ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
112-127 |
112-182 |
0-055 |
0.2% |
111-215 |
| High |
112-235 |
112-245 |
0-010 |
0.0% |
112-140 |
| Low |
112-062 |
112-080 |
0-018 |
0.1% |
111-047 |
| Close |
112-197 |
112-107 |
-0-090 |
-0.2% |
112-050 |
| Range |
0-173 |
0-165 |
-0-008 |
-4.6% |
1-093 |
| ATR |
0-185 |
0-184 |
-0-001 |
-0.8% |
0-000 |
| Volume |
593,789 |
528,030 |
-65,759 |
-11.1% |
2,461,558 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-319 |
113-218 |
112-198 |
|
| R3 |
113-154 |
113-053 |
112-152 |
|
| R2 |
112-309 |
112-309 |
112-137 |
|
| R1 |
112-208 |
112-208 |
112-122 |
112-176 |
| PP |
112-144 |
112-144 |
112-144 |
112-128 |
| S1 |
112-043 |
112-043 |
112-092 |
112-011 |
| S2 |
111-299 |
111-299 |
112-077 |
|
| S3 |
111-134 |
111-198 |
112-062 |
|
| S4 |
110-289 |
111-033 |
112-016 |
|
|
| 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 |
112-245 |
111-275 |
0-290 |
0.8% |
0-146 |
0.4% |
52% |
True |
False |
490,677 |
| 10 |
112-245 |
111-047 |
1-198 |
1.4% |
0-162 |
0.4% |
73% |
True |
False |
511,724 |
| 20 |
112-245 |
110-122 |
2-123 |
2.1% |
0-176 |
0.5% |
82% |
True |
False |
539,756 |
| 40 |
112-245 |
109-187 |
3-058 |
2.8% |
0-201 |
0.6% |
86% |
True |
False |
599,092 |
| 60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-213 |
0.6% |
90% |
True |
False |
625,495 |
| 80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-207 |
0.6% |
90% |
True |
False |
488,702 |
| 100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-183 |
0.5% |
75% |
False |
False |
391,292 |
| 120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-153 |
0.4% |
59% |
False |
False |
326,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-306 |
|
2.618 |
114-037 |
|
1.618 |
113-192 |
|
1.000 |
113-090 |
|
0.618 |
113-027 |
|
HIGH |
112-245 |
|
0.618 |
112-182 |
|
0.500 |
112-162 |
|
0.382 |
112-143 |
|
LOW |
112-080 |
|
0.618 |
111-298 |
|
1.000 |
111-235 |
|
1.618 |
111-133 |
|
2.618 |
110-288 |
|
4.250 |
110-019 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-162 |
112-154 |
| PP |
112-144 |
112-138 |
| S1 |
112-126 |
112-122 |
|