ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-230 |
113-170 |
0-260 |
0.7% |
111-297 |
| High |
113-210 |
113-287 |
0-077 |
0.2% |
114-100 |
| Low |
112-195 |
112-270 |
0-075 |
0.2% |
111-255 |
| Close |
113-165 |
113-197 |
0-032 |
0.1% |
113-197 |
| Range |
1-015 |
1-017 |
0-002 |
0.6% |
2-165 |
| ATR |
1-032 |
1-031 |
-0-001 |
-0.3% |
0-000 |
| Volume |
558,941 |
489,347 |
-69,594 |
-12.5% |
2,818,401 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-196 |
116-053 |
114-062 |
|
| R3 |
115-179 |
115-036 |
113-290 |
|
| R2 |
114-162 |
114-162 |
113-259 |
|
| R1 |
114-019 |
114-019 |
113-228 |
114-090 |
| PP |
113-145 |
113-145 |
113-145 |
113-180 |
| S1 |
113-002 |
113-002 |
113-166 |
113-074 |
| S2 |
112-128 |
112-128 |
113-135 |
|
| S3 |
111-111 |
111-305 |
113-104 |
|
| S4 |
110-094 |
110-288 |
113-012 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-252 |
119-230 |
115-000 |
|
| R3 |
118-087 |
117-065 |
114-098 |
|
| R2 |
115-242 |
115-242 |
114-025 |
|
| R1 |
114-220 |
114-220 |
113-271 |
115-071 |
| PP |
113-077 |
113-077 |
113-077 |
113-163 |
| S1 |
112-055 |
112-055 |
113-123 |
112-226 |
| S2 |
110-232 |
110-232 |
113-049 |
|
| S3 |
108-067 |
109-210 |
112-296 |
|
| S4 |
105-222 |
107-045 |
112-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-100 |
111-255 |
2-165 |
2.2% |
1-148 |
1.3% |
72% |
False |
False |
563,680 |
| 10 |
114-100 |
111-147 |
2-273 |
2.5% |
1-032 |
1.0% |
76% |
False |
False |
613,514 |
| 20 |
115-000 |
111-062 |
3-258 |
3.4% |
1-055 |
1.0% |
64% |
False |
False |
775,516 |
| 40 |
115-000 |
110-180 |
4-140 |
3.9% |
0-275 |
0.8% |
69% |
False |
False |
506,167 |
| 60 |
115-000 |
109-050 |
5-270 |
5.1% |
0-243 |
0.7% |
76% |
False |
False |
338,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-119 |
|
2.618 |
116-209 |
|
1.618 |
115-192 |
|
1.000 |
114-304 |
|
0.618 |
114-175 |
|
HIGH |
113-287 |
|
0.618 |
113-158 |
|
0.500 |
113-118 |
|
0.382 |
113-079 |
|
LOW |
112-270 |
|
0.618 |
112-062 |
|
1.000 |
111-253 |
|
1.618 |
111-045 |
|
2.618 |
110-028 |
|
4.250 |
108-118 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-171 |
113-140 |
| PP |
113-145 |
113-083 |
| S1 |
113-118 |
113-026 |
|