ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-130 |
112-190 |
0-060 |
0.2% |
112-140 |
| High |
112-287 |
112-247 |
-0-040 |
-0.1% |
112-287 |
| Low |
112-052 |
112-052 |
0-000 |
0.0% |
111-075 |
| Close |
112-167 |
112-175 |
0-008 |
0.0% |
112-167 |
| Range |
0-235 |
0-195 |
-0-040 |
-17.0% |
1-212 |
| ATR |
1-036 |
1-024 |
-0-011 |
-3.2% |
0-000 |
| Volume |
494,627 |
376,574 |
-118,053 |
-23.9% |
1,821,732 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-103 |
114-014 |
112-282 |
|
| R3 |
113-228 |
113-139 |
112-229 |
|
| R2 |
113-033 |
113-033 |
112-211 |
|
| R1 |
112-264 |
112-264 |
112-193 |
112-211 |
| PP |
112-158 |
112-158 |
112-158 |
112-132 |
| S1 |
112-069 |
112-069 |
112-157 |
112-016 |
| S2 |
111-283 |
111-283 |
112-139 |
|
| S3 |
111-088 |
111-194 |
112-121 |
|
| S4 |
110-213 |
110-319 |
112-068 |
|
|
| 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% |
0-252 |
0.7% |
79% |
False |
False |
351,276 |
| 10 |
114-260 |
111-075 |
3-185 |
3.2% |
1-028 |
1.0% |
37% |
False |
False |
464,548 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
1-031 |
1.0% |
37% |
False |
False |
532,618 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-005 |
0.9% |
36% |
False |
False |
629,436 |
| 60 |
115-000 |
109-260 |
5-060 |
4.6% |
0-270 |
0.7% |
53% |
False |
False |
426,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-116 |
|
2.618 |
114-118 |
|
1.618 |
113-243 |
|
1.000 |
113-122 |
|
0.618 |
113-048 |
|
HIGH |
112-247 |
|
0.618 |
112-173 |
|
0.500 |
112-150 |
|
0.382 |
112-126 |
|
LOW |
112-052 |
|
0.618 |
111-251 |
|
1.000 |
111-177 |
|
1.618 |
111-056 |
|
2.618 |
110-181 |
|
4.250 |
109-183 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-166 |
112-145 |
| PP |
112-158 |
112-115 |
| S1 |
112-150 |
112-084 |
|