ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-020 |
111-090 |
0-070 |
0.2% |
111-010 |
High |
111-140 |
111-270 |
0-130 |
0.4% |
111-270 |
Low |
110-290 |
111-090 |
0-120 |
0.3% |
110-180 |
Close |
111-120 |
111-180 |
0-060 |
0.2% |
111-180 |
Range |
0-170 |
0-180 |
0-010 |
5.9% |
1-090 |
ATR |
0-182 |
0-181 |
0-000 |
-0.1% |
0-000 |
Volume |
5,241 |
41,146 |
35,905 |
685.1% |
57,577 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-080 |
112-310 |
111-279 |
|
R3 |
112-220 |
112-130 |
111-230 |
|
R2 |
112-040 |
112-040 |
111-213 |
|
R1 |
111-270 |
111-270 |
111-196 |
111-315 |
PP |
111-180 |
111-180 |
111-180 |
111-202 |
S1 |
111-090 |
111-090 |
111-164 |
111-135 |
S2 |
111-000 |
111-000 |
111-147 |
|
S3 |
110-140 |
110-230 |
111-130 |
|
S4 |
109-280 |
110-050 |
111-081 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-053 |
114-207 |
112-086 |
|
R3 |
113-283 |
113-117 |
111-293 |
|
R2 |
112-193 |
112-193 |
111-255 |
|
R1 |
112-027 |
112-027 |
111-218 |
112-110 |
PP |
111-103 |
111-103 |
111-103 |
111-145 |
S1 |
110-257 |
110-257 |
111-142 |
111-020 |
S2 |
110-013 |
110-013 |
111-105 |
|
S3 |
108-243 |
109-167 |
111-067 |
|
S4 |
107-153 |
108-077 |
110-274 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-075 |
2.618 |
113-101 |
1.618 |
112-241 |
1.000 |
112-130 |
0.618 |
112-061 |
HIGH |
111-270 |
0.618 |
111-201 |
0.500 |
111-180 |
0.382 |
111-159 |
LOW |
111-090 |
0.618 |
110-299 |
1.000 |
110-230 |
1.618 |
110-119 |
2.618 |
109-259 |
4.250 |
108-285 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-180 |
111-160 |
PP |
111-180 |
111-140 |
S1 |
111-180 |
111-120 |
|