ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-310 |
111-300 |
-0-010 |
0.0% |
111-180 |
High |
112-030 |
112-050 |
0-020 |
0.1% |
112-070 |
Low |
111-240 |
111-190 |
-0-050 |
-0.1% |
111-100 |
Close |
111-290 |
112-020 |
0-050 |
0.1% |
111-150 |
Range |
0-110 |
0-180 |
0-070 |
63.6% |
0-290 |
ATR |
0-167 |
0-168 |
0-001 |
0.5% |
0-000 |
Volume |
363,506 |
563,644 |
200,138 |
55.1% |
320,772 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-200 |
113-130 |
112-119 |
|
R3 |
113-020 |
112-270 |
112-070 |
|
R2 |
112-160 |
112-160 |
112-053 |
|
R1 |
112-090 |
112-090 |
112-036 |
112-125 |
PP |
111-300 |
111-300 |
111-300 |
111-318 |
S1 |
111-230 |
111-230 |
112-004 |
111-265 |
S2 |
111-120 |
111-120 |
111-307 |
|
S3 |
110-260 |
111-050 |
111-290 |
|
S4 |
110-080 |
110-190 |
111-241 |
|
|
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 |
114-175 |
2.618 |
113-201 |
1.618 |
113-021 |
1.000 |
112-230 |
0.618 |
112-161 |
HIGH |
112-050 |
0.618 |
111-301 |
0.500 |
111-280 |
0.382 |
111-259 |
LOW |
111-190 |
0.618 |
111-079 |
1.000 |
111-010 |
1.618 |
110-219 |
2.618 |
110-039 |
4.250 |
109-065 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
112-000 |
111-313 |
PP |
111-300 |
111-287 |
S1 |
111-280 |
111-260 |
|