ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-140 |
112-132 |
-0-008 |
0.0% |
112-025 |
High |
112-187 |
112-297 |
0-110 |
0.3% |
112-217 |
Low |
112-015 |
112-047 |
0-032 |
0.1% |
112-010 |
Close |
112-145 |
112-285 |
0-140 |
0.4% |
112-145 |
Range |
0-172 |
0-250 |
0-078 |
45.3% |
0-207 |
ATR |
0-174 |
0-179 |
0-005 |
3.1% |
0-000 |
Volume |
841,680 |
231,101 |
-610,579 |
-72.5% |
4,149,426 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-000 |
114-232 |
113-102 |
|
R3 |
114-070 |
113-302 |
113-034 |
|
R2 |
113-140 |
113-140 |
113-011 |
|
R1 |
113-052 |
113-052 |
112-308 |
113-096 |
PP |
112-210 |
112-210 |
112-210 |
112-232 |
S1 |
112-122 |
112-122 |
112-262 |
112-166 |
S2 |
111-280 |
111-280 |
112-239 |
|
S3 |
111-030 |
111-192 |
112-216 |
|
S4 |
110-100 |
110-262 |
112-148 |
|
|
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 |
112-297 |
112-015 |
0-282 |
0.8% |
0-165 |
0.5% |
96% |
True |
False |
763,244 |
10 |
112-297 |
111-280 |
1-017 |
0.9% |
0-164 |
0.5% |
96% |
True |
False |
647,100 |
20 |
112-297 |
110-265 |
2-032 |
1.9% |
0-170 |
0.5% |
98% |
True |
False |
576,192 |
40 |
112-297 |
109-252 |
3-045 |
2.8% |
0-197 |
0.5% |
99% |
True |
False |
612,401 |
60 |
112-297 |
108-150 |
4-147 |
4.0% |
0-205 |
0.6% |
99% |
True |
False |
624,782 |
80 |
112-297 |
108-150 |
4-147 |
4.0% |
0-206 |
0.6% |
99% |
True |
False |
550,143 |
100 |
113-200 |
108-150 |
5-050 |
4.6% |
0-191 |
0.5% |
86% |
False |
False |
441,139 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-163 |
0.5% |
68% |
False |
False |
367,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-080 |
2.618 |
114-312 |
1.618 |
114-062 |
1.000 |
113-227 |
0.618 |
113-132 |
HIGH |
112-297 |
0.618 |
112-202 |
0.500 |
112-172 |
0.382 |
112-142 |
LOW |
112-047 |
0.618 |
111-212 |
1.000 |
111-117 |
1.618 |
110-282 |
2.618 |
110-032 |
4.250 |
108-264 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-247 |
112-242 |
PP |
112-210 |
112-199 |
S1 |
112-172 |
112-156 |
|