ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-310 |
113-310 |
0-000 |
0.0% |
112-190 |
| High |
114-122 |
114-020 |
-0-102 |
-0.3% |
114-190 |
| Low |
113-202 |
113-090 |
-0-112 |
-0.3% |
112-052 |
| Close |
113-255 |
113-152 |
-0-103 |
-0.3% |
113-262 |
| Range |
0-240 |
0-250 |
0-010 |
4.2% |
2-138 |
| ATR |
1-006 |
1-001 |
-0-005 |
-1.7% |
0-000 |
| Volume |
425,259 |
358,849 |
-66,410 |
-15.6% |
1,826,264 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-304 |
115-158 |
113-290 |
|
| R3 |
115-054 |
114-228 |
113-221 |
|
| R2 |
114-124 |
114-124 |
113-198 |
|
| R1 |
113-298 |
113-298 |
113-175 |
113-246 |
| PP |
113-194 |
113-194 |
113-194 |
113-168 |
| S1 |
113-048 |
113-048 |
113-129 |
112-316 |
| S2 |
112-264 |
112-264 |
113-106 |
|
| S3 |
112-014 |
112-118 |
113-083 |
|
| S4 |
111-084 |
111-188 |
113-014 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-262 |
119-240 |
115-050 |
|
| R3 |
118-124 |
117-102 |
114-156 |
|
| R2 |
115-306 |
115-306 |
114-085 |
|
| R1 |
114-284 |
114-284 |
114-013 |
115-135 |
| PP |
113-168 |
113-168 |
113-168 |
113-254 |
| S1 |
112-146 |
112-146 |
113-191 |
112-317 |
| S2 |
111-030 |
111-030 |
113-119 |
|
| S3 |
108-212 |
110-008 |
113-048 |
|
| S4 |
106-074 |
107-190 |
112-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-190 |
113-082 |
1-108 |
1.2% |
0-259 |
0.7% |
16% |
False |
False |
381,791 |
| 10 |
114-190 |
111-175 |
3-015 |
2.7% |
0-269 |
0.7% |
63% |
False |
False |
392,618 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
1-001 |
0.9% |
63% |
False |
False |
458,463 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-021 |
0.9% |
60% |
False |
False |
621,521 |
| 60 |
115-000 |
110-070 |
4-250 |
4.2% |
0-282 |
0.8% |
68% |
False |
False |
463,482 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-254 |
0.7% |
74% |
False |
False |
348,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-122 |
|
2.618 |
116-034 |
|
1.618 |
115-104 |
|
1.000 |
114-270 |
|
0.618 |
114-174 |
|
HIGH |
114-020 |
|
0.618 |
113-244 |
|
0.500 |
113-215 |
|
0.382 |
113-186 |
|
LOW |
113-090 |
|
0.618 |
112-256 |
|
1.000 |
112-160 |
|
1.618 |
112-006 |
|
2.618 |
111-076 |
|
4.250 |
109-308 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-215 |
113-300 |
| PP |
113-194 |
113-251 |
| S1 |
113-173 |
113-201 |
|