ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-005 |
112-307 |
-1-018 |
-0.9% |
114-152 |
| High |
114-022 |
112-307 |
-1-035 |
-1.0% |
115-157 |
| Low |
112-157 |
112-132 |
-0-025 |
-0.1% |
112-157 |
| Close |
112-262 |
112-237 |
-0-025 |
-0.1% |
112-262 |
| Range |
1-185 |
0-175 |
-1-010 |
-65.3% |
3-000 |
| ATR |
0-296 |
0-287 |
-0-009 |
-2.9% |
0-000 |
| Volume |
12,689 |
3,704 |
-8,985 |
-70.8% |
112,144 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-110 |
114-029 |
113-013 |
|
| R3 |
113-255 |
113-174 |
112-285 |
|
| R2 |
113-080 |
113-080 |
112-269 |
|
| R1 |
112-319 |
112-319 |
112-253 |
112-272 |
| PP |
112-225 |
112-225 |
112-225 |
112-202 |
| S1 |
112-144 |
112-144 |
112-221 |
112-097 |
| S2 |
112-050 |
112-050 |
112-205 |
|
| S3 |
111-195 |
111-289 |
112-189 |
|
| S4 |
111-020 |
111-114 |
112-141 |
|
|
| 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 |
112-132 |
3-025 |
2.7% |
1-036 |
1.0% |
11% |
False |
True |
19,994 |
| 10 |
115-157 |
111-275 |
3-202 |
3.2% |
0-292 |
0.8% |
24% |
False |
False |
26,990 |
| 20 |
115-157 |
111-275 |
3-202 |
3.2% |
0-239 |
0.7% |
24% |
False |
False |
281,608 |
| 40 |
115-157 |
110-122 |
5-035 |
4.5% |
0-208 |
0.6% |
46% |
False |
False |
410,682 |
| 60 |
115-157 |
109-187 |
5-290 |
5.2% |
0-214 |
0.6% |
53% |
False |
False |
493,264 |
| 80 |
115-157 |
108-150 |
7-007 |
6.2% |
0-219 |
0.6% |
61% |
False |
False |
539,523 |
| 100 |
115-157 |
108-150 |
7-007 |
6.2% |
0-213 |
0.6% |
61% |
False |
False |
447,283 |
| 120 |
115-157 |
108-150 |
7-007 |
6.2% |
0-192 |
0.5% |
61% |
False |
False |
373,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-091 |
|
2.618 |
114-125 |
|
1.618 |
113-270 |
|
1.000 |
113-162 |
|
0.618 |
113-095 |
|
HIGH |
112-307 |
|
0.618 |
112-240 |
|
0.500 |
112-220 |
|
0.382 |
112-199 |
|
LOW |
112-132 |
|
0.618 |
112-024 |
|
1.000 |
111-277 |
|
1.618 |
111-169 |
|
2.618 |
110-314 |
|
4.250 |
110-028 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-231 |
113-286 |
| PP |
112-225 |
113-163 |
| S1 |
112-220 |
113-040 |
|