ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-190 |
116-077 |
-0-113 |
-0.3% |
115-080 |
| High |
116-265 |
116-287 |
0-022 |
0.1% |
116-287 |
| Low |
116-007 |
116-040 |
0-033 |
0.1% |
115-012 |
| Close |
116-112 |
116-170 |
0-058 |
0.2% |
116-170 |
| Range |
0-258 |
0-247 |
-0-011 |
-4.3% |
1-275 |
| ATR |
0-286 |
0-284 |
-0-003 |
-1.0% |
0-000 |
| Volume |
283,198 |
351,535 |
68,337 |
24.1% |
1,234,861 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-145 |
116-306 |
|
| R3 |
118-020 |
117-218 |
116-238 |
|
| R2 |
117-093 |
117-093 |
116-215 |
|
| R1 |
116-291 |
116-291 |
116-193 |
117-032 |
| PP |
116-166 |
116-166 |
116-166 |
116-196 |
| S1 |
116-044 |
116-044 |
116-147 |
116-105 |
| S2 |
115-239 |
115-239 |
116-125 |
|
| S3 |
114-312 |
115-117 |
116-102 |
|
| S4 |
114-065 |
114-190 |
116-034 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-235 |
120-317 |
117-177 |
|
| R3 |
119-280 |
119-042 |
117-014 |
|
| R2 |
118-005 |
118-005 |
116-279 |
|
| R1 |
117-087 |
117-087 |
116-225 |
117-206 |
| PP |
116-050 |
116-050 |
116-050 |
116-109 |
| S1 |
115-132 |
115-132 |
116-115 |
115-251 |
| S2 |
114-095 |
114-095 |
116-061 |
|
| S3 |
112-140 |
113-177 |
116-006 |
|
| S4 |
110-185 |
111-222 |
115-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-287 |
115-012 |
1-275 |
1.6% |
0-236 |
0.6% |
80% |
True |
False |
246,972 |
| 10 |
116-287 |
113-020 |
3-267 |
3.3% |
0-268 |
0.7% |
90% |
True |
False |
284,644 |
| 20 |
116-287 |
112-052 |
4-235 |
4.1% |
0-266 |
0.7% |
92% |
True |
False |
327,532 |
| 40 |
116-287 |
111-075 |
5-212 |
4.9% |
0-310 |
0.8% |
94% |
True |
False |
440,507 |
| 60 |
116-287 |
111-062 |
5-225 |
4.9% |
0-305 |
0.8% |
94% |
True |
False |
523,781 |
| 80 |
116-287 |
109-240 |
7-047 |
6.1% |
0-269 |
0.7% |
95% |
True |
False |
397,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-057 |
|
2.618 |
118-294 |
|
1.618 |
118-047 |
|
1.000 |
117-214 |
|
0.618 |
117-120 |
|
HIGH |
116-287 |
|
0.618 |
116-193 |
|
0.500 |
116-164 |
|
0.382 |
116-134 |
|
LOW |
116-040 |
|
0.618 |
115-207 |
|
1.000 |
115-113 |
|
1.618 |
114-280 |
|
2.618 |
114-033 |
|
4.250 |
112-270 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-168 |
116-145 |
| PP |
116-166 |
116-121 |
| S1 |
116-164 |
116-096 |
|