ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-220 |
115-245 |
0-025 |
0.1% |
113-090 |
| High |
116-000 |
116-200 |
0-200 |
0.5% |
116-000 |
| Low |
115-210 |
115-225 |
0-015 |
0.0% |
113-020 |
| Close |
115-270 |
116-162 |
0-212 |
0.6% |
115-115 |
| Range |
0-110 |
0-295 |
0-185 |
168.2% |
2-300 |
| ATR |
0-288 |
0-289 |
0-000 |
0.2% |
0-000 |
| Volume |
218,186 |
38,912 |
-179,274 |
-82.2% |
1,611,588 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-014 |
118-223 |
117-004 |
|
| R3 |
118-039 |
117-248 |
116-243 |
|
| R2 |
117-064 |
117-064 |
116-216 |
|
| R1 |
116-273 |
116-273 |
116-189 |
117-008 |
| PP |
116-089 |
116-089 |
116-089 |
116-117 |
| S1 |
115-298 |
115-298 |
116-135 |
116-034 |
| S2 |
115-114 |
115-114 |
116-108 |
|
| S3 |
114-139 |
115-003 |
116-081 |
|
| S4 |
113-164 |
114-028 |
116-000 |
|
|
| 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 |
116-200 |
115-012 |
1-188 |
1.4% |
0-229 |
0.6% |
93% |
True |
False |
238,783 |
| 10 |
116-200 |
113-017 |
3-183 |
3.1% |
0-272 |
0.7% |
97% |
True |
False |
292,655 |
| 20 |
116-200 |
111-202 |
4-318 |
4.3% |
0-271 |
0.7% |
98% |
True |
False |
340,304 |
| 40 |
116-200 |
111-075 |
5-125 |
4.6% |
1-006 |
0.9% |
98% |
True |
False |
469,244 |
| 60 |
116-200 |
111-062 |
5-138 |
4.7% |
0-302 |
0.8% |
98% |
True |
False |
515,896 |
| 80 |
116-200 |
109-050 |
7-150 |
6.4% |
0-265 |
0.7% |
98% |
True |
False |
389,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-174 |
|
2.618 |
119-012 |
|
1.618 |
118-037 |
|
1.000 |
117-175 |
|
0.618 |
117-062 |
|
HIGH |
116-200 |
|
0.618 |
116-087 |
|
0.500 |
116-052 |
|
0.382 |
116-018 |
|
LOW |
115-225 |
|
0.618 |
115-043 |
|
1.000 |
114-250 |
|
1.618 |
114-068 |
|
2.618 |
113-093 |
|
4.250 |
111-251 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-126 |
116-090 |
| PP |
116-089 |
116-018 |
| S1 |
116-052 |
115-266 |
|