ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
112-197 |
112-140 |
-0-057 |
-0.2% |
112-025 |
| High |
112-197 |
112-187 |
-0-010 |
0.0% |
112-217 |
| Low |
112-075 |
112-015 |
-0-060 |
-0.2% |
112-010 |
| Close |
112-130 |
112-145 |
0-015 |
0.0% |
112-145 |
| Range |
0-122 |
0-172 |
0-050 |
41.0% |
0-207 |
| ATR |
0-174 |
0-174 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,053,888 |
841,680 |
-212,208 |
-20.1% |
4,149,426 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-312 |
113-240 |
112-240 |
|
| R3 |
113-140 |
113-068 |
112-192 |
|
| R2 |
112-288 |
112-288 |
112-177 |
|
| R1 |
112-216 |
112-216 |
112-161 |
112-252 |
| PP |
112-116 |
112-116 |
112-116 |
112-134 |
| S1 |
112-044 |
112-044 |
112-129 |
112-080 |
| S2 |
111-264 |
111-264 |
112-113 |
|
| S3 |
111-092 |
111-192 |
112-098 |
|
| S4 |
110-240 |
111-020 |
112-050 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-105 |
114-012 |
112-259 |
|
| R3 |
113-218 |
113-125 |
112-202 |
|
| R2 |
113-011 |
113-011 |
112-183 |
|
| R1 |
112-238 |
112-238 |
112-164 |
112-284 |
| PP |
112-124 |
112-124 |
112-124 |
112-147 |
| S1 |
112-031 |
112-031 |
112-126 |
112-078 |
| S2 |
111-237 |
111-237 |
112-107 |
|
| S3 |
111-030 |
111-144 |
112-088 |
|
| S4 |
110-143 |
110-257 |
112-031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-217 |
112-010 |
0-207 |
0.6% |
0-153 |
0.4% |
65% |
False |
False |
829,885 |
| 10 |
112-245 |
111-280 |
0-285 |
0.8% |
0-150 |
0.4% |
65% |
False |
False |
669,792 |
| 20 |
112-245 |
110-265 |
1-300 |
1.7% |
0-163 |
0.5% |
84% |
False |
False |
595,304 |
| 40 |
112-245 |
109-252 |
2-313 |
2.6% |
0-198 |
0.5% |
90% |
False |
False |
622,074 |
| 60 |
112-245 |
108-150 |
4-095 |
3.8% |
0-207 |
0.6% |
93% |
False |
False |
634,479 |
| 80 |
112-245 |
108-150 |
4-095 |
3.8% |
0-204 |
0.6% |
93% |
False |
False |
547,441 |
| 100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-189 |
0.5% |
77% |
False |
False |
438,828 |
| 120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-161 |
0.4% |
61% |
False |
False |
365,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-278 |
|
2.618 |
113-317 |
|
1.618 |
113-145 |
|
1.000 |
113-039 |
|
0.618 |
112-293 |
|
HIGH |
112-187 |
|
0.618 |
112-121 |
|
0.500 |
112-101 |
|
0.382 |
112-081 |
|
LOW |
112-015 |
|
0.618 |
111-229 |
|
1.000 |
111-163 |
|
1.618 |
111-057 |
|
2.618 |
110-205 |
|
4.250 |
109-244 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-130 |
112-134 |
| PP |
112-116 |
112-123 |
| S1 |
112-101 |
112-112 |
|