ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
110-200 |
111-010 |
0-130 |
0.4% |
110-140 |
High |
110-270 |
111-110 |
0-160 |
0.5% |
111-010 |
Low |
110-070 |
110-220 |
0-150 |
0.4% |
109-260 |
Close |
110-160 |
111-070 |
0-230 |
0.7% |
110-290 |
Range |
0-200 |
0-210 |
0-010 |
5.0% |
1-070 |
ATR |
0-179 |
0-186 |
0-006 |
3.6% |
0-000 |
Volume |
6,217 |
9,631 |
3,414 |
54.9% |
14,091 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-017 |
112-253 |
111-186 |
|
R3 |
112-127 |
112-043 |
111-128 |
|
R2 |
111-237 |
111-237 |
111-108 |
|
R1 |
111-153 |
111-153 |
111-089 |
111-195 |
PP |
111-027 |
111-027 |
111-027 |
111-048 |
S1 |
110-263 |
110-263 |
111-051 |
110-305 |
S2 |
110-137 |
110-137 |
111-032 |
|
S3 |
109-247 |
110-053 |
111-012 |
|
S4 |
109-037 |
109-163 |
110-274 |
|
|
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 |
114-042 |
2.618 |
113-020 |
1.618 |
112-130 |
1.000 |
112-000 |
0.618 |
111-240 |
HIGH |
111-110 |
0.618 |
111-030 |
0.500 |
111-005 |
0.382 |
110-300 |
LOW |
110-220 |
0.618 |
110-090 |
1.000 |
110-010 |
1.618 |
109-200 |
2.618 |
108-310 |
4.250 |
107-288 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-048 |
111-023 |
PP |
111-027 |
110-297 |
S1 |
111-005 |
110-250 |
|