ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
113-242 |
112-000 |
-1-242 |
-1.5% |
113-065 |
High |
113-255 |
112-087 |
-1-168 |
-1.3% |
115-000 |
Low |
111-180 |
111-147 |
-0-033 |
-0.1% |
111-180 |
Close |
112-032 |
111-312 |
-0-040 |
-0.1% |
112-032 |
Range |
2-075 |
0-260 |
-1-135 |
-63.6% |
3-140 |
ATR |
1-014 |
1-009 |
-0-005 |
-1.6% |
0-000 |
Volume |
875,218 |
793,834 |
-81,384 |
-9.3% |
4,940,973 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-109 |
113-310 |
112-135 |
|
R3 |
113-169 |
113-050 |
112-064 |
|
R2 |
112-229 |
112-229 |
112-040 |
|
R1 |
112-110 |
112-110 |
112-016 |
112-040 |
PP |
111-289 |
111-289 |
111-289 |
111-253 |
S1 |
111-170 |
111-170 |
111-288 |
111-100 |
S2 |
111-029 |
111-029 |
111-264 |
|
S3 |
110-089 |
110-230 |
111-240 |
|
S4 |
109-149 |
109-290 |
111-169 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-064 |
121-028 |
113-317 |
|
R3 |
119-244 |
117-208 |
113-014 |
|
R2 |
116-104 |
116-104 |
112-234 |
|
R1 |
114-068 |
114-068 |
112-133 |
113-176 |
PP |
112-284 |
112-284 |
112-284 |
112-178 |
S1 |
110-248 |
110-248 |
111-251 |
110-036 |
S2 |
109-144 |
109-144 |
111-150 |
|
S3 |
106-004 |
107-108 |
111-050 |
|
S4 |
102-184 |
103-288 |
110-067 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-232 |
2.618 |
114-128 |
1.618 |
113-188 |
1.000 |
113-027 |
0.618 |
112-248 |
HIGH |
112-087 |
0.618 |
111-308 |
0.500 |
111-277 |
0.382 |
111-246 |
LOW |
111-147 |
0.618 |
110-306 |
1.000 |
110-207 |
1.618 |
110-046 |
2.618 |
109-106 |
4.250 |
108-002 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
111-300 |
113-062 |
PP |
111-289 |
112-252 |
S1 |
111-277 |
112-122 |
|