ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-260 |
111-170 |
-0-090 |
-0.3% |
111-180 |
High |
111-280 |
112-010 |
0-050 |
0.1% |
112-070 |
Low |
111-100 |
111-150 |
0-050 |
0.1% |
111-100 |
Close |
111-150 |
111-300 |
0-150 |
0.4% |
111-150 |
Range |
0-180 |
0-180 |
0-000 |
0.0% |
0-290 |
ATR |
0-171 |
0-172 |
0-001 |
0.4% |
0-000 |
Volume |
75,357 |
94,407 |
19,050 |
25.3% |
320,772 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-160 |
113-090 |
112-079 |
|
R3 |
112-300 |
112-230 |
112-030 |
|
R2 |
112-120 |
112-120 |
112-013 |
|
R1 |
112-050 |
112-050 |
111-316 |
112-085 |
PP |
111-260 |
111-260 |
111-260 |
111-278 |
S1 |
111-190 |
111-190 |
111-284 |
111-225 |
S2 |
111-080 |
111-080 |
111-267 |
|
S3 |
110-220 |
111-010 |
111-250 |
|
S4 |
110-040 |
110-150 |
111-201 |
|
|
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 |
114-135 |
2.618 |
113-161 |
1.618 |
112-301 |
1.000 |
112-190 |
0.618 |
112-121 |
HIGH |
112-010 |
0.618 |
111-261 |
0.500 |
111-240 |
0.382 |
111-219 |
LOW |
111-150 |
0.618 |
111-039 |
1.000 |
110-290 |
1.618 |
110-179 |
2.618 |
109-319 |
4.250 |
109-025 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-280 |
111-282 |
PP |
111-260 |
111-263 |
S1 |
111-240 |
111-245 |
|