ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
111-300 |
112-040 |
0-060 |
0.2% |
111-180 |
High |
112-050 |
112-040 |
-0-010 |
0.0% |
112-070 |
Low |
111-190 |
111-250 |
0-060 |
0.2% |
111-100 |
Close |
112-020 |
111-300 |
-0-040 |
-0.1% |
111-150 |
Range |
0-180 |
0-110 |
-0-070 |
-38.9% |
0-290 |
ATR |
0-168 |
0-164 |
-0-004 |
-2.5% |
0-000 |
Volume |
563,644 |
578,231 |
14,587 |
2.6% |
320,772 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-313 |
112-257 |
112-040 |
|
R3 |
112-203 |
112-147 |
112-010 |
|
R2 |
112-093 |
112-093 |
112-000 |
|
R1 |
112-037 |
112-037 |
111-310 |
112-010 |
PP |
111-303 |
111-303 |
111-303 |
111-290 |
S1 |
111-247 |
111-247 |
111-290 |
111-220 |
S2 |
111-193 |
111-193 |
111-280 |
|
S3 |
111-083 |
111-137 |
111-270 |
|
S4 |
110-293 |
111-027 |
111-240 |
|
|
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 |
113-188 |
2.618 |
113-008 |
1.618 |
112-218 |
1.000 |
112-150 |
0.618 |
112-108 |
HIGH |
112-040 |
0.618 |
111-318 |
0.500 |
111-305 |
0.382 |
111-292 |
LOW |
111-250 |
0.618 |
111-182 |
1.000 |
111-140 |
1.618 |
111-072 |
2.618 |
110-282 |
4.250 |
110-102 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-305 |
111-293 |
PP |
111-303 |
111-287 |
S1 |
111-302 |
111-280 |
|