ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-010 |
111-060 |
0-050 |
0.1% |
111-000 |
High |
111-120 |
111-160 |
0-040 |
0.1% |
111-120 |
Low |
110-270 |
110-310 |
0-040 |
0.1% |
110-070 |
Close |
111-090 |
111-020 |
-0-070 |
-0.2% |
111-000 |
Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-050 |
ATR |
0-183 |
0-182 |
-0-001 |
-0.5% |
0-000 |
Volume |
412 |
7,852 |
7,440 |
1,805.8% |
19,594 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-247 |
112-143 |
111-114 |
|
R3 |
112-077 |
111-293 |
111-067 |
|
R2 |
111-227 |
111-227 |
111-051 |
|
R1 |
111-123 |
111-123 |
111-036 |
111-090 |
PP |
111-057 |
111-057 |
111-057 |
111-040 |
S1 |
110-273 |
110-273 |
111-004 |
110-240 |
S2 |
110-207 |
110-207 |
110-309 |
|
S3 |
110-037 |
110-103 |
110-293 |
|
S4 |
109-187 |
109-253 |
110-246 |
|
|
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 |
113-242 |
2.618 |
112-285 |
1.618 |
112-115 |
1.000 |
112-010 |
0.618 |
111-265 |
HIGH |
111-160 |
0.618 |
111-095 |
0.500 |
111-075 |
0.382 |
111-055 |
LOW |
110-310 |
0.618 |
110-205 |
1.000 |
110-140 |
1.618 |
110-035 |
2.618 |
109-185 |
4.250 |
108-228 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-075 |
111-017 |
PP |
111-057 |
111-013 |
S1 |
111-038 |
111-010 |
|