ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
113-052 |
114-152 |
1-100 |
1.2% |
112-230 |
| High |
113-125 |
114-260 |
1-135 |
1.3% |
113-240 |
| Low |
112-260 |
114-050 |
1-110 |
1.2% |
111-275 |
| Close |
113-002 |
114-192 |
1-190 |
1.4% |
113-002 |
| Range |
0-185 |
0-210 |
0-025 |
13.5% |
1-285 |
| ATR |
0-202 |
0-229 |
0-027 |
13.3% |
0-000 |
| Volume |
16,164 |
15,878 |
-286 |
-1.8% |
154,057 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-157 |
116-065 |
114-308 |
|
| R3 |
115-267 |
115-175 |
114-250 |
|
| R2 |
115-057 |
115-057 |
114-230 |
|
| R1 |
114-285 |
114-285 |
114-211 |
115-011 |
| PP |
114-167 |
114-167 |
114-167 |
114-190 |
| S1 |
114-075 |
114-075 |
114-173 |
114-121 |
| S2 |
113-277 |
113-277 |
114-154 |
|
| S3 |
113-067 |
113-185 |
114-134 |
|
| S4 |
112-177 |
112-295 |
114-076 |
|
|
| 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 |
114-260 |
111-275 |
2-305 |
2.6% |
0-228 |
0.6% |
93% |
True |
False |
33,987 |
| 10 |
114-260 |
111-275 |
2-305 |
2.6% |
0-222 |
0.6% |
93% |
True |
False |
161,374 |
| 20 |
114-260 |
111-275 |
2-305 |
2.6% |
0-187 |
0.5% |
93% |
True |
False |
399,278 |
| 40 |
114-260 |
109-252 |
5-008 |
4.4% |
0-192 |
0.5% |
96% |
True |
False |
486,531 |
| 60 |
114-260 |
108-277 |
5-303 |
5.2% |
0-199 |
0.5% |
96% |
True |
False |
538,142 |
| 80 |
114-260 |
108-150 |
6-110 |
5.5% |
0-209 |
0.6% |
97% |
True |
False |
548,941 |
| 100 |
114-260 |
108-150 |
6-110 |
5.5% |
0-203 |
0.6% |
97% |
True |
False |
446,546 |
| 120 |
114-260 |
108-150 |
6-110 |
5.5% |
0-178 |
0.5% |
97% |
True |
False |
372,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-192 |
|
2.618 |
116-170 |
|
1.618 |
115-280 |
|
1.000 |
115-150 |
|
0.618 |
115-070 |
|
HIGH |
114-260 |
|
0.618 |
114-180 |
|
0.500 |
114-155 |
|
0.382 |
114-130 |
|
LOW |
114-050 |
|
0.618 |
113-240 |
|
1.000 |
113-160 |
|
1.618 |
113-030 |
|
2.618 |
112-140 |
|
4.250 |
111-118 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-180 |
114-108 |
| PP |
114-167 |
114-024 |
| S1 |
114-155 |
113-260 |
|