ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-110 |
112-025 |
-0-085 |
-0.2% |
112-065 |
High |
112-142 |
112-200 |
0-058 |
0.2% |
112-245 |
Low |
111-280 |
112-010 |
0-050 |
0.1% |
111-280 |
Close |
112-020 |
112-167 |
0-147 |
0.4% |
112-020 |
Range |
0-182 |
0-190 |
0-008 |
4.4% |
0-285 |
ATR |
0-183 |
0-184 |
0-000 |
0.3% |
0-000 |
Volume |
610,700 |
564,305 |
-46,395 |
-7.6% |
2,548,502 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-056 |
113-301 |
112-272 |
|
R3 |
113-186 |
113-111 |
112-219 |
|
R2 |
112-316 |
112-316 |
112-202 |
|
R1 |
112-241 |
112-241 |
112-184 |
112-278 |
PP |
112-126 |
112-126 |
112-126 |
112-144 |
S1 |
112-051 |
112-051 |
112-150 |
112-088 |
S2 |
111-256 |
111-256 |
112-132 |
|
S3 |
111-066 |
111-181 |
112-115 |
|
S4 |
110-196 |
110-311 |
112-062 |
|
|
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% |
0-162 |
0.5% |
73% |
False |
False |
530,956 |
10 |
112-245 |
111-120 |
1-125 |
1.2% |
0-162 |
0.5% |
82% |
False |
False |
499,940 |
20 |
112-245 |
110-145 |
2-100 |
2.1% |
0-172 |
0.5% |
89% |
False |
False |
524,592 |
40 |
112-245 |
109-252 |
2-313 |
2.6% |
0-200 |
0.6% |
92% |
False |
False |
597,712 |
60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-213 |
0.6% |
94% |
False |
False |
624,592 |
80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-205 |
0.6% |
94% |
False |
False |
503,224 |
100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-186 |
0.5% |
79% |
False |
False |
403,031 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-156 |
0.4% |
62% |
False |
False |
335,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-048 |
2.618 |
114-057 |
1.618 |
113-187 |
1.000 |
113-070 |
0.618 |
112-317 |
HIGH |
112-200 |
0.618 |
112-127 |
0.500 |
112-105 |
0.382 |
112-083 |
LOW |
112-010 |
0.618 |
111-213 |
1.000 |
111-140 |
1.618 |
111-023 |
2.618 |
110-153 |
4.250 |
109-162 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-146 |
112-146 |
PP |
112-126 |
112-124 |
S1 |
112-105 |
112-102 |
|