ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-047 |
112-140 |
-0-227 |
-0.6% |
113-305 |
| High |
113-232 |
112-170 |
-1-062 |
-1.0% |
114-260 |
| Low |
112-020 |
111-120 |
-0-220 |
-0.6% |
112-020 |
| Close |
112-212 |
111-160 |
-1-052 |
-1.0% |
112-212 |
| Range |
1-212 |
1-050 |
-0-162 |
-30.5% |
2-240 |
| ATR |
1-064 |
1-066 |
0-002 |
0.5% |
0-000 |
| Volume |
431,819 |
441,926 |
10,107 |
2.3% |
3,112,742 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-087 |
114-173 |
112-044 |
|
| R3 |
114-037 |
113-123 |
111-262 |
|
| R2 |
112-307 |
112-307 |
111-228 |
|
| R1 |
112-073 |
112-073 |
111-194 |
112-005 |
| PP |
111-257 |
111-257 |
111-257 |
111-222 |
| S1 |
111-023 |
111-023 |
111-126 |
110-275 |
| S2 |
110-207 |
110-207 |
111-092 |
|
| S3 |
109-157 |
109-293 |
111-058 |
|
| S4 |
108-107 |
108-243 |
110-276 |
|
|
| 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 |
111-120 |
3-140 |
3.1% |
1-125 |
1.2% |
4% |
False |
True |
577,821 |
| 10 |
114-260 |
111-120 |
3-140 |
3.1% |
1-084 |
1.1% |
4% |
False |
True |
587,444 |
| 20 |
115-000 |
111-120 |
3-200 |
3.3% |
1-092 |
1.2% |
3% |
False |
True |
680,714 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
0-312 |
0.9% |
8% |
False |
False |
593,546 |
| 60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-262 |
0.7% |
40% |
False |
False |
397,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-142 |
|
2.618 |
115-179 |
|
1.618 |
114-129 |
|
1.000 |
113-220 |
|
0.618 |
113-079 |
|
HIGH |
112-170 |
|
0.618 |
112-029 |
|
0.500 |
111-305 |
|
0.382 |
111-261 |
|
LOW |
111-120 |
|
0.618 |
110-211 |
|
1.000 |
110-070 |
|
1.618 |
109-161 |
|
2.618 |
108-111 |
|
4.250 |
106-148 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-305 |
112-176 |
| PP |
111-257 |
112-064 |
| S1 |
111-208 |
111-272 |
|