ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-010 |
111-010 |
0-000 |
0.0% |
111-000 |
High |
111-060 |
111-120 |
0-060 |
0.2% |
111-120 |
Low |
110-180 |
110-270 |
0-090 |
0.3% |
110-070 |
Close |
110-250 |
111-090 |
0-160 |
0.5% |
111-000 |
Range |
0-200 |
0-170 |
-0-030 |
-15.0% |
1-050 |
ATR |
0-183 |
0-183 |
0-001 |
0.3% |
0-000 |
Volume |
2,926 |
412 |
-2,514 |
-85.9% |
19,594 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-243 |
112-177 |
111-184 |
|
R3 |
112-073 |
112-007 |
111-137 |
|
R2 |
111-223 |
111-223 |
111-121 |
|
R1 |
111-157 |
111-157 |
111-106 |
111-190 |
PP |
111-053 |
111-053 |
111-053 |
111-070 |
S1 |
110-307 |
110-307 |
111-074 |
111-020 |
S2 |
110-203 |
110-203 |
111-059 |
|
S3 |
110-033 |
110-137 |
111-043 |
|
S4 |
109-183 |
109-287 |
110-316 |
|
|
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 |
113-202 |
2.618 |
112-245 |
1.618 |
112-075 |
1.000 |
111-290 |
0.618 |
111-225 |
HIGH |
111-120 |
0.618 |
111-055 |
0.500 |
111-035 |
0.382 |
111-015 |
LOW |
110-270 |
0.618 |
110-165 |
1.000 |
110-100 |
1.618 |
109-315 |
2.618 |
109-145 |
4.250 |
108-188 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-072 |
111-057 |
PP |
111-053 |
111-023 |
S1 |
111-035 |
110-310 |
|