ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
111-225 |
111-297 |
0-072 |
0.2% |
112-000 |
| High |
112-105 |
114-100 |
1-315 |
1.8% |
112-160 |
| Low |
111-202 |
111-255 |
0-053 |
0.1% |
111-147 |
| Close |
112-050 |
113-162 |
1-112 |
1.2% |
112-050 |
| Range |
0-223 |
2-165 |
1-262 |
261.0% |
1-013 |
| ATR |
0-306 |
1-021 |
0-036 |
11.7% |
0-000 |
| Volume |
713,159 |
498,627 |
-214,532 |
-30.1% |
3,316,748 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-241 |
119-206 |
114-285 |
|
| R3 |
118-076 |
117-041 |
114-063 |
|
| R2 |
115-231 |
115-231 |
113-310 |
|
| R1 |
114-196 |
114-196 |
113-236 |
115-054 |
| PP |
113-066 |
113-066 |
113-066 |
113-154 |
| S1 |
112-031 |
112-031 |
113-088 |
112-208 |
| S2 |
110-221 |
110-221 |
113-014 |
|
| S3 |
108-056 |
109-186 |
112-261 |
|
| S4 |
105-211 |
107-021 |
112-039 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-051 |
114-224 |
112-233 |
|
| R3 |
114-038 |
113-211 |
112-142 |
|
| R2 |
113-025 |
113-025 |
112-111 |
|
| R1 |
112-198 |
112-198 |
112-081 |
112-272 |
| PP |
112-012 |
112-012 |
112-012 |
112-049 |
| S1 |
111-185 |
111-185 |
112-019 |
111-258 |
| S2 |
110-319 |
110-319 |
111-309 |
|
| S3 |
109-306 |
110-172 |
111-278 |
|
| S4 |
108-293 |
109-159 |
111-187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-100 |
111-165 |
2-255 |
2.5% |
1-025 |
1.0% |
71% |
True |
False |
604,308 |
| 10 |
115-000 |
111-147 |
3-173 |
3.1% |
1-101 |
1.2% |
58% |
False |
False |
773,984 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
1-027 |
1.0% |
61% |
False |
False |
774,084 |
| 40 |
115-000 |
110-070 |
4-250 |
4.2% |
0-251 |
0.7% |
69% |
False |
False |
448,614 |
| 60 |
115-000 |
109-050 |
5-270 |
5.1% |
0-227 |
0.6% |
74% |
False |
False |
299,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-001 |
|
2.618 |
120-287 |
|
1.618 |
118-122 |
|
1.000 |
116-265 |
|
0.618 |
115-277 |
|
HIGH |
114-100 |
|
0.618 |
113-112 |
|
0.500 |
113-018 |
|
0.382 |
112-243 |
|
LOW |
111-255 |
|
0.618 |
110-078 |
|
1.000 |
109-090 |
|
1.618 |
107-233 |
|
2.618 |
105-068 |
|
4.250 |
101-034 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-114 |
113-099 |
| PP |
113-066 |
113-036 |
| S1 |
113-018 |
112-292 |
|