ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
111-292 |
112-135 |
0-163 |
0.5% |
111-170 |
High |
112-150 |
112-222 |
0-072 |
0.2% |
112-050 |
Low |
111-197 |
112-102 |
0-225 |
0.6% |
111-150 |
Close |
112-135 |
112-212 |
0-077 |
0.2% |
111-300 |
Range |
0-273 |
0-120 |
-0-153 |
-56.0% |
0-220 |
ATR |
0-173 |
0-169 |
-0-004 |
-2.2% |
0-000 |
Volume |
485,471 |
711,801 |
226,330 |
46.6% |
2,064,942 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-219 |
113-175 |
112-278 |
|
R3 |
113-099 |
113-055 |
112-245 |
|
R2 |
112-299 |
112-299 |
112-234 |
|
R1 |
112-255 |
112-255 |
112-223 |
112-277 |
PP |
112-179 |
112-179 |
112-179 |
112-190 |
S1 |
112-135 |
112-135 |
112-201 |
112-157 |
S2 |
112-059 |
112-059 |
112-190 |
|
S3 |
111-259 |
112-015 |
112-179 |
|
S4 |
111-139 |
111-215 |
112-146 |
|
|
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 |
114-092 |
2.618 |
113-216 |
1.618 |
113-096 |
1.000 |
113-022 |
0.618 |
112-296 |
HIGH |
112-222 |
0.618 |
112-176 |
0.500 |
112-162 |
0.382 |
112-148 |
LOW |
112-102 |
0.618 |
112-028 |
1.000 |
111-302 |
1.618 |
111-228 |
2.618 |
111-108 |
4.250 |
110-232 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-195 |
112-153 |
PP |
112-179 |
112-095 |
S1 |
112-162 |
112-036 |
|