ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-170 |
113-305 |
0-135 |
0.4% |
111-297 |
| High |
113-287 |
114-260 |
0-293 |
0.8% |
114-100 |
| Low |
112-270 |
113-302 |
1-032 |
1.0% |
111-255 |
| Close |
113-197 |
114-235 |
1-038 |
1.0% |
113-197 |
| Range |
1-017 |
0-278 |
-0-059 |
-17.5% |
2-165 |
| ATR |
1-031 |
1-034 |
0-002 |
0.6% |
0-000 |
| Volume |
489,347 |
665,561 |
176,214 |
36.0% |
2,818,401 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-033 |
116-252 |
115-068 |
|
| R3 |
116-075 |
115-294 |
114-311 |
|
| R2 |
115-117 |
115-117 |
114-286 |
|
| R1 |
115-016 |
115-016 |
114-260 |
115-066 |
| PP |
114-159 |
114-159 |
114-159 |
114-184 |
| S1 |
114-058 |
114-058 |
114-210 |
114-108 |
| S2 |
113-201 |
113-201 |
114-184 |
|
| S3 |
112-243 |
113-100 |
114-159 |
|
| S4 |
111-285 |
112-142 |
114-082 |
|
|
| 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 |
112-037 |
2-223 |
2.4% |
1-043 |
1.0% |
97% |
True |
False |
597,067 |
| 10 |
114-260 |
111-165 |
3-095 |
2.9% |
1-034 |
1.0% |
98% |
True |
False |
600,687 |
| 20 |
115-000 |
111-147 |
3-173 |
3.1% |
1-047 |
1.0% |
92% |
False |
False |
769,038 |
| 40 |
115-000 |
110-180 |
4-140 |
3.9% |
0-278 |
0.8% |
94% |
False |
False |
522,757 |
| 60 |
115-000 |
109-050 |
5-270 |
5.1% |
0-242 |
0.7% |
95% |
False |
False |
349,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-162 |
|
2.618 |
117-028 |
|
1.618 |
116-070 |
|
1.000 |
115-218 |
|
0.618 |
115-112 |
|
HIGH |
114-260 |
|
0.618 |
114-154 |
|
0.500 |
114-121 |
|
0.382 |
114-088 |
|
LOW |
113-302 |
|
0.618 |
113-130 |
|
1.000 |
113-024 |
|
1.618 |
112-172 |
|
2.618 |
111-214 |
|
4.250 |
110-080 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-197 |
114-126 |
| PP |
114-159 |
114-017 |
| S1 |
114-121 |
113-228 |
|