ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
112-070 |
111-225 |
-0-165 |
-0.5% |
112-000 |
| High |
112-097 |
112-105 |
0-008 |
0.0% |
112-160 |
| Low |
111-165 |
111-202 |
0-037 |
0.1% |
111-147 |
| Close |
111-200 |
112-050 |
0-170 |
0.5% |
112-050 |
| Range |
0-252 |
0-223 |
-0-029 |
-11.5% |
1-013 |
| ATR |
0-312 |
0-306 |
-0-006 |
-2.0% |
0-000 |
| Volume |
639,633 |
713,159 |
73,526 |
11.5% |
3,316,748 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-041 |
113-269 |
112-173 |
|
| R3 |
113-138 |
113-046 |
112-111 |
|
| R2 |
112-235 |
112-235 |
112-091 |
|
| R1 |
112-143 |
112-143 |
112-070 |
112-189 |
| PP |
112-012 |
112-012 |
112-012 |
112-036 |
| S1 |
111-240 |
111-240 |
112-030 |
111-286 |
| S2 |
111-109 |
111-109 |
112-009 |
|
| S3 |
110-206 |
111-017 |
111-309 |
|
| S4 |
109-303 |
110-114 |
111-247 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-051 |
114-224 |
112-233 |
|
| R3 |
114-038 |
113-211 |
112-142 |
|
| R2 |
113-025 |
113-025 |
112-111 |
|
| R1 |
112-198 |
112-198 |
112-081 |
112-272 |
| PP |
112-012 |
112-012 |
112-012 |
112-049 |
| S1 |
111-185 |
111-185 |
112-019 |
111-258 |
| S2 |
110-319 |
110-319 |
111-309 |
|
| S3 |
109-306 |
110-172 |
111-278 |
|
| S4 |
108-293 |
109-159 |
111-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-160 |
111-147 |
1-013 |
0.9% |
0-236 |
0.7% |
67% |
False |
False |
663,349 |
| 10 |
115-000 |
111-147 |
3-173 |
3.2% |
1-058 |
1.1% |
20% |
False |
False |
825,772 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
0-316 |
0.9% |
25% |
False |
False |
772,410 |
| 40 |
115-000 |
110-070 |
4-250 |
4.3% |
0-234 |
0.7% |
41% |
False |
False |
436,186 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-214 |
0.6% |
51% |
False |
False |
291,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-093 |
|
2.618 |
114-049 |
|
1.618 |
113-146 |
|
1.000 |
113-008 |
|
0.618 |
112-243 |
|
HIGH |
112-105 |
|
0.618 |
112-020 |
|
0.500 |
111-314 |
|
0.382 |
111-287 |
|
LOW |
111-202 |
|
0.618 |
111-064 |
|
1.000 |
110-299 |
|
1.618 |
110-161 |
|
2.618 |
109-258 |
|
4.250 |
108-214 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-031 |
112-034 |
| PP |
112-012 |
112-018 |
| S1 |
111-314 |
112-002 |
|