ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
114-105 |
114-240 |
0-135 |
0.4% |
112-230 |
| High |
115-070 |
115-120 |
0-050 |
0.1% |
113-240 |
| Low |
114-090 |
114-140 |
0-050 |
0.1% |
111-275 |
| Close |
115-035 |
115-015 |
-0-020 |
-0.1% |
113-002 |
| Range |
0-300 |
0-300 |
0-000 |
0.0% |
1-285 |
| ATR |
0-252 |
0-256 |
0-003 |
1.4% |
0-000 |
| Volume |
41,128 |
6,718 |
-34,410 |
-83.7% |
154,057 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-245 |
117-110 |
115-180 |
|
| R3 |
116-265 |
116-130 |
115-098 |
|
| R2 |
115-285 |
115-285 |
115-070 |
|
| R1 |
115-150 |
115-150 |
115-042 |
115-218 |
| PP |
114-305 |
114-305 |
114-305 |
115-019 |
| S1 |
114-170 |
114-170 |
114-308 |
114-238 |
| S2 |
114-005 |
114-005 |
114-280 |
|
| S3 |
113-025 |
113-190 |
114-252 |
|
| S4 |
112-045 |
112-210 |
114-170 |
|
|
| 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% |
0-299 |
0.8% |
83% |
False |
False |
23,123 |
| 10 |
115-157 |
111-275 |
3-202 |
3.2% |
0-280 |
0.8% |
88% |
False |
False |
43,751 |
| 20 |
115-157 |
111-275 |
3-202 |
3.2% |
0-222 |
0.6% |
88% |
False |
False |
336,879 |
| 40 |
115-157 |
109-252 |
5-225 |
5.0% |
0-201 |
0.5% |
92% |
False |
False |
440,244 |
| 60 |
115-157 |
109-020 |
6-137 |
5.6% |
0-209 |
0.6% |
93% |
False |
False |
510,602 |
| 80 |
115-157 |
108-150 |
7-007 |
6.1% |
0-216 |
0.6% |
94% |
False |
False |
545,158 |
| 100 |
115-157 |
108-150 |
7-007 |
6.1% |
0-209 |
0.6% |
94% |
False |
False |
447,290 |
| 120 |
115-157 |
108-150 |
7-007 |
6.1% |
0-187 |
0.5% |
94% |
False |
False |
372,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-115 |
|
2.618 |
117-265 |
|
1.618 |
116-285 |
|
1.000 |
116-100 |
|
0.618 |
115-305 |
|
HIGH |
115-120 |
|
0.618 |
115-005 |
|
0.500 |
114-290 |
|
0.382 |
114-255 |
|
LOW |
114-140 |
|
0.618 |
113-275 |
|
1.000 |
113-160 |
|
1.618 |
112-295 |
|
2.618 |
111-315 |
|
4.250 |
110-145 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-000 |
114-299 |
| PP |
114-305 |
114-262 |
| S1 |
114-290 |
114-226 |
|