ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
113-130 |
-0-180 |
-0.5% |
112-190 |
| High |
114-020 |
114-035 |
0-015 |
0.0% |
114-190 |
| Low |
113-090 |
113-117 |
0-027 |
0.1% |
112-052 |
| Close |
113-152 |
113-160 |
0-008 |
0.0% |
113-262 |
| Range |
0-250 |
0-238 |
-0-012 |
-4.8% |
2-138 |
| ATR |
1-001 |
0-315 |
-0-006 |
-1.8% |
0-000 |
| Volume |
358,849 |
378,998 |
20,149 |
5.6% |
1,826,264 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-285 |
115-140 |
113-291 |
|
| R3 |
115-047 |
114-222 |
113-225 |
|
| R2 |
114-129 |
114-129 |
113-204 |
|
| R1 |
113-304 |
113-304 |
113-182 |
114-056 |
| PP |
113-211 |
113-211 |
113-211 |
113-247 |
| S1 |
113-066 |
113-066 |
113-138 |
113-138 |
| S2 |
112-293 |
112-293 |
113-116 |
|
| S3 |
112-055 |
112-148 |
113-095 |
|
| S4 |
111-137 |
111-230 |
113-029 |
|
|
| 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 |
113-082 |
1-108 |
1.2% |
0-271 |
0.7% |
18% |
False |
False |
385,108 |
| 10 |
114-190 |
111-202 |
2-308 |
2.6% |
0-269 |
0.7% |
63% |
False |
False |
387,953 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
0-317 |
0.9% |
63% |
False |
False |
448,606 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-024 |
0.9% |
61% |
False |
False |
613,200 |
| 60 |
115-000 |
110-070 |
4-250 |
4.2% |
0-284 |
0.8% |
69% |
False |
False |
469,772 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-257 |
0.7% |
74% |
False |
False |
352,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-086 |
|
2.618 |
116-018 |
|
1.618 |
115-100 |
|
1.000 |
114-273 |
|
0.618 |
114-182 |
|
HIGH |
114-035 |
|
0.618 |
113-264 |
|
0.500 |
113-236 |
|
0.382 |
113-208 |
|
LOW |
113-117 |
|
0.618 |
112-290 |
|
1.000 |
112-199 |
|
1.618 |
112-052 |
|
2.618 |
111-134 |
|
4.250 |
110-066 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-236 |
113-266 |
| PP |
113-211 |
113-231 |
| S1 |
113-185 |
113-195 |
|