ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-180 |
111-270 |
0-090 |
0.3% |
111-010 |
High |
111-260 |
112-000 |
0-060 |
0.2% |
111-270 |
Low |
111-160 |
111-220 |
0-060 |
0.2% |
110-180 |
Close |
111-250 |
111-240 |
-0-010 |
0.0% |
111-180 |
Range |
0-100 |
0-100 |
0-000 |
0.0% |
1-090 |
ATR |
0-176 |
0-170 |
-0-005 |
-3.1% |
0-000 |
Volume |
28,891 |
54,908 |
26,017 |
90.1% |
57,577 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-240 |
112-180 |
111-295 |
|
R3 |
112-140 |
112-080 |
111-268 |
|
R2 |
112-040 |
112-040 |
111-258 |
|
R1 |
111-300 |
111-300 |
111-249 |
111-280 |
PP |
111-260 |
111-260 |
111-260 |
111-250 |
S1 |
111-200 |
111-200 |
111-231 |
111-180 |
S2 |
111-160 |
111-160 |
111-222 |
|
S3 |
111-060 |
111-100 |
111-212 |
|
S4 |
110-280 |
111-000 |
111-185 |
|
|
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 |
113-105 |
2.618 |
112-262 |
1.618 |
112-162 |
1.000 |
112-100 |
0.618 |
112-062 |
HIGH |
112-000 |
0.618 |
111-282 |
0.500 |
111-270 |
0.382 |
111-258 |
LOW |
111-220 |
0.618 |
111-158 |
1.000 |
111-120 |
1.618 |
111-058 |
2.618 |
110-278 |
4.250 |
110-115 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-270 |
111-228 |
PP |
111-260 |
111-217 |
S1 |
111-250 |
111-205 |
|