ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
112-040 |
112-000 |
-0-040 |
-0.1% |
111-170 |
High |
112-040 |
112-032 |
-0-008 |
0.0% |
112-050 |
Low |
111-250 |
111-170 |
-0-080 |
-0.2% |
111-150 |
Close |
111-300 |
111-300 |
0-000 |
0.0% |
111-300 |
Range |
0-110 |
0-182 |
0-072 |
65.5% |
0-220 |
ATR |
0-164 |
0-165 |
0-001 |
0.8% |
0-000 |
Volume |
578,231 |
465,154 |
-113,077 |
-19.6% |
2,064,942 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-180 |
113-102 |
112-080 |
|
R3 |
112-318 |
112-240 |
112-030 |
|
R2 |
112-136 |
112-136 |
112-013 |
|
R1 |
112-058 |
112-058 |
111-317 |
112-006 |
PP |
111-274 |
111-274 |
111-274 |
111-248 |
S1 |
111-196 |
111-196 |
111-283 |
111-144 |
S2 |
111-092 |
111-092 |
111-267 |
|
S3 |
110-230 |
111-014 |
111-250 |
|
S4 |
110-048 |
110-152 |
111-200 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-293 |
113-197 |
112-101 |
|
R3 |
113-073 |
112-297 |
112-040 |
|
R2 |
112-173 |
112-173 |
112-020 |
|
R1 |
112-077 |
112-077 |
112-000 |
112-125 |
PP |
111-273 |
111-273 |
111-273 |
111-298 |
S1 |
111-177 |
111-177 |
111-280 |
111-225 |
S2 |
111-053 |
111-053 |
111-260 |
|
S3 |
110-153 |
110-277 |
111-240 |
|
S4 |
109-253 |
110-057 |
111-179 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-166 |
2.618 |
113-188 |
1.618 |
113-006 |
1.000 |
112-214 |
0.618 |
112-144 |
HIGH |
112-032 |
0.618 |
111-282 |
0.500 |
111-261 |
0.382 |
111-240 |
LOW |
111-170 |
0.618 |
111-058 |
1.000 |
110-308 |
1.618 |
110-196 |
2.618 |
110-014 |
4.250 |
109-036 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
111-287 |
111-290 |
PP |
111-274 |
111-280 |
S1 |
111-261 |
111-270 |
|