ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-265 |
112-295 |
0-030 |
0.1% |
112-025 |
High |
113-047 |
113-150 |
0-103 |
0.3% |
112-217 |
Low |
112-262 |
112-292 |
0-030 |
0.1% |
112-010 |
Close |
113-042 |
113-122 |
0-080 |
0.2% |
112-145 |
Range |
0-105 |
0-178 |
0-073 |
69.5% |
0-207 |
ATR |
0-174 |
0-174 |
0-000 |
0.2% |
0-000 |
Volume |
187,026 |
112,221 |
-74,805 |
-40.0% |
4,149,426 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-295 |
114-227 |
113-220 |
|
R3 |
114-117 |
114-049 |
113-171 |
|
R2 |
113-259 |
113-259 |
113-155 |
|
R1 |
113-191 |
113-191 |
113-138 |
113-225 |
PP |
113-081 |
113-081 |
113-081 |
113-098 |
S1 |
113-013 |
113-013 |
113-106 |
113-047 |
S2 |
112-223 |
112-223 |
113-089 |
|
S3 |
112-045 |
112-155 |
113-073 |
|
S4 |
111-187 |
111-297 |
113-024 |
|
|
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 |
113-150 |
112-015 |
1-135 |
1.3% |
0-165 |
0.5% |
94% |
True |
False |
485,183 |
10 |
113-150 |
111-280 |
1-190 |
1.4% |
0-165 |
0.5% |
95% |
True |
False |
581,850 |
20 |
113-150 |
111-025 |
2-125 |
2.1% |
0-169 |
0.5% |
96% |
True |
False |
545,194 |
40 |
113-150 |
109-252 |
3-218 |
3.2% |
0-195 |
0.5% |
98% |
True |
False |
588,726 |
60 |
113-150 |
108-150 |
5-000 |
4.4% |
0-198 |
0.5% |
98% |
True |
False |
600,253 |
80 |
113-150 |
108-150 |
5-000 |
4.4% |
0-205 |
0.6% |
98% |
True |
False |
553,488 |
100 |
113-150 |
108-150 |
5-000 |
4.4% |
0-192 |
0.5% |
98% |
True |
False |
444,130 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-165 |
0.5% |
75% |
False |
False |
370,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-266 |
2.618 |
114-296 |
1.618 |
114-118 |
1.000 |
114-008 |
0.618 |
113-260 |
HIGH |
113-150 |
0.618 |
113-082 |
0.500 |
113-061 |
0.382 |
113-040 |
LOW |
112-292 |
0.618 |
112-182 |
1.000 |
112-114 |
1.618 |
112-004 |
2.618 |
111-146 |
4.250 |
110-176 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
113-102 |
113-061 |
PP |
113-081 |
113-000 |
S1 |
113-061 |
112-258 |
|