ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-060 |
111-020 |
-0-040 |
-0.1% |
111-000 |
High |
111-160 |
111-140 |
-0-020 |
-0.1% |
111-120 |
Low |
110-310 |
110-290 |
-0-020 |
-0.1% |
110-070 |
Close |
111-020 |
111-120 |
0-100 |
0.3% |
111-000 |
Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-050 |
ATR |
0-182 |
0-182 |
-0-001 |
-0.5% |
0-000 |
Volume |
7,852 |
5,241 |
-2,611 |
-33.3% |
19,594 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-267 |
112-203 |
111-214 |
|
R3 |
112-097 |
112-033 |
111-167 |
|
R2 |
111-247 |
111-247 |
111-151 |
|
R1 |
111-183 |
111-183 |
111-136 |
111-215 |
PP |
111-077 |
111-077 |
111-077 |
111-092 |
S1 |
111-013 |
111-013 |
111-104 |
111-045 |
S2 |
110-227 |
110-227 |
111-089 |
|
S3 |
110-057 |
110-163 |
111-073 |
|
S4 |
109-207 |
109-313 |
111-026 |
|
|
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 |
113-222 |
2.618 |
112-265 |
1.618 |
112-095 |
1.000 |
111-310 |
0.618 |
111-245 |
HIGH |
111-140 |
0.618 |
111-075 |
0.500 |
111-055 |
0.382 |
111-035 |
LOW |
110-290 |
0.618 |
110-185 |
1.000 |
110-120 |
1.618 |
110-015 |
2.618 |
109-165 |
4.250 |
108-208 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-098 |
111-098 |
PP |
111-077 |
111-077 |
S1 |
111-055 |
111-055 |
|