ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-152 |
114-300 |
0-148 |
0.4% |
112-230 |
| High |
114-260 |
115-157 |
0-217 |
0.6% |
113-240 |
| Low |
114-050 |
113-295 |
-0-075 |
-0.2% |
111-275 |
| Close |
114-192 |
114-085 |
-0-107 |
-0.3% |
113-002 |
| Range |
0-210 |
1-182 |
0-292 |
139.0% |
1-285 |
| ATR |
0-229 |
0-248 |
0-020 |
8.5% |
0-000 |
| Volume |
15,878 |
35,731 |
19,853 |
125.0% |
154,057 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-085 |
118-107 |
115-041 |
|
| R3 |
117-223 |
116-245 |
114-223 |
|
| R2 |
116-041 |
116-041 |
114-177 |
|
| R1 |
115-063 |
115-063 |
114-131 |
114-281 |
| PP |
114-179 |
114-179 |
114-179 |
114-128 |
| S1 |
113-201 |
113-201 |
114-039 |
113-099 |
| S2 |
112-317 |
112-317 |
113-313 |
|
| S3 |
111-135 |
112-019 |
113-267 |
|
| S4 |
109-273 |
110-157 |
113-129 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-174 |
117-213 |
114-015 |
|
| R3 |
116-209 |
115-248 |
113-168 |
|
| R2 |
114-244 |
114-244 |
113-113 |
|
| R1 |
113-283 |
113-283 |
113-057 |
114-104 |
| PP |
112-279 |
112-279 |
112-279 |
113-029 |
| S1 |
111-318 |
111-318 |
112-267 |
112-138 |
| S2 |
110-314 |
110-314 |
112-211 |
|
| S3 |
109-029 |
110-033 |
112-156 |
|
| S4 |
107-064 |
108-068 |
111-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-157 |
112-260 |
2-217 |
2.3% |
0-252 |
0.7% |
54% |
True |
False |
28,683 |
| 10 |
115-157 |
111-275 |
3-202 |
3.2% |
0-255 |
0.7% |
66% |
True |
False |
80,779 |
| 20 |
115-157 |
111-275 |
3-202 |
3.2% |
0-202 |
0.6% |
66% |
True |
False |
375,286 |
| 40 |
115-157 |
109-252 |
5-225 |
5.0% |
0-198 |
0.5% |
79% |
True |
False |
469,081 |
| 60 |
115-157 |
109-002 |
6-155 |
5.7% |
0-204 |
0.6% |
81% |
True |
False |
528,743 |
| 80 |
115-157 |
108-150 |
7-007 |
6.1% |
0-212 |
0.6% |
83% |
True |
False |
547,386 |
| 100 |
115-157 |
108-150 |
7-007 |
6.1% |
0-205 |
0.6% |
83% |
True |
False |
446,897 |
| 120 |
115-157 |
108-150 |
7-007 |
6.1% |
0-182 |
0.5% |
83% |
True |
False |
372,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-050 |
|
2.618 |
119-191 |
|
1.618 |
118-009 |
|
1.000 |
117-019 |
|
0.618 |
116-147 |
|
HIGH |
115-157 |
|
0.618 |
114-285 |
|
0.500 |
114-226 |
|
0.382 |
114-167 |
|
LOW |
113-295 |
|
0.618 |
112-305 |
|
1.000 |
112-113 |
|
1.618 |
111-123 |
|
2.618 |
109-261 |
|
4.250 |
107-082 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-226 |
114-073 |
| PP |
114-179 |
114-061 |
| S1 |
114-132 |
114-048 |
|