ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-230 |
113-057 |
0-147 |
0.4% |
112-132 |
High |
113-015 |
113-157 |
0-142 |
0.4% |
113-317 |
Low |
111-275 |
112-295 |
1-020 |
0.9% |
112-047 |
Close |
112-315 |
113-055 |
0-060 |
0.2% |
113-065 |
Range |
1-060 |
0-182 |
-0-198 |
-52.1% |
1-270 |
ATR |
0-206 |
0-204 |
-0-002 |
-0.8% |
0-000 |
Volume |
62,250 |
48,754 |
-13,496 |
-21.7% |
602,130 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-288 |
114-194 |
113-155 |
|
R3 |
114-106 |
114-012 |
113-105 |
|
R2 |
113-244 |
113-244 |
113-088 |
|
R1 |
113-150 |
113-150 |
113-072 |
113-106 |
PP |
113-062 |
113-062 |
113-062 |
113-040 |
S1 |
112-288 |
112-288 |
113-038 |
112-244 |
S2 |
112-200 |
112-200 |
113-022 |
|
S3 |
112-018 |
112-106 |
113-005 |
|
S4 |
111-156 |
111-244 |
112-275 |
|
|
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% |
0-244 |
0.7% |
62% |
False |
False |
96,406 |
10 |
113-317 |
111-275 |
2-042 |
1.9% |
0-205 |
0.6% |
62% |
False |
False |
429,825 |
20 |
113-317 |
111-120 |
2-197 |
2.3% |
0-184 |
0.5% |
69% |
False |
False |
464,882 |
40 |
113-317 |
109-252 |
4-065 |
3.7% |
0-197 |
0.5% |
81% |
False |
False |
540,981 |
60 |
113-317 |
108-157 |
5-160 |
4.9% |
0-198 |
0.5% |
85% |
False |
False |
567,291 |
80 |
113-317 |
108-150 |
5-167 |
4.9% |
0-208 |
0.6% |
85% |
False |
False |
553,533 |
100 |
113-317 |
108-150 |
5-167 |
4.9% |
0-199 |
0.5% |
85% |
False |
False |
445,958 |
120 |
114-110 |
108-150 |
5-280 |
5.2% |
0-173 |
0.5% |
80% |
False |
False |
371,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-290 |
2.618 |
114-313 |
1.618 |
114-131 |
1.000 |
114-019 |
0.618 |
113-269 |
HIGH |
113-157 |
0.618 |
113-087 |
0.500 |
113-066 |
0.382 |
113-045 |
LOW |
112-295 |
0.618 |
112-183 |
1.000 |
112-113 |
1.618 |
112-001 |
2.618 |
111-139 |
4.250 |
110-162 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
113-066 |
113-029 |
PP |
113-062 |
113-002 |
S1 |
113-059 |
112-296 |
|