ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-125 |
113-090 |
-0-035 |
-0.1% |
113-310 |
| High |
114-045 |
114-097 |
0-052 |
0.1% |
114-122 |
| Low |
113-040 |
113-020 |
-0-020 |
-0.1% |
113-017 |
| Close |
113-082 |
114-052 |
0-290 |
0.8% |
113-082 |
| Range |
1-005 |
1-077 |
0-072 |
22.2% |
1-105 |
| ATR |
0-310 |
0-316 |
0-006 |
2.0% |
0-000 |
| Volume |
352,008 |
384,135 |
32,127 |
9.1% |
1,877,945 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-181 |
117-033 |
114-270 |
|
| R3 |
116-104 |
115-276 |
114-161 |
|
| R2 |
115-027 |
115-027 |
114-125 |
|
| R1 |
114-199 |
114-199 |
114-088 |
114-273 |
| PP |
113-270 |
113-270 |
113-270 |
113-306 |
| S1 |
113-122 |
113-122 |
114-016 |
113-196 |
| S2 |
112-193 |
112-193 |
113-299 |
|
| S3 |
111-116 |
112-045 |
113-263 |
|
| S4 |
110-039 |
110-288 |
113-154 |
|
|
| 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 |
114-097 |
113-017 |
1-080 |
1.1% |
0-287 |
0.8% |
89% |
True |
False |
367,364 |
| 10 |
114-190 |
112-202 |
1-308 |
1.7% |
0-285 |
0.8% |
78% |
False |
False |
371,177 |
| 20 |
114-260 |
111-075 |
3-185 |
3.1% |
0-317 |
0.9% |
82% |
False |
False |
417,862 |
| 40 |
115-000 |
111-075 |
3-245 |
3.3% |
1-022 |
0.9% |
78% |
False |
False |
593,450 |
| 60 |
115-000 |
110-180 |
4-140 |
3.9% |
0-291 |
0.8% |
81% |
False |
False |
487,792 |
| 80 |
115-000 |
109-050 |
5-270 |
5.1% |
0-261 |
0.7% |
86% |
False |
False |
366,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-184 |
|
2.618 |
117-176 |
|
1.618 |
116-099 |
|
1.000 |
115-174 |
|
0.618 |
115-022 |
|
HIGH |
114-097 |
|
0.618 |
113-265 |
|
0.500 |
113-218 |
|
0.382 |
113-172 |
|
LOW |
113-020 |
|
0.618 |
112-095 |
|
1.000 |
111-263 |
|
1.618 |
111-018 |
|
2.618 |
109-261 |
|
4.250 |
107-253 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-001 |
114-000 |
| PP |
113-270 |
113-269 |
| S1 |
113-218 |
113-217 |
|