ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-305 |
114-147 |
0-162 |
0.4% |
111-297 |
| High |
114-260 |
114-210 |
-0-050 |
-0.1% |
114-100 |
| Low |
113-302 |
113-287 |
-0-015 |
0.0% |
111-255 |
| Close |
114-235 |
114-092 |
-0-143 |
-0.4% |
113-197 |
| Range |
0-278 |
0-243 |
-0-035 |
-12.6% |
2-165 |
| ATR |
1-034 |
1-028 |
-0-006 |
-1.7% |
0-000 |
| Volume |
665,561 |
573,077 |
-92,484 |
-13.9% |
2,818,401 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-179 |
116-058 |
114-226 |
|
| R3 |
115-256 |
115-135 |
114-159 |
|
| R2 |
115-013 |
115-013 |
114-137 |
|
| R1 |
114-212 |
114-212 |
114-114 |
114-151 |
| PP |
114-090 |
114-090 |
114-090 |
114-059 |
| S1 |
113-289 |
113-289 |
114-070 |
113-228 |
| S2 |
113-167 |
113-167 |
114-047 |
|
| S3 |
112-244 |
113-046 |
114-025 |
|
| S4 |
112-001 |
112-123 |
113-278 |
|
|
| 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 |
112-085 |
2-175 |
2.2% |
0-305 |
0.8% |
79% |
False |
False |
572,612 |
| 10 |
114-260 |
111-165 |
3-095 |
2.9% |
1-041 |
1.0% |
84% |
False |
False |
604,829 |
| 20 |
115-000 |
111-147 |
3-173 |
3.1% |
1-044 |
1.0% |
80% |
False |
False |
746,417 |
| 40 |
115-000 |
110-270 |
4-050 |
3.6% |
0-279 |
0.8% |
83% |
False |
False |
537,011 |
| 60 |
115-000 |
109-050 |
5-270 |
5.1% |
0-241 |
0.7% |
88% |
False |
False |
358,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-283 |
|
2.618 |
116-206 |
|
1.618 |
115-283 |
|
1.000 |
115-133 |
|
0.618 |
115-040 |
|
HIGH |
114-210 |
|
0.618 |
114-117 |
|
0.500 |
114-088 |
|
0.382 |
114-060 |
|
LOW |
113-287 |
|
0.618 |
113-137 |
|
1.000 |
113-044 |
|
1.618 |
112-214 |
|
2.618 |
111-291 |
|
4.250 |
110-214 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-091 |
114-043 |
| PP |
114-090 |
113-314 |
| S1 |
114-088 |
113-265 |
|