ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
112-000 |
112-002 |
0-002 |
0.0% |
113-065 |
| High |
112-087 |
112-102 |
0-015 |
0.0% |
115-000 |
| Low |
111-147 |
111-245 |
0-098 |
0.3% |
111-180 |
| Close |
111-312 |
111-292 |
-0-020 |
-0.1% |
112-032 |
| Range |
0-260 |
0-177 |
-0-083 |
-31.9% |
3-140 |
| ATR |
1-009 |
0-318 |
-0-011 |
-3.3% |
0-000 |
| Volume |
793,834 |
531,660 |
-262,174 |
-33.0% |
4,940,973 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-211 |
113-108 |
112-069 |
|
| R3 |
113-034 |
112-251 |
112-021 |
|
| R2 |
112-177 |
112-177 |
112-004 |
|
| R1 |
112-074 |
112-074 |
111-308 |
112-037 |
| PP |
112-000 |
112-000 |
112-000 |
111-301 |
| S1 |
111-217 |
111-217 |
111-276 |
111-180 |
| S2 |
111-143 |
111-143 |
111-260 |
|
| S3 |
110-286 |
111-040 |
111-243 |
|
| S4 |
110-109 |
110-183 |
111-195 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-064 |
121-028 |
113-317 |
|
| R3 |
119-244 |
117-208 |
113-014 |
|
| R2 |
116-104 |
116-104 |
112-234 |
|
| R1 |
114-068 |
114-068 |
112-133 |
113-176 |
| PP |
112-284 |
112-284 |
112-284 |
112-178 |
| S1 |
110-248 |
110-248 |
111-251 |
110-036 |
| S2 |
109-144 |
109-144 |
111-150 |
|
| S3 |
106-004 |
107-108 |
111-050 |
|
| S4 |
102-184 |
103-288 |
110-067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-297 |
111-147 |
3-150 |
3.1% |
1-092 |
1.2% |
13% |
False |
False |
859,908 |
| 10 |
115-000 |
111-147 |
3-173 |
3.2% |
1-047 |
1.0% |
13% |
False |
False |
888,006 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
0-299 |
0.8% |
19% |
False |
False |
748,117 |
| 40 |
115-000 |
109-260 |
5-060 |
4.6% |
0-229 |
0.6% |
40% |
False |
False |
386,693 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-206 |
0.6% |
47% |
False |
False |
258,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-214 |
|
2.618 |
113-245 |
|
1.618 |
113-068 |
|
1.000 |
112-279 |
|
0.618 |
112-211 |
|
HIGH |
112-102 |
|
0.618 |
112-034 |
|
0.500 |
112-014 |
|
0.382 |
111-313 |
|
LOW |
111-245 |
|
0.618 |
111-136 |
|
1.000 |
111-068 |
|
1.618 |
110-279 |
|
2.618 |
110-102 |
|
4.250 |
109-133 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-014 |
112-201 |
| PP |
112-000 |
112-125 |
| S1 |
111-306 |
112-048 |
|