ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
111-297 |
113-167 |
1-190 |
1.4% |
112-000 |
| High |
114-100 |
113-250 |
-0-170 |
-0.5% |
112-160 |
| Low |
111-255 |
112-037 |
0-102 |
0.3% |
111-147 |
| Close |
113-162 |
112-075 |
-1-087 |
-1.1% |
112-050 |
| Range |
2-165 |
1-213 |
-0-272 |
-33.8% |
1-013 |
| ATR |
1-021 |
1-035 |
0-014 |
4.0% |
0-000 |
| Volume |
498,627 |
695,350 |
196,723 |
39.5% |
3,316,748 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-226 |
116-204 |
113-048 |
|
| R3 |
116-013 |
114-311 |
112-222 |
|
| R2 |
114-120 |
114-120 |
112-173 |
|
| R1 |
113-098 |
113-098 |
112-124 |
113-002 |
| PP |
112-227 |
112-227 |
112-227 |
112-180 |
| S1 |
111-205 |
111-205 |
112-026 |
111-110 |
| S2 |
111-014 |
111-014 |
111-297 |
|
| S3 |
109-121 |
109-312 |
111-248 |
|
| S4 |
107-228 |
108-099 |
111-102 |
|
|
| 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% |
1-097 |
1.2% |
26% |
False |
False |
637,046 |
| 10 |
114-297 |
111-147 |
3-150 |
3.1% |
1-094 |
1.2% |
22% |
False |
False |
748,477 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
1-040 |
1.0% |
27% |
False |
False |
784,578 |
| 40 |
115-000 |
110-070 |
4-250 |
4.3% |
0-262 |
0.7% |
42% |
False |
False |
465,991 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-232 |
0.6% |
53% |
False |
False |
311,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-275 |
|
2.618 |
118-045 |
|
1.618 |
116-152 |
|
1.000 |
115-143 |
|
0.618 |
114-259 |
|
HIGH |
113-250 |
|
0.618 |
113-046 |
|
0.500 |
112-304 |
|
0.382 |
112-241 |
|
LOW |
112-037 |
|
0.618 |
111-028 |
|
1.000 |
110-144 |
|
1.618 |
109-135 |
|
2.618 |
107-242 |
|
4.250 |
105-012 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-304 |
112-311 |
| PP |
112-227 |
112-232 |
| S1 |
112-151 |
112-154 |
|