ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-250 |
112-020 |
0-090 |
0.3% |
111-010 |
High |
112-050 |
112-070 |
0-020 |
0.1% |
111-270 |
Low |
111-200 |
111-220 |
0-020 |
0.1% |
110-180 |
Close |
112-020 |
111-250 |
-0-090 |
-0.3% |
111-180 |
Range |
0-170 |
0-170 |
0-000 |
0.0% |
1-090 |
ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
Volume |
55,821 |
105,795 |
49,974 |
89.5% |
57,577 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-157 |
113-053 |
112-024 |
|
R3 |
112-307 |
112-203 |
111-297 |
|
R2 |
112-137 |
112-137 |
111-281 |
|
R1 |
112-033 |
112-033 |
111-266 |
112-000 |
PP |
111-287 |
111-287 |
111-287 |
111-270 |
S1 |
111-183 |
111-183 |
111-234 |
111-150 |
S2 |
111-117 |
111-117 |
111-219 |
|
S3 |
110-267 |
111-013 |
111-203 |
|
S4 |
110-097 |
110-163 |
111-156 |
|
|
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 |
114-152 |
2.618 |
113-195 |
1.618 |
113-025 |
1.000 |
112-240 |
0.618 |
112-175 |
HIGH |
112-070 |
0.618 |
112-005 |
0.500 |
111-305 |
0.382 |
111-285 |
LOW |
111-220 |
0.618 |
111-115 |
1.000 |
111-050 |
1.618 |
110-265 |
2.618 |
110-095 |
4.250 |
109-138 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
111-295 |
PP |
111-287 |
111-280 |
S1 |
111-268 |
111-265 |
|