ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113-057 |
113-077 |
0-020 |
0.1% |
112-132 |
High |
113-157 |
113-240 |
0-083 |
0.2% |
113-317 |
Low |
112-295 |
113-057 |
0-082 |
0.2% |
112-047 |
Close |
113-055 |
113-092 |
0-037 |
0.1% |
113-065 |
Range |
0-182 |
0-183 |
0-001 |
0.5% |
1-270 |
ATR |
0-204 |
0-203 |
-0-001 |
-0.7% |
0-000 |
Volume |
48,754 |
26,889 |
-21,865 |
-44.8% |
602,130 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-039 |
114-248 |
113-193 |
|
R3 |
114-176 |
114-065 |
113-142 |
|
R2 |
113-313 |
113-313 |
113-126 |
|
R1 |
113-202 |
113-202 |
113-109 |
113-258 |
PP |
113-130 |
113-130 |
113-130 |
113-157 |
S1 |
113-019 |
113-019 |
113-075 |
113-074 |
S2 |
112-267 |
112-267 |
113-058 |
|
S3 |
112-084 |
112-156 |
113-042 |
|
S4 |
111-221 |
111-293 |
112-311 |
|
|
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% |
0-260 |
0.7% |
67% |
False |
False |
64,379 |
10 |
113-317 |
111-275 |
2-042 |
1.9% |
0-212 |
0.6% |
67% |
False |
False |
357,897 |
20 |
113-317 |
111-167 |
2-150 |
2.2% |
0-183 |
0.5% |
72% |
False |
False |
446,790 |
40 |
113-317 |
109-252 |
4-065 |
3.7% |
0-195 |
0.5% |
83% |
False |
False |
523,189 |
60 |
113-317 |
108-160 |
5-157 |
4.8% |
0-199 |
0.6% |
87% |
False |
False |
556,141 |
80 |
113-317 |
108-150 |
5-167 |
4.9% |
0-208 |
0.6% |
87% |
False |
False |
552,859 |
100 |
113-317 |
108-150 |
5-167 |
4.9% |
0-200 |
0.6% |
87% |
False |
False |
446,227 |
120 |
114-110 |
108-150 |
5-280 |
5.2% |
0-174 |
0.5% |
82% |
False |
False |
371,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-058 |
2.618 |
115-079 |
1.618 |
114-216 |
1.000 |
114-103 |
0.618 |
114-033 |
HIGH |
113-240 |
0.618 |
113-170 |
0.500 |
113-148 |
0.382 |
113-127 |
LOW |
113-057 |
0.618 |
112-264 |
1.000 |
112-194 |
1.618 |
112-081 |
2.618 |
111-218 |
4.250 |
110-239 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
113-148 |
113-040 |
PP |
113-130 |
112-309 |
S1 |
113-111 |
112-258 |
|