ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
111-270 |
111-250 |
-0-020 |
-0.1% |
111-010 |
| High |
112-000 |
112-050 |
0-050 |
0.1% |
111-270 |
| Low |
111-220 |
111-200 |
-0-020 |
-0.1% |
110-180 |
| Close |
111-240 |
112-020 |
0-100 |
0.3% |
111-180 |
| Range |
0-100 |
0-170 |
0-070 |
70.0% |
1-090 |
| ATR |
0-170 |
0-170 |
0-000 |
0.0% |
0-000 |
| Volume |
54,908 |
55,821 |
913 |
1.7% |
57,577 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-173 |
113-107 |
112-114 |
|
| R3 |
113-003 |
112-257 |
112-067 |
|
| R2 |
112-153 |
112-153 |
112-051 |
|
| R1 |
112-087 |
112-087 |
112-036 |
112-120 |
| PP |
111-303 |
111-303 |
111-303 |
112-000 |
| S1 |
111-237 |
111-237 |
112-004 |
111-270 |
| S2 |
111-133 |
111-133 |
111-309 |
|
| S3 |
110-283 |
111-067 |
111-293 |
|
| S4 |
110-113 |
110-217 |
111-246 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-053 |
114-207 |
112-086 |
|
| R3 |
113-283 |
113-117 |
111-293 |
|
| R2 |
112-193 |
112-193 |
111-255 |
|
| R1 |
112-027 |
112-027 |
111-218 |
112-110 |
| PP |
111-103 |
111-103 |
111-103 |
111-145 |
| S1 |
110-257 |
110-257 |
111-142 |
111-020 |
| S2 |
110-013 |
110-013 |
111-105 |
|
| S3 |
108-243 |
109-167 |
111-067 |
|
| S4 |
107-153 |
108-077 |
110-274 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-132 |
|
2.618 |
113-175 |
|
1.618 |
113-005 |
|
1.000 |
112-220 |
|
0.618 |
112-155 |
|
HIGH |
112-050 |
|
0.618 |
111-305 |
|
0.500 |
111-285 |
|
0.382 |
111-265 |
|
LOW |
111-200 |
|
0.618 |
111-095 |
|
1.000 |
111-030 |
|
1.618 |
110-245 |
|
2.618 |
110-075 |
|
4.250 |
109-118 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-002 |
111-315 |
| PP |
111-303 |
111-290 |
| S1 |
111-285 |
111-265 |
|