ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
111-287 |
112-070 |
0-103 |
0.3% |
113-065 |
High |
112-160 |
112-097 |
-0-063 |
-0.2% |
115-000 |
Low |
111-210 |
111-165 |
-0-045 |
-0.1% |
111-180 |
Close |
112-117 |
111-200 |
-0-237 |
-0.7% |
112-032 |
Range |
0-270 |
0-252 |
-0-018 |
-6.7% |
3-140 |
ATR |
0-315 |
0-312 |
-0-003 |
-1.0% |
0-000 |
Volume |
638,462 |
639,633 |
1,171 |
0.2% |
4,940,973 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-057 |
113-220 |
112-019 |
|
R3 |
113-125 |
112-288 |
111-269 |
|
R2 |
112-193 |
112-193 |
111-246 |
|
R1 |
112-036 |
112-036 |
111-223 |
111-308 |
PP |
111-261 |
111-261 |
111-261 |
111-237 |
S1 |
111-104 |
111-104 |
111-177 |
111-056 |
S2 |
111-009 |
111-009 |
111-154 |
|
S3 |
110-077 |
110-172 |
111-131 |
|
S4 |
109-145 |
109-240 |
111-061 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
113-255 |
111-147 |
2-108 |
2.1% |
1-015 |
0.9% |
7% |
False |
False |
695,761 |
10 |
115-000 |
111-147 |
3-173 |
3.2% |
1-058 |
1.1% |
5% |
False |
False |
845,785 |
20 |
115-000 |
111-062 |
3-258 |
3.4% |
0-311 |
0.9% |
11% |
False |
False |
765,664 |
40 |
115-000 |
110-060 |
4-260 |
4.3% |
0-234 |
0.7% |
30% |
False |
False |
418,560 |
60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-212 |
0.6% |
42% |
False |
False |
279,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-208 |
2.618 |
114-117 |
1.618 |
113-185 |
1.000 |
113-029 |
0.618 |
112-253 |
HIGH |
112-097 |
0.618 |
112-001 |
0.500 |
111-291 |
0.382 |
111-261 |
LOW |
111-165 |
0.618 |
111-009 |
1.000 |
110-233 |
1.618 |
110-077 |
2.618 |
109-145 |
4.250 |
108-054 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
111-291 |
112-002 |
PP |
111-261 |
111-282 |
S1 |
111-230 |
111-241 |
|