ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-280 |
121-105 |
-0-175 |
-0.4% |
121-125 |
| High |
121-290 |
121-215 |
-0-075 |
-0.2% |
121-290 |
| Low |
120-155 |
121-070 |
0-235 |
0.6% |
120-000 |
| Close |
121-065 |
121-195 |
0-130 |
0.3% |
121-065 |
| Range |
1-135 |
0-145 |
-0-310 |
-68.1% |
1-290 |
| ATR |
0-303 |
0-292 |
-0-011 |
-3.6% |
0-000 |
| Volume |
8,012 |
8,689 |
677 |
8.4% |
90,412 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-275 |
122-220 |
121-275 |
|
| R3 |
122-130 |
122-075 |
121-235 |
|
| R2 |
121-305 |
121-305 |
121-222 |
|
| R1 |
121-250 |
121-250 |
121-208 |
121-278 |
| PP |
121-160 |
121-160 |
121-160 |
121-174 |
| S1 |
121-105 |
121-105 |
121-182 |
121-132 |
| S2 |
121-015 |
121-015 |
121-168 |
|
| S3 |
120-190 |
120-280 |
121-155 |
|
| S4 |
120-045 |
120-135 |
121-115 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-242 |
125-283 |
122-080 |
|
| R3 |
124-272 |
123-313 |
121-233 |
|
| R2 |
122-302 |
122-302 |
121-177 |
|
| R1 |
122-023 |
122-023 |
121-121 |
121-178 |
| PP |
121-012 |
121-012 |
121-012 |
120-249 |
| S1 |
120-053 |
120-053 |
121-009 |
119-208 |
| S2 |
119-042 |
119-042 |
120-273 |
|
| S3 |
117-072 |
118-083 |
120-217 |
|
| S4 |
115-102 |
116-113 |
120-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-290 |
120-065 |
1-225 |
1.4% |
0-257 |
0.7% |
83% |
False |
False |
13,564 |
| 10 |
121-290 |
120-000 |
1-290 |
1.6% |
0-283 |
0.7% |
84% |
False |
False |
48,957 |
| 20 |
121-290 |
116-175 |
5-115 |
4.4% |
0-289 |
0.7% |
94% |
False |
False |
224,249 |
| 40 |
121-290 |
112-052 |
9-238 |
8.0% |
0-278 |
0.7% |
97% |
False |
False |
275,890 |
| 60 |
121-290 |
111-075 |
10-215 |
8.8% |
0-303 |
0.8% |
97% |
False |
False |
368,421 |
| 80 |
121-290 |
111-062 |
10-228 |
8.8% |
0-301 |
0.8% |
97% |
False |
False |
448,898 |
| 100 |
121-290 |
109-240 |
12-050 |
10.0% |
0-273 |
0.7% |
98% |
False |
False |
362,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-191 |
|
2.618 |
122-275 |
|
1.618 |
122-130 |
|
1.000 |
122-040 |
|
0.618 |
121-305 |
|
HIGH |
121-215 |
|
0.618 |
121-160 |
|
0.500 |
121-142 |
|
0.382 |
121-125 |
|
LOW |
121-070 |
|
0.618 |
120-300 |
|
1.000 |
120-245 |
|
1.618 |
120-155 |
|
2.618 |
120-010 |
|
4.250 |
119-094 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-178 |
121-151 |
| PP |
121-160 |
121-107 |
| S1 |
121-142 |
121-062 |
|