ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113-077 |
113-052 |
-0-025 |
-0.1% |
112-230 |
High |
113-240 |
113-125 |
-0-115 |
-0.3% |
113-240 |
Low |
113-057 |
112-260 |
-0-117 |
-0.3% |
111-275 |
Close |
113-092 |
113-002 |
-0-090 |
-0.2% |
113-002 |
Range |
0-183 |
0-185 |
0-002 |
1.1% |
1-285 |
ATR |
0-203 |
0-202 |
-0-001 |
-0.6% |
0-000 |
Volume |
26,889 |
16,164 |
-10,725 |
-39.9% |
154,057 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-257 |
114-155 |
113-104 |
|
R3 |
114-072 |
113-290 |
113-053 |
|
R2 |
113-207 |
113-207 |
113-036 |
|
R1 |
113-105 |
113-105 |
113-019 |
113-064 |
PP |
113-022 |
113-022 |
113-022 |
113-002 |
S1 |
112-240 |
112-240 |
112-305 |
112-198 |
S2 |
112-157 |
112-157 |
112-288 |
|
S3 |
111-292 |
112-055 |
112-271 |
|
S4 |
111-107 |
111-190 |
112-220 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-174 |
117-213 |
114-015 |
|
R3 |
116-209 |
115-248 |
113-168 |
|
R2 |
114-244 |
114-244 |
113-113 |
|
R1 |
113-283 |
113-283 |
113-057 |
114-104 |
PP |
112-279 |
112-279 |
112-279 |
113-029 |
S1 |
111-318 |
111-318 |
112-267 |
112-138 |
S2 |
110-314 |
110-314 |
112-211 |
|
S3 |
109-029 |
110-033 |
112-156 |
|
S4 |
107-064 |
108-068 |
111-309 |
|
|
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% |
0-261 |
0.7% |
54% |
False |
False |
45,167 |
10 |
113-317 |
111-275 |
2-042 |
1.9% |
0-213 |
0.6% |
54% |
False |
False |
265,175 |
20 |
113-317 |
111-167 |
2-150 |
2.2% |
0-184 |
0.5% |
60% |
False |
False |
423,800 |
40 |
113-317 |
109-252 |
4-065 |
3.7% |
0-194 |
0.5% |
77% |
False |
False |
503,632 |
60 |
113-317 |
108-262 |
5-055 |
4.6% |
0-199 |
0.6% |
81% |
False |
False |
549,244 |
80 |
113-317 |
108-150 |
5-167 |
4.9% |
0-209 |
0.6% |
82% |
False |
False |
551,749 |
100 |
113-317 |
108-150 |
5-167 |
4.9% |
0-202 |
0.6% |
82% |
False |
False |
446,388 |
120 |
113-317 |
108-150 |
5-167 |
4.9% |
0-176 |
0.5% |
82% |
False |
False |
372,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-271 |
2.618 |
114-289 |
1.618 |
114-104 |
1.000 |
113-310 |
0.618 |
113-239 |
HIGH |
113-125 |
0.618 |
113-054 |
0.500 |
113-032 |
0.382 |
113-011 |
LOW |
112-260 |
0.618 |
112-146 |
1.000 |
112-075 |
1.618 |
111-281 |
2.618 |
111-096 |
4.250 |
110-114 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
113-032 |
113-090 |
PP |
113-022 |
113-061 |
S1 |
113-012 |
113-031 |
|