ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-000 |
110-260 |
-0-060 |
-0.2% |
110-140 |
High |
111-030 |
110-290 |
-0-060 |
-0.2% |
111-010 |
Low |
110-260 |
110-200 |
-0-060 |
-0.2% |
109-260 |
Close |
110-260 |
110-230 |
-0-030 |
-0.1% |
110-290 |
Range |
0-090 |
0-090 |
0-000 |
0.0% |
1-070 |
ATR |
0-184 |
0-177 |
-0-007 |
-3.7% |
0-000 |
Volume |
269 |
1,550 |
1,281 |
476.2% |
14,091 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-190 |
111-140 |
110-280 |
|
R3 |
111-100 |
111-050 |
110-255 |
|
R2 |
111-010 |
111-010 |
110-246 |
|
R1 |
110-280 |
110-280 |
110-238 |
110-260 |
PP |
110-240 |
110-240 |
110-240 |
110-230 |
S1 |
110-190 |
110-190 |
110-222 |
110-170 |
S2 |
110-150 |
110-150 |
110-214 |
|
S3 |
110-060 |
110-100 |
110-205 |
|
S4 |
109-290 |
110-010 |
110-180 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-077 |
113-253 |
111-184 |
|
R3 |
113-007 |
112-183 |
111-077 |
|
R2 |
111-257 |
111-257 |
111-042 |
|
R1 |
111-113 |
111-113 |
111-006 |
111-185 |
PP |
110-187 |
110-187 |
110-187 |
110-222 |
S1 |
110-043 |
110-043 |
110-254 |
110-115 |
S2 |
109-117 |
109-117 |
110-218 |
|
S3 |
108-047 |
108-293 |
110-183 |
|
S4 |
106-297 |
107-223 |
110-076 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-032 |
2.618 |
111-206 |
1.618 |
111-116 |
1.000 |
111-060 |
0.618 |
111-026 |
HIGH |
110-290 |
0.618 |
110-256 |
0.500 |
110-245 |
0.382 |
110-234 |
LOW |
110-200 |
0.618 |
110-144 |
1.000 |
110-110 |
1.618 |
110-054 |
2.618 |
109-284 |
4.250 |
109-138 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
110-245 |
110-275 |
PP |
110-240 |
110-260 |
S1 |
110-235 |
110-245 |
|