ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-000 |
111-292 |
-0-028 |
-0.1% |
111-170 |
High |
112-032 |
112-150 |
0-118 |
0.3% |
112-050 |
Low |
111-170 |
111-197 |
0-027 |
0.1% |
111-150 |
Close |
111-300 |
112-135 |
0-155 |
0.4% |
111-300 |
Range |
0-182 |
0-273 |
0-091 |
50.0% |
0-220 |
ATR |
0-165 |
0-173 |
0-008 |
4.7% |
0-000 |
Volume |
465,154 |
485,471 |
20,317 |
4.4% |
2,064,942 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-233 |
114-137 |
112-285 |
|
R3 |
113-280 |
113-184 |
112-210 |
|
R2 |
113-007 |
113-007 |
112-185 |
|
R1 |
112-231 |
112-231 |
112-160 |
112-279 |
PP |
112-054 |
112-054 |
112-054 |
112-078 |
S1 |
111-278 |
111-278 |
112-110 |
112-006 |
S2 |
111-101 |
111-101 |
112-085 |
|
S3 |
110-148 |
111-005 |
112-060 |
|
S4 |
109-195 |
110-052 |
111-305 |
|
|
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 |
116-030 |
2.618 |
114-225 |
1.618 |
113-272 |
1.000 |
113-103 |
0.618 |
112-319 |
HIGH |
112-150 |
0.618 |
112-046 |
0.500 |
112-014 |
0.382 |
111-301 |
LOW |
111-197 |
0.618 |
111-028 |
1.000 |
110-244 |
1.618 |
110-075 |
2.618 |
109-122 |
4.250 |
107-317 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-094 |
112-090 |
PP |
112-054 |
112-045 |
S1 |
112-014 |
112-000 |
|