ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
112-132 |
112-265 |
0-133 |
0.4% |
112-025 |
| High |
112-297 |
113-047 |
0-070 |
0.2% |
112-217 |
| Low |
112-047 |
112-262 |
0-215 |
0.6% |
112-010 |
| Close |
112-285 |
113-042 |
0-077 |
0.2% |
112-145 |
| Range |
0-250 |
0-105 |
-0-145 |
-58.0% |
0-207 |
| ATR |
0-179 |
0-174 |
-0-005 |
-3.0% |
0-000 |
| Volume |
231,101 |
187,026 |
-44,075 |
-19.1% |
4,149,426 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-005 |
113-289 |
113-100 |
|
| R3 |
113-220 |
113-184 |
113-071 |
|
| R2 |
113-115 |
113-115 |
113-061 |
|
| R1 |
113-079 |
113-079 |
113-052 |
113-097 |
| PP |
113-010 |
113-010 |
113-010 |
113-020 |
| S1 |
112-294 |
112-294 |
113-032 |
112-312 |
| S2 |
112-225 |
112-225 |
113-023 |
|
| S3 |
112-120 |
112-189 |
113-013 |
|
| S4 |
112-015 |
112-084 |
112-304 |
|
|
| 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 |
113-047 |
112-015 |
1-032 |
1.0% |
0-163 |
0.5% |
99% |
True |
False |
651,415 |
| 10 |
113-047 |
111-280 |
1-087 |
1.1% |
0-164 |
0.5% |
99% |
True |
False |
630,007 |
| 20 |
113-047 |
110-265 |
2-102 |
2.0% |
0-170 |
0.5% |
99% |
True |
False |
563,634 |
| 40 |
113-047 |
109-252 |
3-115 |
3.0% |
0-197 |
0.5% |
100% |
True |
False |
600,495 |
| 60 |
113-047 |
108-150 |
4-217 |
4.1% |
0-199 |
0.6% |
100% |
True |
False |
614,547 |
| 80 |
113-047 |
108-150 |
4-217 |
4.1% |
0-206 |
0.6% |
100% |
True |
False |
552,280 |
| 100 |
113-047 |
108-150 |
4-217 |
4.1% |
0-191 |
0.5% |
100% |
True |
False |
443,009 |
| 120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-164 |
0.5% |
71% |
False |
False |
369,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-173 |
|
2.618 |
114-002 |
|
1.618 |
113-217 |
|
1.000 |
113-152 |
|
0.618 |
113-112 |
|
HIGH |
113-047 |
|
0.618 |
113-007 |
|
0.500 |
112-314 |
|
0.382 |
112-302 |
|
LOW |
112-262 |
|
0.618 |
112-197 |
|
1.000 |
112-157 |
|
1.618 |
112-092 |
|
2.618 |
111-307 |
|
4.250 |
111-136 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-026 |
112-305 |
| PP |
113-010 |
112-248 |
| S1 |
112-314 |
112-191 |
|