ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-130 |
113-237 |
0-107 |
0.3% |
112-190 |
| High |
114-035 |
113-242 |
-0-113 |
-0.3% |
114-190 |
| Low |
113-117 |
113-017 |
-0-100 |
-0.3% |
112-052 |
| Close |
113-160 |
113-127 |
-0-033 |
-0.1% |
113-262 |
| Range |
0-238 |
0-225 |
-0-013 |
-5.5% |
2-138 |
| ATR |
0-315 |
0-309 |
-0-006 |
-2.0% |
0-000 |
| Volume |
378,998 |
362,831 |
-16,167 |
-4.3% |
1,826,264 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-164 |
115-050 |
113-251 |
|
| R3 |
114-259 |
114-145 |
113-189 |
|
| R2 |
114-034 |
114-034 |
113-168 |
|
| R1 |
113-240 |
113-240 |
113-148 |
113-184 |
| PP |
113-129 |
113-129 |
113-129 |
113-101 |
| S1 |
113-015 |
113-015 |
113-106 |
112-280 |
| S2 |
112-224 |
112-224 |
113-086 |
|
| S3 |
111-319 |
112-110 |
113-065 |
|
| S4 |
111-094 |
111-205 |
113-003 |
|
|
| 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 |
113-017 |
1-173 |
1.4% |
0-258 |
0.7% |
22% |
False |
True |
394,892 |
| 10 |
114-190 |
112-052 |
2-138 |
2.1% |
0-256 |
0.7% |
51% |
False |
False |
384,682 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
0-311 |
0.9% |
60% |
False |
False |
438,801 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-025 |
0.9% |
58% |
False |
False |
608,579 |
| 60 |
115-000 |
110-180 |
4-140 |
3.9% |
0-285 |
0.8% |
64% |
False |
False |
475,716 |
| 80 |
115-000 |
109-050 |
5-270 |
5.2% |
0-257 |
0.7% |
73% |
False |
False |
357,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-238 |
|
2.618 |
115-191 |
|
1.618 |
114-286 |
|
1.000 |
114-147 |
|
0.618 |
114-061 |
|
HIGH |
113-242 |
|
0.618 |
113-156 |
|
0.500 |
113-130 |
|
0.382 |
113-103 |
|
LOW |
113-017 |
|
0.618 |
112-198 |
|
1.000 |
112-112 |
|
1.618 |
111-293 |
|
2.618 |
111-068 |
|
4.250 |
110-021 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-130 |
113-186 |
| PP |
113-129 |
113-166 |
| S1 |
113-128 |
113-147 |
|