ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-135 |
112-192 |
0-057 |
0.2% |
111-170 |
High |
112-222 |
113-010 |
0-108 |
0.3% |
112-050 |
Low |
112-102 |
112-137 |
0-035 |
0.1% |
111-150 |
Close |
112-212 |
112-297 |
0-085 |
0.2% |
111-300 |
Range |
0-120 |
0-193 |
0-073 |
60.8% |
0-220 |
ATR |
0-169 |
0-171 |
0-002 |
1.0% |
0-000 |
Volume |
711,801 |
547,704 |
-164,097 |
-23.1% |
2,064,942 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-194 |
114-118 |
113-083 |
|
R3 |
114-001 |
113-245 |
113-030 |
|
R2 |
113-128 |
113-128 |
113-012 |
|
R1 |
113-052 |
113-052 |
112-315 |
113-090 |
PP |
112-255 |
112-255 |
112-255 |
112-274 |
S1 |
112-179 |
112-179 |
112-279 |
112-217 |
S2 |
112-062 |
112-062 |
112-262 |
|
S3 |
111-189 |
111-306 |
112-244 |
|
S4 |
110-316 |
111-113 |
112-191 |
|
|
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 |
115-190 |
2.618 |
114-195 |
1.618 |
114-002 |
1.000 |
113-203 |
0.618 |
113-129 |
HIGH |
113-010 |
0.618 |
112-256 |
0.500 |
112-234 |
0.382 |
112-211 |
LOW |
112-137 |
0.618 |
112-018 |
1.000 |
111-264 |
1.618 |
111-145 |
2.618 |
110-272 |
4.250 |
109-277 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-276 |
112-232 |
PP |
112-255 |
112-168 |
S1 |
112-234 |
112-104 |
|