ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
120-285 |
121-037 |
0-072 |
0.2% |
119-100 |
| High |
121-052 |
121-130 |
0-078 |
0.2% |
121-235 |
| Low |
120-145 |
120-280 |
0-135 |
0.4% |
119-067 |
| Close |
121-012 |
121-102 |
0-090 |
0.2% |
120-262 |
| Range |
0-227 |
0-170 |
-0-057 |
-25.1% |
2-168 |
| ATR |
0-301 |
0-291 |
-0-009 |
-3.1% |
0-000 |
| Volume |
11,866 |
13,774 |
1,908 |
16.1% |
523,986 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-254 |
122-188 |
121-196 |
|
| R3 |
122-084 |
122-018 |
121-149 |
|
| R2 |
121-234 |
121-234 |
121-133 |
|
| R1 |
121-168 |
121-168 |
121-118 |
121-201 |
| PP |
121-064 |
121-064 |
121-064 |
121-080 |
| S1 |
120-318 |
120-318 |
121-086 |
121-031 |
| S2 |
120-214 |
120-214 |
121-071 |
|
| S3 |
120-044 |
120-148 |
121-055 |
|
| S4 |
119-194 |
119-298 |
121-008 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-052 |
127-005 |
122-066 |
|
| R3 |
125-204 |
124-157 |
121-164 |
|
| R2 |
123-036 |
123-036 |
121-090 |
|
| R1 |
121-309 |
121-309 |
121-016 |
122-172 |
| PP |
120-188 |
120-188 |
120-188 |
120-280 |
| S1 |
119-141 |
119-141 |
120-188 |
120-004 |
| S2 |
118-020 |
118-020 |
120-114 |
|
| S3 |
115-172 |
116-293 |
120-040 |
|
| S4 |
113-004 |
114-125 |
119-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-235 |
120-000 |
1-235 |
1.4% |
0-300 |
0.8% |
76% |
False |
False |
26,268 |
| 10 |
121-235 |
118-132 |
3-103 |
2.7% |
0-308 |
0.8% |
87% |
False |
False |
100,032 |
| 20 |
121-235 |
116-007 |
5-228 |
4.7% |
0-284 |
0.7% |
93% |
False |
False |
255,150 |
| 40 |
121-235 |
111-202 |
10-033 |
8.3% |
0-277 |
0.7% |
96% |
False |
False |
297,727 |
| 60 |
121-235 |
111-075 |
10-160 |
8.7% |
0-312 |
0.8% |
96% |
False |
False |
397,879 |
| 80 |
121-235 |
111-062 |
10-173 |
8.7% |
0-298 |
0.8% |
96% |
False |
False |
450,709 |
| 100 |
121-235 |
109-050 |
12-185 |
10.4% |
0-269 |
0.7% |
97% |
False |
False |
362,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-212 |
|
2.618 |
122-255 |
|
1.618 |
122-085 |
|
1.000 |
121-300 |
|
0.618 |
121-235 |
|
HIGH |
121-130 |
|
0.618 |
121-065 |
|
0.500 |
121-045 |
|
0.382 |
121-025 |
|
LOW |
120-280 |
|
0.618 |
120-175 |
|
1.000 |
120-110 |
|
1.618 |
120-005 |
|
2.618 |
119-155 |
|
4.250 |
118-198 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-083 |
121-047 |
| PP |
121-064 |
120-312 |
| S1 |
121-045 |
120-258 |
|