ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
112-240 |
112-222 |
-0-018 |
0.0% |
112-040 |
High |
113-075 |
112-315 |
-0-080 |
-0.2% |
113-075 |
Low |
112-202 |
112-085 |
-0-117 |
-0.3% |
111-062 |
Close |
112-260 |
112-160 |
-0-100 |
-0.3% |
112-160 |
Range |
0-193 |
0-230 |
0-037 |
19.2% |
2-013 |
ATR |
0-214 |
0-215 |
0-001 |
0.5% |
0-000 |
Volume |
865,436 |
913,290 |
47,854 |
5.5% |
4,434,199 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-237 |
114-108 |
112-286 |
|
R3 |
114-007 |
113-198 |
112-223 |
|
R2 |
113-097 |
113-097 |
112-202 |
|
R1 |
112-288 |
112-288 |
112-181 |
112-238 |
PP |
112-187 |
112-187 |
112-187 |
112-161 |
S1 |
112-058 |
112-058 |
112-139 |
112-008 |
S2 |
111-277 |
111-277 |
112-118 |
|
S3 |
111-047 |
111-148 |
112-097 |
|
S4 |
110-137 |
110-238 |
112-034 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-138 |
117-162 |
113-199 |
|
R3 |
116-125 |
115-149 |
113-020 |
|
R2 |
114-112 |
114-112 |
112-280 |
|
R1 |
113-136 |
113-136 |
112-220 |
113-284 |
PP |
112-099 |
112-099 |
112-099 |
112-173 |
S1 |
111-123 |
111-123 |
112-100 |
111-271 |
S2 |
110-086 |
110-086 |
112-040 |
|
S3 |
108-073 |
109-110 |
111-300 |
|
S4 |
106-060 |
107-097 |
111-121 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-012 |
2.618 |
114-277 |
1.618 |
114-047 |
1.000 |
113-225 |
0.618 |
113-137 |
HIGH |
112-315 |
0.618 |
112-227 |
0.500 |
112-200 |
0.382 |
112-173 |
LOW |
112-085 |
0.618 |
111-263 |
1.000 |
111-175 |
1.618 |
111-033 |
2.618 |
110-123 |
4.250 |
109-068 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
112-200 |
112-240 |
PP |
112-187 |
112-213 |
S1 |
112-173 |
112-187 |
|