ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
110-260 |
110-200 |
-0-060 |
-0.2% |
110-140 |
High |
110-290 |
110-270 |
-0-020 |
-0.1% |
111-010 |
Low |
110-200 |
110-070 |
-0-130 |
-0.4% |
109-260 |
Close |
110-230 |
110-160 |
-0-070 |
-0.2% |
110-290 |
Range |
0-090 |
0-200 |
0-110 |
122.2% |
1-070 |
ATR |
0-177 |
0-179 |
0-002 |
0.9% |
0-000 |
Volume |
1,550 |
6,217 |
4,667 |
301.1% |
14,091 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-127 |
112-023 |
110-270 |
|
R3 |
111-247 |
111-143 |
110-215 |
|
R2 |
111-047 |
111-047 |
110-197 |
|
R1 |
110-263 |
110-263 |
110-178 |
110-215 |
PP |
110-167 |
110-167 |
110-167 |
110-142 |
S1 |
110-063 |
110-063 |
110-142 |
110-015 |
S2 |
109-287 |
109-287 |
110-123 |
|
S3 |
109-087 |
109-183 |
110-105 |
|
S4 |
108-207 |
108-303 |
110-050 |
|
|
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 |
113-160 |
2.618 |
112-154 |
1.618 |
111-274 |
1.000 |
111-150 |
0.618 |
111-074 |
HIGH |
110-270 |
0.618 |
110-194 |
0.500 |
110-170 |
0.382 |
110-146 |
LOW |
110-070 |
0.618 |
109-266 |
1.000 |
109-190 |
1.618 |
109-066 |
2.618 |
108-186 |
4.250 |
107-180 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
110-170 |
110-210 |
PP |
110-167 |
110-193 |
S1 |
110-163 |
110-177 |
|