ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-167 |
112-115 |
-1-052 |
-1.0% |
112-000 |
| High |
113-250 |
113-095 |
-0-155 |
-0.4% |
112-160 |
| Low |
112-037 |
112-085 |
0-048 |
0.1% |
111-147 |
| Close |
112-075 |
112-247 |
0-172 |
0.5% |
112-050 |
| Range |
1-213 |
1-010 |
-0-203 |
-38.1% |
1-013 |
| ATR |
1-035 |
1-034 |
-0-001 |
-0.3% |
0-000 |
| Volume |
695,350 |
576,136 |
-119,214 |
-17.1% |
3,316,748 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-279 |
115-113 |
113-108 |
|
| R3 |
114-269 |
114-103 |
113-018 |
|
| R2 |
113-259 |
113-259 |
112-308 |
|
| R1 |
113-093 |
113-093 |
112-277 |
113-176 |
| PP |
112-249 |
112-249 |
112-249 |
112-290 |
| S1 |
112-083 |
112-083 |
112-217 |
112-166 |
| S2 |
111-239 |
111-239 |
112-186 |
|
| S3 |
110-229 |
111-073 |
112-156 |
|
| S4 |
109-219 |
110-063 |
112-066 |
|
|
| 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 |
114-100 |
111-165 |
2-255 |
2.5% |
1-109 |
1.2% |
45% |
False |
False |
624,581 |
| 10 |
114-297 |
111-147 |
3-150 |
3.1% |
1-080 |
1.1% |
38% |
False |
False |
687,107 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
1-051 |
1.0% |
41% |
False |
False |
777,795 |
| 40 |
115-000 |
110-070 |
4-250 |
4.2% |
0-268 |
0.7% |
53% |
False |
False |
480,356 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-237 |
0.7% |
62% |
False |
False |
320,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-218 |
|
2.618 |
115-319 |
|
1.618 |
114-309 |
|
1.000 |
114-105 |
|
0.618 |
113-299 |
|
HIGH |
113-095 |
|
0.618 |
112-289 |
|
0.500 |
112-250 |
|
0.382 |
112-211 |
|
LOW |
112-085 |
|
0.618 |
111-201 |
|
1.000 |
111-075 |
|
1.618 |
110-191 |
|
2.618 |
109-181 |
|
4.250 |
107-282 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-250 |
113-018 |
| PP |
112-249 |
112-307 |
| S1 |
112-248 |
112-277 |
|