ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
114-147 |
114-095 |
-0-052 |
-0.1% |
111-297 |
| High |
114-210 |
114-260 |
0-050 |
0.1% |
114-100 |
| Low |
113-287 |
112-187 |
-1-100 |
-1.2% |
111-255 |
| Close |
114-092 |
113-112 |
-0-300 |
-0.8% |
113-197 |
| Range |
0-243 |
2-073 |
1-150 |
193.4% |
2-165 |
| ATR |
1-028 |
1-054 |
0-026 |
7.5% |
0-000 |
| Volume |
573,077 |
618,549 |
45,472 |
7.9% |
2,818,401 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-085 |
119-012 |
114-184 |
|
| R3 |
118-012 |
116-259 |
113-308 |
|
| R2 |
115-259 |
115-259 |
113-243 |
|
| R1 |
114-186 |
114-186 |
113-177 |
114-026 |
| PP |
113-186 |
113-186 |
113-186 |
113-106 |
| S1 |
112-113 |
112-113 |
113-047 |
111-273 |
| S2 |
111-113 |
111-113 |
112-301 |
|
| S3 |
109-040 |
110-040 |
112-236 |
|
| S4 |
106-287 |
107-287 |
112-040 |
|
|
| 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 |
114-260 |
112-187 |
2-073 |
2.0% |
1-061 |
1.1% |
34% |
True |
True |
581,095 |
| 10 |
114-260 |
111-165 |
3-095 |
2.9% |
1-085 |
1.1% |
56% |
True |
False |
602,838 |
| 20 |
115-000 |
111-147 |
3-173 |
3.1% |
1-069 |
1.1% |
53% |
False |
False |
735,601 |
| 40 |
115-000 |
110-290 |
4-030 |
3.6% |
0-293 |
0.8% |
60% |
False |
False |
552,465 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-250 |
0.7% |
72% |
False |
False |
369,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-090 |
|
2.618 |
120-207 |
|
1.618 |
118-134 |
|
1.000 |
117-013 |
|
0.618 |
116-061 |
|
HIGH |
114-260 |
|
0.618 |
113-308 |
|
0.500 |
113-224 |
|
0.382 |
113-139 |
|
LOW |
112-187 |
|
0.618 |
111-066 |
|
1.000 |
110-114 |
|
1.618 |
108-313 |
|
2.618 |
106-240 |
|
4.250 |
103-037 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-224 |
113-224 |
| PP |
113-186 |
113-186 |
| S1 |
113-149 |
113-149 |
|