ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-020 |
111-260 |
-0-080 |
-0.2% |
111-180 |
High |
112-070 |
111-280 |
-0-110 |
-0.3% |
112-070 |
Low |
111-220 |
111-100 |
-0-120 |
-0.3% |
111-100 |
Close |
111-250 |
111-150 |
-0-100 |
-0.3% |
111-150 |
Range |
0-170 |
0-180 |
0-010 |
5.9% |
0-290 |
ATR |
0-170 |
0-171 |
0-001 |
0.4% |
0-000 |
Volume |
105,795 |
75,357 |
-30,438 |
-28.8% |
320,772 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-077 |
112-293 |
111-249 |
|
R3 |
112-217 |
112-113 |
111-200 |
|
R2 |
112-037 |
112-037 |
111-183 |
|
R1 |
111-253 |
111-253 |
111-166 |
111-215 |
PP |
111-177 |
111-177 |
111-177 |
111-158 |
S1 |
111-073 |
111-073 |
111-134 |
111-035 |
S2 |
110-317 |
110-317 |
111-117 |
|
S3 |
110-137 |
110-213 |
111-100 |
|
S4 |
109-277 |
110-033 |
111-051 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-123 |
113-267 |
111-310 |
|
R3 |
113-153 |
112-297 |
111-230 |
|
R2 |
112-183 |
112-183 |
111-203 |
|
R1 |
112-007 |
112-007 |
111-177 |
111-270 |
PP |
111-213 |
111-213 |
111-213 |
111-185 |
S1 |
111-037 |
111-037 |
111-123 |
110-300 |
S2 |
110-243 |
110-243 |
111-097 |
|
S3 |
109-273 |
110-067 |
111-070 |
|
S4 |
108-303 |
109-097 |
110-310 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-085 |
2.618 |
113-111 |
1.618 |
112-251 |
1.000 |
112-140 |
0.618 |
112-071 |
HIGH |
111-280 |
0.618 |
111-211 |
0.500 |
111-190 |
0.382 |
111-169 |
LOW |
111-100 |
0.618 |
110-309 |
1.000 |
110-240 |
1.618 |
110-129 |
2.618 |
109-269 |
4.250 |
108-295 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-190 |
111-245 |
PP |
111-177 |
111-213 |
S1 |
111-163 |
111-182 |
|