ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-097 |
112-130 |
0-033 |
0.1% |
112-140 |
| High |
112-242 |
112-287 |
0-045 |
0.1% |
112-287 |
| Low |
111-202 |
112-052 |
0-170 |
0.5% |
111-075 |
| Close |
112-170 |
112-167 |
-0-003 |
0.0% |
112-167 |
| Range |
1-040 |
0-235 |
-0-125 |
-34.7% |
1-212 |
| ATR |
1-045 |
1-036 |
-0-009 |
-2.5% |
0-000 |
| Volume |
395,540 |
494,627 |
99,087 |
25.1% |
1,821,732 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-234 |
114-115 |
112-296 |
|
| R3 |
113-319 |
113-200 |
112-232 |
|
| R2 |
113-084 |
113-084 |
112-210 |
|
| R1 |
112-285 |
112-285 |
112-189 |
113-024 |
| PP |
112-169 |
112-169 |
112-169 |
112-198 |
| S1 |
112-050 |
112-050 |
112-145 |
112-110 |
| S2 |
111-254 |
111-254 |
112-124 |
|
| S3 |
111-019 |
111-135 |
112-102 |
|
| S4 |
110-104 |
110-220 |
112-038 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-066 |
116-168 |
113-140 |
|
| R3 |
115-174 |
114-276 |
112-313 |
|
| R2 |
113-282 |
113-282 |
112-265 |
|
| R1 |
113-064 |
113-064 |
112-216 |
113-173 |
| PP |
112-070 |
112-070 |
112-070 |
112-124 |
| S1 |
111-172 |
111-172 |
112-118 |
111-281 |
| S2 |
110-178 |
110-178 |
112-069 |
|
| S3 |
108-286 |
109-280 |
112-021 |
|
| S4 |
107-074 |
108-068 |
111-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-287 |
111-075 |
1-212 |
1.5% |
0-287 |
0.8% |
77% |
True |
False |
364,346 |
| 10 |
114-260 |
111-075 |
3-185 |
3.2% |
1-037 |
1.0% |
36% |
False |
False |
493,447 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
1-034 |
1.0% |
36% |
False |
False |
553,481 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-005 |
0.9% |
35% |
False |
False |
621,905 |
| 60 |
115-000 |
109-240 |
5-080 |
4.7% |
0-270 |
0.8% |
53% |
False |
False |
420,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-006 |
|
2.618 |
114-262 |
|
1.618 |
114-027 |
|
1.000 |
113-202 |
|
0.618 |
113-112 |
|
HIGH |
112-287 |
|
0.618 |
112-197 |
|
0.500 |
112-170 |
|
0.382 |
112-142 |
|
LOW |
112-052 |
|
0.618 |
111-227 |
|
1.000 |
111-137 |
|
1.618 |
110-312 |
|
2.618 |
110-077 |
|
4.250 |
109-013 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-170 |
112-135 |
| PP |
112-169 |
112-103 |
| S1 |
112-168 |
112-071 |
|