ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-182 |
112-110 |
-0-072 |
-0.2% |
112-065 |
High |
112-245 |
112-142 |
-0-103 |
-0.3% |
112-245 |
Low |
112-080 |
111-280 |
-0-120 |
-0.3% |
111-280 |
Close |
112-107 |
112-020 |
-0-087 |
-0.2% |
112-020 |
Range |
0-165 |
0-182 |
0-017 |
10.3% |
0-285 |
ATR |
0-184 |
0-183 |
0-000 |
-0.1% |
0-000 |
Volume |
528,030 |
610,700 |
82,670 |
15.7% |
2,548,502 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-267 |
113-165 |
112-120 |
|
R3 |
113-085 |
112-303 |
112-070 |
|
R2 |
112-223 |
112-223 |
112-053 |
|
R1 |
112-121 |
112-121 |
112-037 |
112-081 |
PP |
112-041 |
112-041 |
112-041 |
112-020 |
S1 |
111-259 |
111-259 |
112-003 |
111-219 |
S2 |
111-179 |
111-179 |
111-307 |
|
S3 |
110-317 |
111-077 |
111-290 |
|
S4 |
110-135 |
110-215 |
111-240 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-290 |
114-120 |
112-177 |
|
R3 |
114-005 |
113-155 |
112-098 |
|
R2 |
113-040 |
113-040 |
112-072 |
|
R1 |
112-190 |
112-190 |
112-046 |
112-132 |
PP |
112-075 |
112-075 |
112-075 |
112-046 |
S1 |
111-225 |
111-225 |
111-314 |
111-168 |
S2 |
111-110 |
111-110 |
111-288 |
|
S3 |
110-145 |
110-260 |
111-262 |
|
S4 |
109-180 |
109-295 |
111-183 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
112-245 |
111-280 |
0-285 |
0.8% |
0-146 |
0.4% |
21% |
False |
True |
509,700 |
10 |
112-245 |
111-047 |
1-198 |
1.4% |
0-165 |
0.5% |
57% |
False |
False |
501,006 |
20 |
112-245 |
110-130 |
2-115 |
2.1% |
0-174 |
0.5% |
70% |
False |
False |
531,508 |
40 |
112-245 |
109-252 |
2-313 |
2.7% |
0-199 |
0.6% |
76% |
False |
False |
599,828 |
60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-211 |
0.6% |
84% |
False |
False |
627,018 |
80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-207 |
0.6% |
84% |
False |
False |
496,208 |
100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-185 |
0.5% |
70% |
False |
False |
397,387 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-154 |
0.4% |
55% |
False |
False |
331,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-276 |
2.618 |
113-298 |
1.618 |
113-116 |
1.000 |
113-004 |
0.618 |
112-254 |
HIGH |
112-142 |
0.618 |
112-072 |
0.500 |
112-051 |
0.382 |
112-030 |
LOW |
111-280 |
0.618 |
111-168 |
1.000 |
111-098 |
1.618 |
110-306 |
2.618 |
110-124 |
4.250 |
109-146 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-051 |
112-102 |
PP |
112-041 |
112-075 |
S1 |
112-030 |
112-048 |
|