ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-267 |
113-177 |
-0-090 |
-0.2% |
112-190 |
| High |
114-050 |
114-190 |
0-140 |
0.4% |
114-190 |
| Low |
113-082 |
113-172 |
0-090 |
0.2% |
112-052 |
| Close |
114-005 |
113-262 |
-0-063 |
-0.2% |
113-262 |
| Range |
0-288 |
1-018 |
0-050 |
17.4% |
2-138 |
| ATR |
1-013 |
1-013 |
0-000 |
0.1% |
0-000 |
| Volume |
313,909 |
448,527 |
134,618 |
42.9% |
1,826,264 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-049 |
116-173 |
114-128 |
|
| R3 |
116-031 |
115-155 |
114-035 |
|
| R2 |
115-013 |
115-013 |
114-004 |
|
| R1 |
114-137 |
114-137 |
113-293 |
114-235 |
| PP |
113-315 |
113-315 |
113-315 |
114-044 |
| S1 |
113-119 |
113-119 |
113-231 |
113-217 |
| S2 |
112-297 |
112-297 |
113-200 |
|
| S3 |
111-279 |
112-101 |
113-169 |
|
| S4 |
110-261 |
111-083 |
113-076 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-262 |
119-240 |
115-050 |
|
| R3 |
118-124 |
117-102 |
114-156 |
|
| R2 |
115-306 |
115-306 |
114-085 |
|
| R1 |
114-284 |
114-284 |
114-013 |
115-135 |
| PP |
113-168 |
113-168 |
113-168 |
113-254 |
| S1 |
112-146 |
112-146 |
113-191 |
112-317 |
| S2 |
111-030 |
111-030 |
113-119 |
|
| S3 |
108-212 |
110-008 |
113-048 |
|
| S4 |
106-074 |
107-190 |
112-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
112-052 |
2-138 |
2.1% |
0-274 |
0.8% |
68% |
True |
False |
365,252 |
| 10 |
114-190 |
111-075 |
3-115 |
3.0% |
0-280 |
0.8% |
77% |
True |
False |
364,799 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
1-044 |
1.0% |
72% |
False |
False |
478,956 |
| 40 |
115-000 |
111-062 |
3-258 |
3.3% |
1-020 |
0.9% |
69% |
False |
False |
625,683 |
| 60 |
115-000 |
110-070 |
4-250 |
4.2% |
0-277 |
0.8% |
75% |
False |
False |
450,443 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-252 |
0.7% |
80% |
False |
False |
338,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-026 |
|
2.618 |
117-115 |
|
1.618 |
116-097 |
|
1.000 |
115-208 |
|
0.618 |
115-079 |
|
HIGH |
114-190 |
|
0.618 |
114-061 |
|
0.500 |
114-021 |
|
0.382 |
113-301 |
|
LOW |
113-172 |
|
0.618 |
112-283 |
|
1.000 |
112-154 |
|
1.618 |
111-265 |
|
2.618 |
110-247 |
|
4.250 |
109-016 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-021 |
113-296 |
| PP |
113-315 |
113-285 |
| S1 |
113-288 |
113-273 |
|