ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-095 |
113-207 |
-0-208 |
-0.6% |
111-297 |
| High |
114-260 |
113-215 |
-1-045 |
-1.0% |
114-100 |
| Low |
112-187 |
112-170 |
-0-017 |
0.0% |
111-255 |
| Close |
113-112 |
112-172 |
-0-260 |
-0.7% |
113-197 |
| Range |
2-073 |
1-045 |
-1-028 |
-48.8% |
2-165 |
| ATR |
1-054 |
1-053 |
-0-001 |
-0.2% |
0-000 |
| Volume |
618,549 |
823,736 |
205,187 |
33.2% |
2,818,401 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-107 |
115-185 |
113-053 |
|
| R3 |
115-062 |
114-140 |
112-272 |
|
| R2 |
114-017 |
114-017 |
112-239 |
|
| R1 |
113-095 |
113-095 |
112-205 |
113-034 |
| PP |
112-292 |
112-292 |
112-292 |
112-262 |
| S1 |
112-050 |
112-050 |
112-139 |
111-308 |
| S2 |
111-247 |
111-247 |
112-105 |
|
| S3 |
110-202 |
111-005 |
112-072 |
|
| S4 |
109-157 |
109-280 |
111-291 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
119-230 |
115-000 |
|
| R3 |
118-087 |
117-065 |
114-098 |
|
| R2 |
115-242 |
115-242 |
114-025 |
|
| R1 |
114-220 |
114-220 |
113-271 |
115-071 |
| PP |
113-077 |
113-077 |
113-077 |
113-163 |
| S1 |
112-055 |
112-055 |
113-123 |
112-226 |
| S2 |
110-232 |
110-232 |
113-049 |
|
| S3 |
108-067 |
109-210 |
112-296 |
|
| S4 |
105-222 |
107-045 |
112-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-260 |
112-170 |
2-090 |
2.0% |
1-067 |
1.1% |
0% |
False |
True |
634,054 |
| 10 |
114-260 |
111-202 |
3-058 |
2.8% |
1-096 |
1.2% |
28% |
False |
False |
621,248 |
| 20 |
115-000 |
111-147 |
3-173 |
3.1% |
1-077 |
1.1% |
30% |
False |
False |
733,516 |
| 40 |
115-000 |
110-290 |
4-030 |
3.6% |
0-298 |
0.8% |
40% |
False |
False |
572,862 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-252 |
0.7% |
58% |
False |
False |
382,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-166 |
|
2.618 |
116-211 |
|
1.618 |
115-166 |
|
1.000 |
114-260 |
|
0.618 |
114-121 |
|
HIGH |
113-215 |
|
0.618 |
113-076 |
|
0.500 |
113-032 |
|
0.382 |
112-309 |
|
LOW |
112-170 |
|
0.618 |
111-264 |
|
1.000 |
111-125 |
|
1.618 |
110-219 |
|
2.618 |
109-174 |
|
4.250 |
107-219 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-032 |
113-215 |
| PP |
112-292 |
113-094 |
| S1 |
112-232 |
112-293 |
|