ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-095 |
117-275 |
0-180 |
0.5% |
115-080 |
| High |
117-292 |
118-245 |
0-273 |
0.7% |
116-287 |
| Low |
117-015 |
117-232 |
0-217 |
0.6% |
115-012 |
| Close |
117-212 |
118-147 |
0-255 |
0.7% |
116-170 |
| Range |
0-277 |
1-013 |
0-056 |
20.2% |
1-275 |
| ATR |
0-269 |
0-275 |
0-006 |
2.2% |
0-000 |
| Volume |
360,898 |
424,266 |
63,368 |
17.6% |
1,234,861 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-140 |
120-317 |
119-010 |
|
| R3 |
120-127 |
119-304 |
118-239 |
|
| R2 |
119-114 |
119-114 |
118-208 |
|
| R1 |
118-291 |
118-291 |
118-178 |
119-042 |
| PP |
118-101 |
118-101 |
118-101 |
118-137 |
| S1 |
117-278 |
117-278 |
118-116 |
118-030 |
| S2 |
117-088 |
117-088 |
118-086 |
|
| S3 |
116-075 |
116-265 |
118-055 |
|
| S4 |
115-062 |
115-252 |
117-284 |
|
|
| 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 |
118-245 |
116-040 |
2-205 |
2.2% |
0-237 |
0.6% |
88% |
True |
False |
330,066 |
| 10 |
118-245 |
115-012 |
3-233 |
3.1% |
0-235 |
0.6% |
92% |
True |
False |
280,082 |
| 20 |
118-245 |
113-017 |
5-228 |
4.8% |
0-262 |
0.7% |
95% |
True |
False |
323,585 |
| 40 |
118-245 |
111-075 |
7-170 |
6.4% |
0-310 |
0.8% |
96% |
True |
False |
407,887 |
| 60 |
118-245 |
111-062 |
7-183 |
6.4% |
0-310 |
0.8% |
96% |
True |
False |
527,146 |
| 80 |
118-245 |
110-060 |
8-185 |
7.2% |
0-272 |
0.7% |
96% |
True |
False |
413,224 |
| 100 |
118-245 |
109-050 |
9-195 |
8.1% |
0-251 |
0.7% |
97% |
True |
False |
330,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-060 |
|
2.618 |
121-157 |
|
1.618 |
120-144 |
|
1.000 |
119-258 |
|
0.618 |
119-131 |
|
HIGH |
118-245 |
|
0.618 |
118-118 |
|
0.500 |
118-078 |
|
0.382 |
118-039 |
|
LOW |
117-232 |
|
0.618 |
117-026 |
|
1.000 |
116-219 |
|
1.618 |
116-013 |
|
2.618 |
115-000 |
|
4.250 |
113-097 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-124 |
118-080 |
| PP |
118-101 |
118-014 |
| S1 |
118-078 |
117-268 |
|