ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-115 |
112-230 |
0-115 |
0.3% |
112-000 |
| High |
113-095 |
113-210 |
0-115 |
0.3% |
112-160 |
| Low |
112-085 |
112-195 |
0-110 |
0.3% |
111-147 |
| Close |
112-247 |
113-165 |
0-238 |
0.7% |
112-050 |
| Range |
1-010 |
1-015 |
0-005 |
1.5% |
1-013 |
| ATR |
1-034 |
1-032 |
-0-001 |
-0.4% |
0-000 |
| Volume |
576,136 |
558,941 |
-17,195 |
-3.0% |
3,316,748 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-128 |
116-002 |
114-029 |
|
| R3 |
115-113 |
114-307 |
113-257 |
|
| R2 |
114-098 |
114-098 |
113-226 |
|
| R1 |
113-292 |
113-292 |
113-196 |
114-035 |
| PP |
113-083 |
113-083 |
113-083 |
113-115 |
| S1 |
112-277 |
112-277 |
113-134 |
113-020 |
| S2 |
112-068 |
112-068 |
113-104 |
|
| S3 |
111-053 |
111-262 |
113-073 |
|
| S4 |
110-038 |
110-247 |
112-301 |
|
|
| 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 |
111-202 |
2-218 |
2.4% |
1-125 |
1.2% |
70% |
False |
False |
608,442 |
| 10 |
114-100 |
111-147 |
2-273 |
2.5% |
1-070 |
1.1% |
72% |
False |
False |
652,102 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
1-058 |
1.0% |
61% |
False |
False |
778,357 |
| 40 |
115-000 |
110-180 |
4-140 |
3.9% |
0-271 |
0.7% |
67% |
False |
False |
494,174 |
| 60 |
115-000 |
109-050 |
5-270 |
5.1% |
0-239 |
0.7% |
75% |
False |
False |
330,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-034 |
|
2.618 |
116-127 |
|
1.618 |
115-112 |
|
1.000 |
114-225 |
|
0.618 |
114-097 |
|
HIGH |
113-210 |
|
0.618 |
113-082 |
|
0.500 |
113-042 |
|
0.382 |
113-003 |
|
LOW |
112-195 |
|
0.618 |
111-308 |
|
1.000 |
111-180 |
|
1.618 |
110-293 |
|
2.618 |
109-278 |
|
4.250 |
108-051 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-124 |
113-104 |
| PP |
113-083 |
113-044 |
| S1 |
113-042 |
112-304 |
|