ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-300 |
114-105 |
-0-195 |
-0.5% |
112-230 |
| High |
115-157 |
115-070 |
-0-087 |
-0.2% |
113-240 |
| Low |
113-295 |
114-090 |
0-115 |
0.3% |
111-275 |
| Close |
114-085 |
115-035 |
0-270 |
0.7% |
113-002 |
| Range |
1-182 |
0-300 |
-0-202 |
-40.2% |
1-285 |
| ATR |
0-248 |
0-252 |
0-004 |
1.6% |
0-000 |
| Volume |
35,731 |
41,128 |
5,397 |
15.1% |
154,057 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-218 |
117-107 |
115-200 |
|
| R3 |
116-238 |
116-127 |
115-118 |
|
| R2 |
115-258 |
115-258 |
115-090 |
|
| R1 |
115-147 |
115-147 |
115-062 |
115-202 |
| PP |
114-278 |
114-278 |
114-278 |
114-306 |
| S1 |
114-167 |
114-167 |
115-008 |
114-222 |
| S2 |
113-298 |
113-298 |
114-300 |
|
| S3 |
112-318 |
113-187 |
114-272 |
|
| S4 |
112-018 |
112-207 |
114-190 |
|
|
| 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% |
0-276 |
0.7% |
86% |
False |
False |
27,158 |
| 10 |
115-157 |
111-275 |
3-202 |
3.2% |
0-260 |
0.7% |
90% |
False |
False |
61,782 |
| 20 |
115-157 |
111-275 |
3-202 |
3.2% |
0-212 |
0.6% |
90% |
False |
False |
354,441 |
| 40 |
115-157 |
109-252 |
5-225 |
5.0% |
0-200 |
0.5% |
93% |
False |
False |
452,609 |
| 60 |
115-157 |
109-020 |
6-137 |
5.6% |
0-206 |
0.6% |
94% |
False |
False |
519,208 |
| 80 |
115-157 |
108-150 |
7-007 |
6.1% |
0-213 |
0.6% |
95% |
False |
False |
546,487 |
| 100 |
115-157 |
108-150 |
7-007 |
6.1% |
0-207 |
0.6% |
95% |
False |
False |
447,297 |
| 120 |
115-157 |
108-150 |
7-007 |
6.1% |
0-184 |
0.5% |
95% |
False |
False |
372,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-065 |
|
2.618 |
117-215 |
|
1.618 |
116-235 |
|
1.000 |
116-050 |
|
0.618 |
115-255 |
|
HIGH |
115-070 |
|
0.618 |
114-275 |
|
0.500 |
114-240 |
|
0.382 |
114-205 |
|
LOW |
114-090 |
|
0.618 |
113-225 |
|
1.000 |
113-110 |
|
1.618 |
112-245 |
|
2.618 |
111-265 |
|
4.250 |
110-095 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-317 |
114-312 |
| PP |
114-278 |
114-269 |
| S1 |
114-240 |
114-226 |
|