ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-025 |
112-172 |
0-147 |
0.4% |
112-065 |
High |
112-200 |
112-217 |
0-017 |
0.0% |
112-245 |
Low |
112-010 |
112-102 |
0-092 |
0.3% |
111-280 |
Close |
112-167 |
112-155 |
-0-012 |
0.0% |
112-020 |
Range |
0-190 |
0-115 |
-0-075 |
-39.5% |
0-285 |
ATR |
0-184 |
0-179 |
-0-005 |
-2.7% |
0-000 |
Volume |
564,305 |
746,171 |
181,866 |
32.2% |
2,548,502 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-183 |
113-124 |
112-218 |
|
R3 |
113-068 |
113-009 |
112-187 |
|
R2 |
112-273 |
112-273 |
112-176 |
|
R1 |
112-214 |
112-214 |
112-166 |
112-186 |
PP |
112-158 |
112-158 |
112-158 |
112-144 |
S1 |
112-099 |
112-099 |
112-144 |
112-071 |
S2 |
112-043 |
112-043 |
112-134 |
|
S3 |
111-248 |
111-304 |
112-123 |
|
S4 |
111-133 |
111-189 |
112-092 |
|
|
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% |
0-165 |
0.5% |
68% |
False |
False |
608,599 |
10 |
112-245 |
111-167 |
1-078 |
1.1% |
0-155 |
0.4% |
77% |
False |
False |
535,684 |
20 |
112-245 |
110-145 |
2-100 |
2.1% |
0-168 |
0.5% |
88% |
False |
False |
541,600 |
40 |
112-245 |
109-252 |
2-313 |
2.6% |
0-199 |
0.6% |
91% |
False |
False |
601,399 |
60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-210 |
0.6% |
93% |
False |
False |
627,348 |
80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-205 |
0.6% |
93% |
False |
False |
512,403 |
100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-186 |
0.5% |
78% |
False |
False |
410,492 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-157 |
0.4% |
61% |
False |
False |
342,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-066 |
2.618 |
113-198 |
1.618 |
113-083 |
1.000 |
113-012 |
0.618 |
112-288 |
HIGH |
112-217 |
0.618 |
112-173 |
0.500 |
112-160 |
0.382 |
112-146 |
LOW |
112-102 |
0.618 |
112-031 |
1.000 |
111-307 |
1.618 |
111-236 |
2.618 |
111-121 |
4.250 |
110-253 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-160 |
112-133 |
PP |
112-158 |
112-111 |
S1 |
112-156 |
112-088 |
|