |
-0-005 |
-4.7% |
1-093 |
ATR |
0-192 |
0-186 |
-0-006 |
-3.4% |
0-000 |
Volume |
458,025 |
357,958 |
-100,067 |
-21.8% |
2,461,558 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-112 |
113-050 |
112-161 |
|
R3 |
113-010 |
112-268 |
112-133 |
|
R2 |
112-228 |
112-228 |
112-124 |
|
R1 |
112-166 |
112-166 |
112-114 |
112-156 |
PP |
112-126 |
112-126 |
112-126 |
112-120 |
S1 |
112-064 |
112-064 |
112-096 |
112-054 |
S2 |
112-024 |
112-024 |
112-086 |
|
S3 |
111-242 |
111-282 |
112-077 |
|
S4 |
111-140 |
111-180 |
112-049 |
|
|
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 |
112-187 |
111-167 |
1-020 |
0.9% |
0-145 |
0.4% |
76% |
True |
False |
462,769 |
10 |
112-187 |
110-265 |
1-242 |
1.6% |
0-176 |
0.5% |
85% |
True |
False |
497,261 |
20 |
112-187 |
109-252 |
2-255 |
2.5% |
0-181 |
0.5% |
91% |
True |
False |
543,610 |
40 |
112-187 |
109-020 |
3-167 |
3.1% |
0-203 |
0.6% |
93% |
True |
False |
597,463 |
60 |
112-187 |
108-150 |
4-037 |
3.7% |
0-214 |
0.6% |
94% |
True |
False |
614,585 |
80 |
112-187 |
108-150 |
4-037 |
3.7% |
0-206 |
0.6% |
94% |
True |
False |
474,892 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-180 |
0.5% |
73% |
False |
False |
380,095 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-150 |
0.4% |
59% |
False |
False |
316,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-300 |
2.618 |
113-134 |
1.618 |
113-032 |
1.000 |
112-289 |
0.618 |
112-250 |
HIGH |
112-187 |
0.618 |
112-148 |
0.500 |
112-136 |
0.382 |
112-124 |
LOW |
112-085 |
0.618 |
112-022 |
1.000 |
111-303 |
1.618 |
111-240 |
2.618 |
111-138 |
4.250 |
110-292 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-136 |
112-094 |
PP |
112-126 |
112-082 |
S1 |
112-115 |
112-071 |
|