ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-240 |
114-005 |
-0-235 |
-0.6% |
114-152 |
| High |
115-120 |
114-022 |
-1-098 |
-1.1% |
115-157 |
| Low |
114-140 |
112-157 |
-1-303 |
-1.7% |
112-157 |
| Close |
115-015 |
112-262 |
-2-073 |
-1.9% |
112-262 |
| Range |
0-300 |
1-185 |
0-205 |
68.3% |
3-000 |
| ATR |
0-256 |
0-296 |
0-040 |
15.7% |
0-000 |
| Volume |
6,718 |
12,689 |
5,971 |
88.9% |
112,144 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-275 |
116-294 |
113-220 |
|
| R3 |
116-090 |
115-109 |
113-081 |
|
| R2 |
114-225 |
114-225 |
113-035 |
|
| R1 |
113-244 |
113-244 |
112-308 |
113-142 |
| PP |
113-040 |
113-040 |
113-040 |
112-310 |
| S1 |
112-059 |
112-059 |
112-216 |
111-277 |
| S2 |
111-175 |
111-175 |
112-169 |
|
| S3 |
109-310 |
110-194 |
112-123 |
|
| S4 |
108-125 |
109-009 |
111-304 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-192 |
120-227 |
114-150 |
|
| R3 |
119-192 |
117-227 |
113-206 |
|
| R2 |
116-192 |
116-192 |
113-118 |
|
| R1 |
114-227 |
114-227 |
113-030 |
114-050 |
| PP |
113-192 |
113-192 |
113-192 |
113-103 |
| S1 |
111-227 |
111-227 |
112-174 |
111-050 |
| S2 |
110-192 |
110-192 |
112-086 |
|
| S3 |
107-192 |
108-227 |
111-318 |
|
| S4 |
104-192 |
105-227 |
111-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-157 |
112-157 |
3-000 |
2.7% |
1-043 |
1.0% |
11% |
False |
True |
22,428 |
| 10 |
115-157 |
111-275 |
3-202 |
3.2% |
0-312 |
0.9% |
26% |
False |
False |
33,798 |
| 20 |
115-157 |
111-275 |
3-202 |
3.2% |
0-239 |
0.7% |
26% |
False |
False |
307,824 |
| 40 |
115-157 |
109-317 |
5-160 |
4.9% |
0-211 |
0.6% |
51% |
False |
False |
426,545 |
| 60 |
115-157 |
109-020 |
6-137 |
5.7% |
0-214 |
0.6% |
58% |
False |
False |
502,971 |
| 80 |
115-157 |
108-150 |
7-007 |
6.2% |
0-220 |
0.6% |
62% |
False |
False |
543,725 |
| 100 |
115-157 |
108-150 |
7-007 |
6.2% |
0-213 |
0.6% |
62% |
False |
False |
447,389 |
| 120 |
115-157 |
108-150 |
7-007 |
6.2% |
0-191 |
0.5% |
62% |
False |
False |
372,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-248 |
|
2.618 |
118-064 |
|
1.618 |
116-199 |
|
1.000 |
115-207 |
|
0.618 |
115-014 |
|
HIGH |
114-022 |
|
0.618 |
113-149 |
|
0.500 |
113-090 |
|
0.382 |
113-030 |
|
LOW |
112-157 |
|
0.618 |
111-165 |
|
1.000 |
110-292 |
|
1.618 |
109-300 |
|
2.618 |
108-115 |
|
4.250 |
105-251 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-090 |
113-298 |
| PP |
113-040 |
113-180 |
| S1 |
112-311 |
113-061 |
|