ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-132 |
112-317 |
0-185 |
0.5% |
111-292 |
High |
113-002 |
113-022 |
0-020 |
0.1% |
113-175 |
Low |
112-017 |
112-130 |
0-113 |
0.3% |
111-197 |
Close |
112-275 |
112-222 |
-0-053 |
-0.1% |
112-237 |
Range |
0-305 |
0-212 |
-0-093 |
-30.5% |
1-298 |
ATR |
0-216 |
0-215 |
0-000 |
-0.1% |
0-000 |
Volume |
1,025,488 |
834,870 |
-190,618 |
-18.6% |
2,291,145 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-227 |
114-117 |
113-019 |
|
R3 |
114-015 |
113-225 |
112-280 |
|
R2 |
113-123 |
113-123 |
112-261 |
|
R1 |
113-013 |
113-013 |
112-241 |
112-282 |
PP |
112-231 |
112-231 |
112-231 |
112-206 |
S1 |
112-121 |
112-121 |
112-203 |
112-070 |
S2 |
112-019 |
112-019 |
112-183 |
|
S3 |
111-127 |
111-229 |
112-164 |
|
S4 |
110-235 |
111-017 |
112-105 |
|
|
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 |
115-283 |
2.618 |
114-257 |
1.618 |
114-045 |
1.000 |
113-234 |
0.618 |
113-153 |
HIGH |
113-022 |
0.618 |
112-261 |
0.500 |
112-236 |
0.382 |
112-211 |
LOW |
112-130 |
0.618 |
111-319 |
1.000 |
111-238 |
1.618 |
111-107 |
2.618 |
110-215 |
4.250 |
109-189 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-236 |
112-162 |
PP |
112-231 |
112-102 |
S1 |
112-227 |
112-042 |
|