ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-177 |
113-310 |
0-133 |
0.4% |
112-190 |
| High |
114-190 |
114-122 |
-0-068 |
-0.2% |
114-190 |
| Low |
113-172 |
113-202 |
0-030 |
0.1% |
112-052 |
| Close |
113-262 |
113-255 |
-0-007 |
0.0% |
113-262 |
| Range |
1-018 |
0-240 |
-0-098 |
-29.0% |
2-138 |
| ATR |
1-013 |
1-006 |
-0-007 |
-2.0% |
0-000 |
| Volume |
448,527 |
425,259 |
-23,268 |
-5.2% |
1,826,264 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-060 |
115-237 |
114-067 |
|
| R3 |
115-140 |
114-317 |
114-001 |
|
| R2 |
114-220 |
114-220 |
113-299 |
|
| R1 |
114-077 |
114-077 |
113-277 |
114-028 |
| PP |
113-300 |
113-300 |
113-300 |
113-275 |
| S1 |
113-157 |
113-157 |
113-233 |
113-108 |
| S2 |
113-060 |
113-060 |
113-211 |
|
| S3 |
112-140 |
112-237 |
113-189 |
|
| S4 |
111-220 |
111-317 |
113-123 |
|
|
| 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 |
112-202 |
1-308 |
1.7% |
0-283 |
0.8% |
59% |
False |
False |
374,989 |
| 10 |
114-190 |
111-075 |
3-115 |
3.0% |
0-268 |
0.7% |
76% |
False |
False |
363,132 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
1-016 |
0.9% |
72% |
False |
False |
475,288 |
| 40 |
115-000 |
111-062 |
3-258 |
3.3% |
1-021 |
0.9% |
68% |
False |
False |
624,686 |
| 60 |
115-000 |
110-070 |
4-250 |
4.2% |
0-279 |
0.8% |
75% |
False |
False |
457,505 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-254 |
0.7% |
79% |
False |
False |
343,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-182 |
|
2.618 |
116-110 |
|
1.618 |
115-190 |
|
1.000 |
115-042 |
|
0.618 |
114-270 |
|
HIGH |
114-122 |
|
0.618 |
114-030 |
|
0.500 |
114-002 |
|
0.382 |
113-294 |
|
LOW |
113-202 |
|
0.618 |
113-054 |
|
1.000 |
112-282 |
|
1.618 |
112-134 |
|
2.618 |
111-214 |
|
4.250 |
110-142 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-002 |
113-296 |
| PP |
113-300 |
113-282 |
| S1 |
113-277 |
113-269 |
|