ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-077 |
115-047 |
0-290 |
0.8% |
113-310 |
| High |
115-087 |
115-200 |
0-113 |
0.3% |
114-122 |
| Low |
114-015 |
114-282 |
0-267 |
0.7% |
113-017 |
| Close |
115-025 |
115-142 |
0-117 |
0.3% |
113-082 |
| Range |
1-072 |
0-238 |
-0-154 |
-39.3% |
1-105 |
| ATR |
1-001 |
0-315 |
-0-006 |
-1.9% |
0-000 |
| Volume |
239,406 |
394,260 |
154,854 |
64.7% |
1,877,945 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-175 |
117-077 |
115-273 |
|
| R3 |
116-257 |
116-159 |
115-207 |
|
| R2 |
116-019 |
116-019 |
115-186 |
|
| R1 |
115-241 |
115-241 |
115-164 |
115-290 |
| PP |
115-101 |
115-101 |
115-101 |
115-126 |
| S1 |
115-003 |
115-003 |
115-120 |
115-052 |
| S2 |
114-183 |
114-183 |
115-098 |
|
| S3 |
113-265 |
114-085 |
115-077 |
|
| S4 |
113-027 |
113-167 |
115-011 |
|
|
| 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 |
115-200 |
113-017 |
2-183 |
2.2% |
0-315 |
0.9% |
93% |
True |
False |
346,528 |
| 10 |
115-200 |
113-017 |
2-183 |
2.2% |
0-293 |
0.8% |
93% |
True |
False |
365,818 |
| 20 |
115-200 |
111-075 |
4-125 |
3.8% |
0-300 |
0.8% |
96% |
True |
False |
389,964 |
| 40 |
115-200 |
111-075 |
4-125 |
3.8% |
1-025 |
0.9% |
96% |
True |
False |
562,783 |
| 60 |
115-200 |
110-290 |
4-230 |
4.1% |
0-295 |
0.8% |
96% |
True |
False |
498,298 |
| 80 |
115-200 |
109-050 |
6-150 |
5.6% |
0-263 |
0.7% |
97% |
True |
False |
374,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-252 |
|
2.618 |
117-183 |
|
1.618 |
116-265 |
|
1.000 |
116-118 |
|
0.618 |
116-027 |
|
HIGH |
115-200 |
|
0.618 |
115-109 |
|
0.500 |
115-081 |
|
0.382 |
115-053 |
|
LOW |
114-282 |
|
0.618 |
114-135 |
|
1.000 |
114-044 |
|
1.618 |
113-217 |
|
2.618 |
112-299 |
|
4.250 |
111-230 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-122 |
115-025 |
| PP |
115-101 |
114-227 |
| S1 |
115-081 |
114-110 |
|