ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-190 |
112-240 |
0-050 |
0.1% |
112-140 |
| High |
112-247 |
113-252 |
1-005 |
0.9% |
112-287 |
| Low |
112-052 |
112-202 |
0-150 |
0.4% |
111-075 |
| Close |
112-175 |
113-225 |
1-050 |
1.0% |
112-167 |
| Range |
0-195 |
1-050 |
0-175 |
89.7% |
1-212 |
| ATR |
1-024 |
1-028 |
0-004 |
1.1% |
0-000 |
| Volume |
376,574 |
324,839 |
-51,735 |
-13.7% |
1,821,732 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-270 |
116-137 |
114-108 |
|
| R3 |
115-220 |
115-087 |
114-007 |
|
| R2 |
114-170 |
114-170 |
113-293 |
|
| R1 |
114-037 |
114-037 |
113-259 |
114-104 |
| PP |
113-120 |
113-120 |
113-120 |
113-153 |
| S1 |
112-307 |
112-307 |
113-191 |
113-054 |
| S2 |
112-070 |
112-070 |
113-157 |
|
| S3 |
111-020 |
111-257 |
113-123 |
|
| S4 |
109-290 |
110-207 |
113-022 |
|
|
| 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 |
113-252 |
111-175 |
2-077 |
2.0% |
0-279 |
0.8% |
96% |
True |
False |
403,444 |
| 10 |
114-260 |
111-075 |
3-185 |
3.1% |
1-041 |
1.0% |
69% |
False |
False |
439,724 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
1-041 |
1.0% |
69% |
False |
False |
522,277 |
| 40 |
115-000 |
111-062 |
3-258 |
3.3% |
1-010 |
0.9% |
66% |
False |
False |
635,197 |
| 60 |
115-000 |
109-260 |
5-060 |
4.6% |
0-273 |
0.8% |
75% |
False |
False |
431,888 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-245 |
0.7% |
78% |
False |
False |
324,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-224 |
|
2.618 |
116-261 |
|
1.618 |
115-211 |
|
1.000 |
114-302 |
|
0.618 |
114-161 |
|
HIGH |
113-252 |
|
0.618 |
113-111 |
|
0.500 |
113-067 |
|
0.382 |
113-023 |
|
LOW |
112-202 |
|
0.618 |
111-293 |
|
1.000 |
111-152 |
|
1.618 |
110-243 |
|
2.618 |
109-193 |
|
4.250 |
107-230 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-172 |
113-147 |
| PP |
113-120 |
113-070 |
| S1 |
113-067 |
112-312 |
|