ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113-170 |
112-230 |
-0-260 |
-0.7% |
112-132 |
High |
113-317 |
113-015 |
-0-302 |
-0.8% |
113-317 |
Low |
112-260 |
111-275 |
-0-305 |
-0.8% |
112-047 |
Close |
113-065 |
112-315 |
-0-070 |
-0.2% |
113-065 |
Range |
1-057 |
1-060 |
0-003 |
0.8% |
1-270 |
ATR |
0-189 |
0-206 |
0-017 |
9.1% |
0-000 |
Volume |
71,782 |
62,250 |
-9,532 |
-13.3% |
602,130 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-062 |
115-248 |
113-204 |
|
R3 |
115-002 |
114-188 |
113-100 |
|
R2 |
113-262 |
113-262 |
113-065 |
|
R1 |
113-128 |
113-128 |
113-030 |
113-195 |
PP |
112-202 |
112-202 |
112-202 |
112-235 |
S1 |
112-068 |
112-068 |
112-280 |
112-135 |
S2 |
111-142 |
111-142 |
112-245 |
|
S3 |
110-082 |
111-008 |
112-210 |
|
S4 |
109-022 |
109-268 |
112-106 |
|
|
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 |
111-275 |
2-042 |
1.9% |
0-258 |
0.7% |
53% |
False |
True |
132,876 |
10 |
113-317 |
111-275 |
2-042 |
1.9% |
0-206 |
0.6% |
53% |
False |
True |
481,380 |
20 |
113-317 |
111-047 |
2-270 |
2.5% |
0-186 |
0.5% |
65% |
False |
False |
491,193 |
40 |
113-317 |
109-252 |
4-065 |
3.7% |
0-202 |
0.6% |
76% |
False |
False |
561,813 |
60 |
113-317 |
108-150 |
5-167 |
4.9% |
0-200 |
0.6% |
82% |
False |
False |
577,941 |
80 |
113-317 |
108-150 |
5-167 |
4.9% |
0-208 |
0.6% |
82% |
False |
False |
554,545 |
100 |
113-317 |
108-150 |
5-167 |
4.9% |
0-199 |
0.6% |
82% |
False |
False |
445,470 |
120 |
115-000 |
108-150 |
6-170 |
5.8% |
0-171 |
0.5% |
69% |
False |
False |
371,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-030 |
2.618 |
116-050 |
1.618 |
114-310 |
1.000 |
114-075 |
0.618 |
113-250 |
HIGH |
113-015 |
0.618 |
112-190 |
0.500 |
112-145 |
0.382 |
112-100 |
LOW |
111-275 |
0.618 |
111-040 |
1.000 |
110-215 |
1.618 |
109-300 |
2.618 |
108-240 |
4.250 |
106-260 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-258 |
112-309 |
PP |
112-202 |
112-302 |
S1 |
112-145 |
112-296 |
|