ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-207 |
113-047 |
-0-160 |
-0.4% |
113-305 |
| High |
113-215 |
113-232 |
0-017 |
0.0% |
114-260 |
| Low |
112-170 |
112-020 |
-0-150 |
-0.4% |
112-020 |
| Close |
112-172 |
112-212 |
0-040 |
0.1% |
112-212 |
| Range |
1-045 |
1-212 |
0-167 |
45.8% |
2-240 |
| ATR |
1-053 |
1-064 |
0-011 |
3.0% |
0-000 |
| Volume |
823,736 |
431,819 |
-391,917 |
-47.6% |
3,112,742 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-257 |
116-287 |
113-185 |
|
| R3 |
116-045 |
115-075 |
113-038 |
|
| R2 |
114-153 |
114-153 |
112-310 |
|
| R1 |
113-183 |
113-183 |
112-261 |
113-062 |
| PP |
112-261 |
112-261 |
112-261 |
112-201 |
| S1 |
111-291 |
111-291 |
112-163 |
111-170 |
| S2 |
111-049 |
111-049 |
112-114 |
|
| S3 |
109-157 |
110-079 |
112-066 |
|
| S4 |
107-265 |
108-187 |
111-239 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-137 |
119-255 |
114-056 |
|
| R3 |
118-217 |
117-015 |
113-134 |
|
| R2 |
115-297 |
115-297 |
113-053 |
|
| R1 |
114-095 |
114-095 |
112-293 |
113-236 |
| PP |
113-057 |
113-057 |
113-057 |
112-288 |
| S1 |
111-175 |
111-175 |
112-131 |
110-316 |
| S2 |
110-137 |
110-137 |
112-051 |
|
| S3 |
107-217 |
108-255 |
111-290 |
|
| S4 |
104-297 |
106-015 |
111-048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-260 |
112-020 |
2-240 |
2.4% |
1-106 |
1.2% |
22% |
False |
True |
622,548 |
| 10 |
114-260 |
111-255 |
3-005 |
2.7% |
1-127 |
1.2% |
29% |
False |
False |
593,114 |
| 20 |
115-000 |
111-147 |
3-173 |
3.1% |
1-092 |
1.1% |
34% |
False |
False |
709,443 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
0-307 |
0.9% |
39% |
False |
False |
583,526 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-260 |
0.7% |
60% |
False |
False |
390,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-253 |
|
2.618 |
118-025 |
|
1.618 |
116-133 |
|
1.000 |
115-124 |
|
0.618 |
114-241 |
|
HIGH |
113-232 |
|
0.618 |
113-029 |
|
0.500 |
112-286 |
|
0.382 |
112-223 |
|
LOW |
112-020 |
|
0.618 |
111-011 |
|
1.000 |
110-128 |
|
1.618 |
109-119 |
|
2.618 |
107-227 |
|
4.250 |
104-319 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-286 |
113-140 |
| PP |
112-261 |
113-057 |
| S1 |
112-237 |
112-295 |
|