ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
112-002 |
111-287 |
-0-035 |
-0.1% |
113-065 |
| High |
112-102 |
112-160 |
0-058 |
0.2% |
115-000 |
| Low |
111-245 |
111-210 |
-0-035 |
-0.1% |
111-180 |
| Close |
111-292 |
112-117 |
0-145 |
0.4% |
112-032 |
| Range |
0-177 |
0-270 |
0-093 |
52.5% |
3-140 |
| ATR |
0-318 |
0-315 |
-0-003 |
-1.1% |
0-000 |
| Volume |
531,660 |
638,462 |
106,802 |
20.1% |
4,940,973 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-226 |
114-121 |
112-266 |
|
| R3 |
113-276 |
113-171 |
112-191 |
|
| R2 |
113-006 |
113-006 |
112-166 |
|
| R1 |
112-221 |
112-221 |
112-142 |
112-274 |
| PP |
112-056 |
112-056 |
112-056 |
112-082 |
| S1 |
111-271 |
111-271 |
112-092 |
112-004 |
| S2 |
111-106 |
111-106 |
112-068 |
|
| S3 |
110-156 |
111-001 |
112-043 |
|
| S4 |
109-206 |
110-051 |
111-288 |
|
|
| 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% |
1-051 |
1.0% |
26% |
False |
False |
749,634 |
| 10 |
115-000 |
111-147 |
3-173 |
3.2% |
1-053 |
1.0% |
26% |
False |
False |
868,365 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
0-307 |
0.9% |
31% |
False |
False |
761,865 |
| 40 |
115-000 |
109-260 |
5-060 |
4.6% |
0-232 |
0.6% |
49% |
False |
False |
402,605 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-211 |
0.6% |
55% |
False |
False |
268,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-028 |
|
2.618 |
114-227 |
|
1.618 |
113-277 |
|
1.000 |
113-110 |
|
0.618 |
113-007 |
|
HIGH |
112-160 |
|
0.618 |
112-057 |
|
0.500 |
112-025 |
|
0.382 |
111-313 |
|
LOW |
111-210 |
|
0.618 |
111-043 |
|
1.000 |
110-260 |
|
1.618 |
110-093 |
|
2.618 |
109-143 |
|
4.250 |
108-022 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-086 |
112-076 |
| PP |
112-056 |
112-035 |
| S1 |
112-025 |
111-314 |
|