ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
112-165 |
112-197 |
0-032 |
0.1% |
112-065 |
| High |
112-210 |
112-197 |
-0-013 |
0.0% |
112-245 |
| Low |
112-042 |
112-075 |
0-033 |
0.1% |
111-280 |
| Close |
112-182 |
112-130 |
-0-052 |
-0.1% |
112-020 |
| Range |
0-168 |
0-122 |
-0-046 |
-27.4% |
0-285 |
| ATR |
0-178 |
0-174 |
-0-004 |
-2.3% |
0-000 |
| Volume |
943,382 |
1,053,888 |
110,506 |
11.7% |
2,548,502 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-180 |
113-117 |
112-197 |
|
| R3 |
113-058 |
112-315 |
112-164 |
|
| R2 |
112-256 |
112-256 |
112-152 |
|
| R1 |
112-193 |
112-193 |
112-141 |
112-164 |
| PP |
112-134 |
112-134 |
112-134 |
112-119 |
| S1 |
112-071 |
112-071 |
112-119 |
112-042 |
| S2 |
112-012 |
112-012 |
112-108 |
|
| S3 |
111-210 |
111-269 |
112-096 |
|
| S4 |
111-088 |
111-147 |
112-063 |
|
|
| 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 |
112-217 |
111-280 |
0-257 |
0.7% |
0-155 |
0.4% |
66% |
False |
False |
783,689 |
| 10 |
112-245 |
111-275 |
0-290 |
0.8% |
0-151 |
0.4% |
60% |
False |
False |
637,183 |
| 20 |
112-245 |
110-265 |
1-300 |
1.7% |
0-162 |
0.4% |
81% |
False |
False |
587,455 |
| 40 |
112-245 |
109-252 |
2-313 |
2.6% |
0-197 |
0.5% |
88% |
False |
False |
617,812 |
| 60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-207 |
0.6% |
92% |
False |
False |
634,308 |
| 80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-205 |
0.6% |
92% |
False |
False |
537,071 |
| 100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-189 |
0.5% |
76% |
False |
False |
430,465 |
| 120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-159 |
0.4% |
60% |
False |
False |
358,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-076 |
|
2.618 |
113-196 |
|
1.618 |
113-074 |
|
1.000 |
112-319 |
|
0.618 |
112-272 |
|
HIGH |
112-197 |
|
0.618 |
112-150 |
|
0.500 |
112-136 |
|
0.382 |
112-122 |
|
LOW |
112-075 |
|
0.618 |
112-000 |
|
1.000 |
111-273 |
|
1.618 |
111-198 |
|
2.618 |
111-076 |
|
4.250 |
110-196 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-136 |
112-130 |
| PP |
112-134 |
112-130 |
| S1 |
112-132 |
112-130 |
|