ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
112-140 |
111-127 |
-1-013 |
-0.9% |
113-305 |
High |
112-170 |
111-310 |
-0-180 |
-0.5% |
114-260 |
Low |
111-120 |
111-075 |
-0-045 |
-0.1% |
112-020 |
Close |
111-160 |
111-260 |
0-100 |
0.3% |
112-212 |
Range |
1-050 |
0-235 |
-0-135 |
-36.5% |
2-240 |
ATR |
1-066 |
1-056 |
-0-011 |
-2.8% |
0-000 |
Volume |
441,926 |
63,996 |
-377,930 |
-85.5% |
3,112,742 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-280 |
113-185 |
112-069 |
|
R3 |
113-045 |
112-270 |
112-005 |
|
R2 |
112-130 |
112-130 |
111-303 |
|
R1 |
112-035 |
112-035 |
111-282 |
112-082 |
PP |
111-215 |
111-215 |
111-215 |
111-239 |
S1 |
111-120 |
111-120 |
111-238 |
111-168 |
S2 |
110-300 |
110-300 |
111-217 |
|
S3 |
110-065 |
110-205 |
111-195 |
|
S4 |
109-150 |
109-290 |
111-131 |
|
|
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 |
111-075 |
3-185 |
3.2% |
1-123 |
1.2% |
16% |
False |
True |
476,005 |
10 |
114-260 |
111-075 |
3-185 |
3.2% |
1-054 |
1.0% |
16% |
False |
True |
524,308 |
20 |
114-297 |
111-075 |
3-222 |
3.3% |
1-074 |
1.1% |
16% |
False |
True |
636,393 |
40 |
115-000 |
111-062 |
3-258 |
3.4% |
0-315 |
0.9% |
16% |
False |
False |
594,423 |
60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-263 |
0.7% |
45% |
False |
False |
398,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-029 |
2.618 |
113-285 |
1.618 |
113-050 |
1.000 |
112-225 |
0.618 |
112-135 |
HIGH |
111-310 |
0.618 |
111-220 |
0.500 |
111-192 |
0.382 |
111-165 |
LOW |
111-075 |
0.618 |
110-250 |
1.000 |
110-160 |
1.618 |
110-015 |
2.618 |
109-100 |
4.250 |
108-036 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
111-238 |
112-154 |
PP |
111-215 |
112-082 |
S1 |
111-192 |
112-011 |
|