ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
112-240 |
113-140 |
0-220 |
0.6% |
112-140 |
| High |
113-252 |
113-297 |
0-045 |
0.1% |
112-287 |
| Low |
112-202 |
113-120 |
0-238 |
0.7% |
111-075 |
| Close |
113-225 |
113-267 |
0-042 |
0.1% |
112-167 |
| Range |
1-050 |
0-177 |
-0-193 |
-52.2% |
1-212 |
| ATR |
1-028 |
1-016 |
-0-012 |
-3.5% |
0-000 |
| Volume |
324,839 |
362,415 |
37,576 |
11.6% |
1,821,732 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-119 |
115-050 |
114-044 |
|
| R3 |
114-262 |
114-193 |
113-316 |
|
| R2 |
114-085 |
114-085 |
113-299 |
|
| R1 |
114-016 |
114-016 |
113-283 |
114-050 |
| PP |
113-228 |
113-228 |
113-228 |
113-245 |
| S1 |
113-159 |
113-159 |
113-251 |
113-194 |
| S2 |
113-051 |
113-051 |
113-235 |
|
| S3 |
112-194 |
112-302 |
113-218 |
|
| S4 |
112-017 |
112-125 |
113-170 |
|
|
| 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 |
113-297 |
111-202 |
2-095 |
2.0% |
0-267 |
0.7% |
96% |
True |
False |
390,799 |
| 10 |
113-297 |
111-075 |
2-222 |
2.4% |
0-308 |
0.8% |
97% |
True |
False |
414,111 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
1-036 |
1.0% |
73% |
False |
False |
508,474 |
| 40 |
115-000 |
111-062 |
3-258 |
3.3% |
1-012 |
0.9% |
69% |
False |
False |
635,169 |
| 60 |
115-000 |
109-260 |
5-060 |
4.6% |
0-274 |
0.8% |
78% |
False |
False |
437,895 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-247 |
0.7% |
80% |
False |
False |
328,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-089 |
|
2.618 |
115-120 |
|
1.618 |
114-263 |
|
1.000 |
114-154 |
|
0.618 |
114-086 |
|
HIGH |
113-297 |
|
0.618 |
113-229 |
|
0.500 |
113-208 |
|
0.382 |
113-188 |
|
LOW |
113-120 |
|
0.618 |
113-011 |
|
1.000 |
112-263 |
|
1.618 |
112-154 |
|
2.618 |
111-297 |
|
4.250 |
111-008 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-248 |
113-183 |
| PP |
113-228 |
113-099 |
| S1 |
113-208 |
113-014 |
|