ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-170 |
111-310 |
0-140 |
0.4% |
111-180 |
High |
112-010 |
112-030 |
0-020 |
0.1% |
112-070 |
Low |
111-150 |
111-240 |
0-090 |
0.3% |
111-100 |
Close |
111-300 |
111-290 |
-0-010 |
0.0% |
111-150 |
Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
0-290 |
ATR |
0-172 |
0-167 |
-0-004 |
-2.6% |
0-000 |
Volume |
94,407 |
363,506 |
269,099 |
285.0% |
320,772 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-303 |
112-247 |
112-030 |
|
R3 |
112-193 |
112-137 |
112-000 |
|
R2 |
112-083 |
112-083 |
111-310 |
|
R1 |
112-027 |
112-027 |
111-300 |
112-000 |
PP |
111-293 |
111-293 |
111-293 |
111-280 |
S1 |
111-237 |
111-237 |
111-280 |
111-210 |
S2 |
111-183 |
111-183 |
111-270 |
|
S3 |
111-073 |
111-127 |
111-260 |
|
S4 |
110-283 |
111-017 |
111-230 |
|
|
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 |
113-178 |
2.618 |
112-318 |
1.618 |
112-208 |
1.000 |
112-140 |
0.618 |
112-098 |
HIGH |
112-030 |
0.618 |
111-308 |
0.500 |
111-295 |
0.382 |
111-282 |
LOW |
111-240 |
0.618 |
111-172 |
1.000 |
111-130 |
1.618 |
111-062 |
2.618 |
110-272 |
4.250 |
110-092 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-295 |
111-268 |
PP |
111-293 |
111-247 |
S1 |
111-292 |
111-225 |
|