ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-010 |
111-110 |
0-100 |
0.3% |
111-000 |
High |
111-110 |
111-120 |
0-010 |
0.0% |
111-120 |
Low |
110-220 |
110-310 |
0-090 |
0.3% |
110-070 |
Close |
111-070 |
111-000 |
-0-070 |
-0.2% |
111-000 |
Range |
0-210 |
0-130 |
-0-080 |
-38.1% |
1-050 |
ATR |
0-186 |
0-182 |
-0-004 |
-2.1% |
0-000 |
Volume |
9,631 |
1,927 |
-7,704 |
-80.0% |
19,594 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-107 |
112-023 |
111-072 |
|
R3 |
111-297 |
111-213 |
111-036 |
|
R2 |
111-167 |
111-167 |
111-024 |
|
R1 |
111-083 |
111-083 |
111-012 |
111-060 |
PP |
111-037 |
111-037 |
111-037 |
111-025 |
S1 |
110-273 |
110-273 |
110-308 |
110-250 |
S2 |
110-227 |
110-227 |
110-296 |
|
S3 |
110-097 |
110-143 |
110-284 |
|
S4 |
109-287 |
110-013 |
110-248 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-107 |
113-263 |
111-204 |
|
R3 |
113-057 |
112-213 |
111-102 |
|
R2 |
112-007 |
112-007 |
111-068 |
|
R1 |
111-163 |
111-163 |
111-034 |
111-185 |
PP |
110-277 |
110-277 |
110-277 |
110-288 |
S1 |
110-113 |
110-113 |
110-286 |
110-135 |
S2 |
109-227 |
109-227 |
110-252 |
|
S3 |
108-177 |
109-063 |
110-218 |
|
S4 |
107-127 |
108-013 |
110-116 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-032 |
2.618 |
112-140 |
1.618 |
112-010 |
1.000 |
111-250 |
0.618 |
111-200 |
HIGH |
111-120 |
0.618 |
111-070 |
0.500 |
111-055 |
0.382 |
111-040 |
LOW |
110-310 |
0.618 |
110-230 |
1.000 |
110-180 |
1.618 |
110-100 |
2.618 |
109-290 |
4.250 |
109-078 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-055 |
110-298 |
PP |
111-037 |
110-277 |
S1 |
111-018 |
110-255 |
|