ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-295 |
113-170 |
0-195 |
0.5% |
112-132 |
High |
113-150 |
113-317 |
0-167 |
0.5% |
113-317 |
Low |
112-292 |
112-260 |
-0-032 |
-0.1% |
112-047 |
Close |
113-122 |
113-065 |
-0-057 |
-0.2% |
113-065 |
Range |
0-178 |
1-057 |
0-199 |
111.8% |
1-270 |
ATR |
0-174 |
0-189 |
0-014 |
8.3% |
0-000 |
Volume |
112,221 |
71,782 |
-40,439 |
-36.0% |
602,130 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-278 |
116-069 |
113-272 |
|
R3 |
115-221 |
115-012 |
113-169 |
|
R2 |
114-164 |
114-164 |
113-134 |
|
R1 |
113-275 |
113-275 |
113-100 |
113-191 |
PP |
113-107 |
113-107 |
113-107 |
113-066 |
S1 |
112-218 |
112-218 |
113-030 |
112-134 |
S2 |
112-050 |
112-050 |
112-316 |
|
S3 |
110-313 |
111-161 |
112-281 |
|
S4 |
109-256 |
110-104 |
112-178 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-206 |
117-246 |
114-070 |
|
R3 |
116-256 |
115-296 |
113-227 |
|
R2 |
114-306 |
114-306 |
113-173 |
|
R1 |
114-026 |
114-026 |
113-119 |
114-166 |
PP |
113-036 |
113-036 |
113-036 |
113-106 |
S1 |
112-076 |
112-076 |
113-011 |
112-216 |
S2 |
111-086 |
111-086 |
112-277 |
|
S3 |
109-136 |
110-126 |
112-223 |
|
S4 |
107-186 |
108-176 |
112-060 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-317 |
112-015 |
1-302 |
1.7% |
0-216 |
0.6% |
59% |
True |
False |
288,762 |
10 |
113-317 |
111-280 |
2-037 |
1.9% |
0-186 |
0.5% |
63% |
True |
False |
536,225 |
20 |
113-317 |
111-047 |
2-270 |
2.5% |
0-174 |
0.5% |
72% |
True |
False |
523,975 |
40 |
113-317 |
109-252 |
4-065 |
3.7% |
0-201 |
0.6% |
81% |
True |
False |
576,723 |
60 |
113-317 |
108-150 |
5-167 |
4.9% |
0-200 |
0.6% |
86% |
True |
False |
588,850 |
80 |
113-317 |
108-150 |
5-167 |
4.9% |
0-206 |
0.6% |
86% |
True |
False |
554,200 |
100 |
113-317 |
108-150 |
5-167 |
4.9% |
0-196 |
0.5% |
86% |
True |
False |
444,848 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-168 |
0.5% |
72% |
False |
False |
370,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-319 |
2.618 |
117-024 |
1.618 |
115-287 |
1.000 |
115-054 |
0.618 |
114-230 |
HIGH |
113-317 |
0.618 |
113-173 |
0.500 |
113-128 |
0.382 |
113-084 |
LOW |
112-260 |
0.618 |
112-027 |
1.000 |
111-203 |
1.618 |
110-290 |
2.618 |
109-233 |
4.250 |
107-258 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
113-128 |
113-128 |
PP |
113-107 |
113-107 |
S1 |
113-086 |
113-086 |
|