ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-105 |
112-127 |
0-022 |
0.1% |
111-215 |
High |
112-187 |
112-235 |
0-048 |
0.1% |
112-140 |
Low |
112-085 |
112-062 |
-0-023 |
-0.1% |
111-047 |
Close |
112-105 |
112-197 |
0-092 |
0.3% |
112-050 |
Range |
0-102 |
0-173 |
0-071 |
69.6% |
1-093 |
ATR |
0-186 |
0-185 |
-0-001 |
-0.5% |
0-000 |
Volume |
357,958 |
593,789 |
235,831 |
65.9% |
2,461,558 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-044 |
113-293 |
112-292 |
|
R3 |
113-191 |
113-120 |
112-245 |
|
R2 |
113-018 |
113-018 |
112-229 |
|
R1 |
112-267 |
112-267 |
112-213 |
112-302 |
PP |
112-165 |
112-165 |
112-165 |
112-182 |
S1 |
112-094 |
112-094 |
112-181 |
112-130 |
S2 |
111-312 |
111-312 |
112-165 |
|
S3 |
111-139 |
111-241 |
112-149 |
|
S4 |
110-286 |
111-068 |
112-102 |
|
|
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 |
112-235 |
111-167 |
1-068 |
1.1% |
0-146 |
0.4% |
90% |
True |
False |
486,334 |
10 |
112-235 |
111-025 |
1-210 |
1.5% |
0-173 |
0.5% |
93% |
True |
False |
508,538 |
20 |
112-235 |
109-317 |
2-238 |
2.4% |
0-183 |
0.5% |
96% |
True |
False |
545,267 |
40 |
112-235 |
109-020 |
3-215 |
3.3% |
0-202 |
0.6% |
97% |
True |
False |
600,544 |
60 |
112-235 |
108-150 |
4-085 |
3.8% |
0-214 |
0.6% |
97% |
True |
False |
622,358 |
80 |
112-235 |
108-150 |
4-085 |
3.8% |
0-207 |
0.6% |
97% |
True |
False |
482,281 |
100 |
113-240 |
108-150 |
5-090 |
4.7% |
0-182 |
0.5% |
79% |
False |
False |
386,012 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-151 |
0.4% |
63% |
False |
False |
321,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-010 |
2.618 |
114-048 |
1.618 |
113-195 |
1.000 |
113-088 |
0.618 |
113-022 |
HIGH |
112-235 |
0.618 |
112-169 |
0.500 |
112-148 |
0.382 |
112-128 |
LOW |
112-062 |
0.618 |
111-275 |
1.000 |
111-209 |
1.618 |
111-102 |
2.618 |
110-249 |
4.250 |
109-287 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-181 |
112-174 |
PP |
112-165 |
112-151 |
S1 |
112-148 |
112-128 |
|