ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-040 |
112-132 |
0-092 |
0.3% |
111-292 |
High |
112-185 |
113-002 |
0-137 |
0.4% |
113-175 |
Low |
111-062 |
112-017 |
0-275 |
0.8% |
111-197 |
Close |
112-160 |
112-275 |
0-115 |
0.3% |
112-237 |
Range |
1-123 |
0-305 |
-0-138 |
-31.2% |
1-298 |
ATR |
0-209 |
0-216 |
0-007 |
3.3% |
0-000 |
Volume |
795,115 |
1,025,488 |
230,373 |
29.0% |
2,291,145 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-160 |
115-042 |
113-123 |
|
R3 |
114-175 |
114-057 |
113-039 |
|
R2 |
113-190 |
113-190 |
113-011 |
|
R1 |
113-072 |
113-072 |
112-303 |
113-131 |
PP |
112-205 |
112-205 |
112-205 |
112-234 |
S1 |
112-087 |
112-087 |
112-247 |
112-146 |
S2 |
111-220 |
111-220 |
112-219 |
|
S3 |
110-235 |
111-102 |
112-191 |
|
S4 |
109-250 |
110-117 |
112-107 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-137 |
117-165 |
113-257 |
|
R3 |
116-159 |
115-187 |
113-087 |
|
R2 |
114-181 |
114-181 |
113-030 |
|
R1 |
113-209 |
113-209 |
112-294 |
114-035 |
PP |
112-203 |
112-203 |
112-203 |
112-276 |
S1 |
111-231 |
111-231 |
112-180 |
112-057 |
S2 |
110-225 |
110-225 |
112-124 |
|
S3 |
108-247 |
109-253 |
112-067 |
|
S4 |
106-269 |
107-275 |
111-217 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-018 |
2.618 |
115-160 |
1.618 |
114-175 |
1.000 |
113-307 |
0.618 |
113-190 |
HIGH |
113-002 |
0.618 |
112-205 |
0.500 |
112-170 |
0.382 |
112-134 |
LOW |
112-017 |
0.618 |
111-149 |
1.000 |
111-032 |
1.618 |
110-164 |
2.618 |
109-179 |
4.250 |
108-001 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-240 |
112-223 |
PP |
112-205 |
112-171 |
S1 |
112-170 |
112-118 |
|