ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-090 |
114-077 |
0-307 |
0.8% |
113-310 |
| High |
114-097 |
115-087 |
0-310 |
0.8% |
114-122 |
| Low |
113-020 |
114-015 |
0-315 |
0.9% |
113-017 |
| Close |
114-052 |
115-025 |
0-293 |
0.8% |
113-082 |
| Range |
1-077 |
1-072 |
-0-005 |
-1.3% |
1-105 |
| ATR |
0-316 |
1-001 |
0-005 |
1.7% |
0-000 |
| Volume |
384,135 |
239,406 |
-144,729 |
-37.7% |
1,877,945 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-152 |
118-000 |
115-241 |
|
| R3 |
117-080 |
116-248 |
115-133 |
|
| R2 |
116-008 |
116-008 |
115-097 |
|
| R1 |
115-176 |
115-176 |
115-061 |
115-252 |
| PP |
114-256 |
114-256 |
114-256 |
114-294 |
| S1 |
114-104 |
114-104 |
114-309 |
114-180 |
| S2 |
113-184 |
113-184 |
114-273 |
|
| S3 |
112-112 |
113-032 |
114-237 |
|
| S4 |
111-040 |
111-280 |
114-129 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-175 |
116-234 |
113-316 |
|
| R3 |
116-070 |
115-129 |
113-199 |
|
| R2 |
114-285 |
114-285 |
113-160 |
|
| R1 |
114-024 |
114-024 |
113-121 |
113-262 |
| PP |
113-180 |
113-180 |
113-180 |
113-140 |
| S1 |
112-239 |
112-239 |
113-043 |
112-157 |
| S2 |
112-075 |
112-075 |
113-004 |
|
| S3 |
110-290 |
111-134 |
112-285 |
|
| S4 |
109-185 |
110-029 |
112-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-087 |
113-017 |
2-070 |
1.9% |
0-315 |
0.9% |
91% |
True |
False |
343,475 |
| 10 |
115-087 |
113-017 |
2-070 |
1.9% |
0-287 |
0.8% |
91% |
True |
False |
362,633 |
| 20 |
115-087 |
111-075 |
4-012 |
3.5% |
1-004 |
0.9% |
95% |
True |
False |
401,179 |
| 40 |
115-087 |
111-075 |
4-012 |
3.5% |
1-024 |
0.9% |
95% |
True |
False |
573,798 |
| 60 |
115-087 |
110-270 |
4-137 |
3.8% |
0-294 |
0.8% |
96% |
True |
False |
491,734 |
| 80 |
115-087 |
109-050 |
6-037 |
5.3% |
0-261 |
0.7% |
97% |
True |
False |
369,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-153 |
|
2.618 |
118-153 |
|
1.618 |
117-081 |
|
1.000 |
116-159 |
|
0.618 |
116-009 |
|
HIGH |
115-087 |
|
0.618 |
114-257 |
|
0.500 |
114-211 |
|
0.382 |
114-165 |
|
LOW |
114-015 |
|
0.618 |
113-093 |
|
1.000 |
112-263 |
|
1.618 |
112-021 |
|
2.618 |
110-269 |
|
4.250 |
108-269 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-300 |
114-248 |
| PP |
114-256 |
114-151 |
| S1 |
114-211 |
114-054 |
|