ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-172 |
112-165 |
-0-007 |
0.0% |
112-065 |
High |
112-217 |
112-210 |
-0-007 |
0.0% |
112-245 |
Low |
112-102 |
112-042 |
-0-060 |
-0.2% |
111-280 |
Close |
112-155 |
112-182 |
0-027 |
0.1% |
112-020 |
Range |
0-115 |
0-168 |
0-053 |
46.1% |
0-285 |
ATR |
0-179 |
0-178 |
-0-001 |
-0.4% |
0-000 |
Volume |
746,171 |
943,382 |
197,211 |
26.4% |
2,548,502 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-009 |
113-263 |
112-274 |
|
R3 |
113-161 |
113-095 |
112-228 |
|
R2 |
112-313 |
112-313 |
112-213 |
|
R1 |
112-247 |
112-247 |
112-197 |
112-280 |
PP |
112-145 |
112-145 |
112-145 |
112-161 |
S1 |
112-079 |
112-079 |
112-167 |
112-112 |
S2 |
111-297 |
111-297 |
112-151 |
|
S3 |
111-129 |
111-231 |
112-136 |
|
S4 |
110-281 |
111-063 |
112-090 |
|
|
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% |
0-164 |
0.5% |
78% |
False |
False |
678,517 |
10 |
112-245 |
111-167 |
1-078 |
1.1% |
0-155 |
0.4% |
84% |
False |
False |
582,425 |
20 |
112-245 |
110-250 |
1-315 |
1.8% |
0-168 |
0.5% |
90% |
False |
False |
563,362 |
40 |
112-245 |
109-252 |
2-313 |
2.6% |
0-198 |
0.6% |
93% |
False |
False |
611,965 |
60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-208 |
0.6% |
95% |
False |
False |
630,414 |
80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-205 |
0.6% |
95% |
False |
False |
524,049 |
100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-187 |
0.5% |
80% |
False |
False |
419,926 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-158 |
0.4% |
63% |
False |
False |
349,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-284 |
2.618 |
114-010 |
1.618 |
113-162 |
1.000 |
113-058 |
0.618 |
112-314 |
HIGH |
112-210 |
0.618 |
112-146 |
0.500 |
112-126 |
0.382 |
112-106 |
LOW |
112-042 |
0.618 |
111-258 |
1.000 |
111-194 |
1.618 |
111-090 |
2.618 |
110-242 |
4.250 |
109-288 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-163 |
112-159 |
PP |
112-145 |
112-136 |
S1 |
112-126 |
112-114 |
|