ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-317 |
112-240 |
-0-077 |
-0.2% |
111-292 |
High |
113-022 |
113-075 |
0-053 |
0.1% |
113-175 |
Low |
112-130 |
112-202 |
0-072 |
0.2% |
111-197 |
Close |
112-222 |
112-260 |
0-038 |
0.1% |
112-237 |
Range |
0-212 |
0-193 |
-0-019 |
-9.0% |
1-298 |
ATR |
0-215 |
0-214 |
-0-002 |
-0.7% |
0-000 |
Volume |
834,870 |
865,436 |
30,566 |
3.7% |
2,291,145 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-225 |
114-115 |
113-046 |
|
R3 |
114-032 |
113-242 |
112-313 |
|
R2 |
113-159 |
113-159 |
112-295 |
|
R1 |
113-049 |
113-049 |
112-278 |
113-104 |
PP |
112-286 |
112-286 |
112-286 |
112-313 |
S1 |
112-176 |
112-176 |
112-242 |
112-231 |
S2 |
112-093 |
112-093 |
112-225 |
|
S3 |
111-220 |
111-303 |
112-207 |
|
S4 |
111-027 |
111-110 |
112-154 |
|
|
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 |
115-255 |
2.618 |
114-260 |
1.618 |
114-067 |
1.000 |
113-268 |
0.618 |
113-194 |
HIGH |
113-075 |
0.618 |
113-001 |
0.500 |
112-298 |
0.382 |
112-276 |
LOW |
112-202 |
0.618 |
112-083 |
1.000 |
112-009 |
1.618 |
111-210 |
2.618 |
111-017 |
4.250 |
110-022 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-298 |
112-242 |
PP |
112-286 |
112-224 |
S1 |
112-273 |
112-206 |
|