ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-237 |
113-125 |
-0-112 |
-0.3% |
113-310 |
| High |
113-242 |
114-045 |
0-123 |
0.3% |
114-122 |
| Low |
113-017 |
113-040 |
0-023 |
0.1% |
113-017 |
| Close |
113-127 |
113-082 |
-0-045 |
-0.1% |
113-082 |
| Range |
0-225 |
1-005 |
0-100 |
44.4% |
1-105 |
| ATR |
0-309 |
0-310 |
0-001 |
0.4% |
0-000 |
| Volume |
362,831 |
352,008 |
-10,823 |
-3.0% |
1,877,945 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-177 |
115-295 |
113-261 |
|
| R3 |
115-172 |
114-290 |
113-171 |
|
| R2 |
114-167 |
114-167 |
113-142 |
|
| R1 |
113-285 |
113-285 |
113-112 |
113-224 |
| PP |
113-162 |
113-162 |
113-162 |
113-132 |
| S1 |
112-280 |
112-280 |
113-052 |
112-218 |
| S2 |
112-157 |
112-157 |
113-022 |
|
| S3 |
111-152 |
111-275 |
112-313 |
|
| S4 |
110-147 |
110-270 |
112-223 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-175 |
116-234 |
113-316 |
|
| R3 |
116-070 |
115-129 |
113-199 |
|
| R2 |
114-285 |
114-285 |
113-160 |
|
| R1 |
114-024 |
114-024 |
113-121 |
113-262 |
| PP |
113-180 |
113-180 |
113-180 |
113-140 |
| S1 |
112-239 |
112-239 |
113-043 |
112-157 |
| S2 |
112-075 |
112-075 |
113-004 |
|
| S3 |
110-290 |
111-134 |
112-285 |
|
| S4 |
109-185 |
110-029 |
112-168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-122 |
113-017 |
1-105 |
1.2% |
0-256 |
0.7% |
15% |
False |
False |
375,589 |
| 10 |
114-190 |
112-052 |
2-138 |
2.1% |
0-265 |
0.7% |
45% |
False |
False |
370,420 |
| 20 |
114-260 |
111-075 |
3-185 |
3.2% |
0-311 |
0.9% |
57% |
False |
False |
431,934 |
| 40 |
115-000 |
111-062 |
3-258 |
3.4% |
1-023 |
0.9% |
54% |
False |
False |
603,725 |
| 60 |
115-000 |
110-180 |
4-140 |
3.9% |
0-287 |
0.8% |
61% |
False |
False |
481,422 |
| 80 |
115-000 |
109-050 |
5-270 |
5.2% |
0-260 |
0.7% |
70% |
False |
False |
361,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-146 |
|
2.618 |
116-256 |
|
1.618 |
115-251 |
|
1.000 |
115-050 |
|
0.618 |
114-246 |
|
HIGH |
114-045 |
|
0.618 |
113-241 |
|
0.500 |
113-202 |
|
0.382 |
113-164 |
|
LOW |
113-040 |
|
0.618 |
112-159 |
|
1.000 |
112-035 |
|
1.618 |
111-154 |
|
2.618 |
110-149 |
|
4.250 |
108-259 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-202 |
113-191 |
| PP |
113-162 |
113-155 |
| S1 |
113-122 |
113-118 |
|