ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-047 |
115-137 |
0-090 |
0.2% |
113-310 |
| High |
115-200 |
115-275 |
0-075 |
0.2% |
114-122 |
| Low |
114-282 |
115-035 |
0-073 |
0.2% |
113-017 |
| Close |
115-142 |
115-207 |
0-065 |
0.2% |
113-082 |
| Range |
0-238 |
0-240 |
0-002 |
0.8% |
1-105 |
| ATR |
0-315 |
0-310 |
-0-005 |
-1.7% |
0-000 |
| Volume |
394,260 |
326,624 |
-67,636 |
-17.2% |
1,877,945 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-252 |
117-150 |
116-019 |
|
| R3 |
117-012 |
116-230 |
115-273 |
|
| R2 |
116-092 |
116-092 |
115-251 |
|
| R1 |
115-310 |
115-310 |
115-229 |
116-041 |
| PP |
115-172 |
115-172 |
115-172 |
115-198 |
| S1 |
115-070 |
115-070 |
115-185 |
115-121 |
| S2 |
114-252 |
114-252 |
115-163 |
|
| S3 |
114-012 |
114-150 |
115-141 |
|
| S4 |
113-092 |
113-230 |
115-075 |
|
|
| 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 |
115-275 |
113-020 |
2-255 |
2.4% |
0-318 |
0.9% |
92% |
True |
False |
339,286 |
| 10 |
115-275 |
113-017 |
2-258 |
2.4% |
0-288 |
0.8% |
92% |
True |
False |
367,089 |
| 20 |
115-275 |
111-075 |
4-200 |
4.0% |
0-294 |
0.8% |
95% |
True |
False |
365,109 |
| 40 |
115-275 |
111-075 |
4-200 |
4.0% |
1-026 |
0.9% |
95% |
True |
False |
549,313 |
| 60 |
115-275 |
110-290 |
4-305 |
4.3% |
0-297 |
0.8% |
96% |
True |
False |
503,611 |
| 80 |
115-275 |
109-050 |
6-225 |
5.8% |
0-263 |
0.7% |
97% |
True |
False |
378,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-015 |
|
2.618 |
117-263 |
|
1.618 |
117-023 |
|
1.000 |
116-195 |
|
0.618 |
116-103 |
|
HIGH |
115-275 |
|
0.618 |
115-183 |
|
0.500 |
115-155 |
|
0.382 |
115-127 |
|
LOW |
115-035 |
|
0.618 |
114-207 |
|
1.000 |
114-115 |
|
1.618 |
113-287 |
|
2.618 |
113-047 |
|
4.250 |
111-295 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-190 |
115-133 |
| PP |
115-172 |
115-059 |
| S1 |
115-155 |
114-305 |
|