ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
111-127 |
111-220 |
0-093 |
0.3% |
113-305 |
High |
111-310 |
112-092 |
0-102 |
0.3% |
114-260 |
Low |
111-075 |
111-175 |
0-100 |
0.3% |
112-020 |
Close |
111-260 |
112-025 |
0-085 |
0.2% |
112-212 |
Range |
0-235 |
0-237 |
0-002 |
0.9% |
2-240 |
ATR |
1-056 |
1-046 |
-0-010 |
-2.6% |
0-000 |
Volume |
63,996 |
425,643 |
361,647 |
565.1% |
3,112,742 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-062 |
113-280 |
112-155 |
|
R3 |
113-145 |
113-043 |
112-090 |
|
R2 |
112-228 |
112-228 |
112-068 |
|
R1 |
112-126 |
112-126 |
112-047 |
112-177 |
PP |
111-311 |
111-311 |
111-311 |
112-016 |
S1 |
111-209 |
111-209 |
112-003 |
111-260 |
S2 |
111-074 |
111-074 |
111-302 |
|
S3 |
110-157 |
110-292 |
111-280 |
|
S4 |
109-240 |
110-055 |
111-215 |
|
|
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 |
113-232 |
111-075 |
2-157 |
2.2% |
1-028 |
1.0% |
34% |
False |
False |
437,424 |
10 |
114-260 |
111-075 |
3-185 |
3.2% |
1-044 |
1.0% |
24% |
False |
False |
509,259 |
20 |
114-297 |
111-075 |
3-222 |
3.3% |
1-062 |
1.1% |
23% |
False |
False |
598,183 |
40 |
115-000 |
111-062 |
3-258 |
3.4% |
0-318 |
0.9% |
23% |
False |
False |
603,692 |
60 |
115-000 |
109-050 |
5-270 |
5.2% |
0-263 |
0.7% |
50% |
False |
False |
405,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-139 |
2.618 |
114-072 |
1.618 |
113-155 |
1.000 |
113-009 |
0.618 |
112-238 |
HIGH |
112-092 |
0.618 |
112-001 |
0.500 |
111-294 |
0.382 |
111-266 |
LOW |
111-175 |
0.618 |
111-029 |
1.000 |
110-258 |
1.618 |
110-112 |
2.618 |
109-195 |
4.250 |
108-128 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
112-008 |
112-004 |
PP |
111-311 |
111-303 |
S1 |
111-294 |
111-282 |
|