ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-140 |
113-267 |
0-127 |
0.3% |
112-140 |
| High |
113-297 |
114-050 |
0-073 |
0.2% |
112-287 |
| Low |
113-120 |
113-082 |
-0-038 |
-0.1% |
111-075 |
| Close |
113-267 |
114-005 |
0-058 |
0.2% |
112-167 |
| Range |
0-177 |
0-288 |
0-111 |
62.7% |
1-212 |
| ATR |
1-016 |
1-013 |
-0-003 |
-1.0% |
0-000 |
| Volume |
362,415 |
313,909 |
-48,506 |
-13.4% |
1,821,732 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
116-052 |
114-163 |
|
| R3 |
115-195 |
115-084 |
114-084 |
|
| R2 |
114-227 |
114-227 |
114-058 |
|
| R1 |
114-116 |
114-116 |
114-031 |
114-172 |
| PP |
113-259 |
113-259 |
113-259 |
113-287 |
| S1 |
113-148 |
113-148 |
113-299 |
113-204 |
| S2 |
112-291 |
112-291 |
113-272 |
|
| S3 |
112-003 |
112-180 |
113-246 |
|
| S4 |
111-035 |
111-212 |
113-167 |
|
|
| 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 |
114-050 |
112-052 |
1-318 |
1.7% |
0-253 |
0.7% |
93% |
True |
False |
374,472 |
| 10 |
114-050 |
111-075 |
2-295 |
2.6% |
0-300 |
0.8% |
95% |
True |
False |
363,128 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
1-038 |
1.0% |
78% |
False |
False |
492,188 |
| 40 |
115-000 |
111-062 |
3-258 |
3.3% |
1-014 |
0.9% |
74% |
False |
False |
628,926 |
| 60 |
115-000 |
110-060 |
4-260 |
4.2% |
0-275 |
0.8% |
80% |
False |
False |
443,103 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-249 |
0.7% |
83% |
False |
False |
332,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-314 |
|
2.618 |
116-164 |
|
1.618 |
115-196 |
|
1.000 |
115-018 |
|
0.618 |
114-228 |
|
HIGH |
114-050 |
|
0.618 |
113-260 |
|
0.500 |
113-226 |
|
0.382 |
113-192 |
|
LOW |
113-082 |
|
0.618 |
112-224 |
|
1.000 |
112-114 |
|
1.618 |
111-256 |
|
2.618 |
110-288 |
|
4.250 |
109-138 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-292 |
113-259 |
| PP |
113-259 |
113-192 |
| S1 |
113-226 |
113-126 |
|