ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-080 |
115-220 |
0-140 |
0.4% |
113-090 |
| High |
115-282 |
116-000 |
0-038 |
0.1% |
116-000 |
| Low |
115-012 |
115-210 |
0-198 |
0.5% |
113-020 |
| Close |
115-222 |
115-270 |
0-048 |
0.1% |
115-115 |
| Range |
0-270 |
0-110 |
-0-160 |
-59.3% |
2-300 |
| ATR |
0-302 |
0-288 |
-0-014 |
-4.5% |
0-000 |
| Volume |
343,030 |
218,186 |
-124,844 |
-36.4% |
1,611,588 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-277 |
116-223 |
116-010 |
|
| R3 |
116-167 |
116-113 |
115-300 |
|
| R2 |
116-057 |
116-057 |
115-290 |
|
| R1 |
116-003 |
116-003 |
115-280 |
116-030 |
| PP |
115-267 |
115-267 |
115-267 |
115-280 |
| S1 |
115-213 |
115-213 |
115-260 |
115-240 |
| S2 |
115-157 |
115-157 |
115-250 |
|
| S3 |
115-047 |
115-103 |
115-240 |
|
| S4 |
114-257 |
114-313 |
115-210 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-198 |
122-137 |
116-312 |
|
| R3 |
120-218 |
119-157 |
116-054 |
|
| R2 |
117-238 |
117-238 |
115-287 |
|
| R1 |
116-177 |
116-177 |
115-201 |
117-048 |
| PP |
114-258 |
114-258 |
114-258 |
115-034 |
| S1 |
113-197 |
113-197 |
115-029 |
114-068 |
| S2 |
111-278 |
111-278 |
114-263 |
|
| S3 |
108-298 |
110-217 |
114-176 |
|
| S4 |
105-318 |
107-237 |
113-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-000 |
114-282 |
1-038 |
1.0% |
0-217 |
0.6% |
86% |
True |
False |
309,852 |
| 10 |
116-000 |
113-017 |
2-303 |
2.5% |
0-266 |
0.7% |
95% |
True |
False |
326,664 |
| 20 |
116-000 |
111-175 |
4-145 |
3.8% |
0-268 |
0.7% |
96% |
True |
False |
359,641 |
| 40 |
116-000 |
111-075 |
4-245 |
4.1% |
1-011 |
0.9% |
97% |
True |
False |
498,017 |
| 60 |
116-000 |
111-062 |
4-258 |
4.1% |
0-299 |
0.8% |
97% |
True |
False |
516,162 |
| 80 |
116-000 |
109-050 |
6-270 |
5.9% |
0-264 |
0.7% |
98% |
True |
False |
388,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-148 |
|
2.618 |
116-288 |
|
1.618 |
116-178 |
|
1.000 |
116-110 |
|
0.618 |
116-068 |
|
HIGH |
116-000 |
|
0.618 |
115-278 |
|
0.500 |
115-265 |
|
0.382 |
115-252 |
|
LOW |
115-210 |
|
0.618 |
115-142 |
|
1.000 |
115-100 |
|
1.618 |
115-032 |
|
2.618 |
114-242 |
|
4.250 |
114-062 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-268 |
115-235 |
| PP |
115-267 |
115-201 |
| S1 |
115-265 |
115-166 |
|