ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-137 |
115-225 |
0-088 |
0.2% |
113-090 |
| High |
115-275 |
116-000 |
0-045 |
0.1% |
116-000 |
| Low |
115-035 |
115-092 |
0-057 |
0.2% |
113-020 |
| Close |
115-207 |
115-115 |
-0-092 |
-0.2% |
115-115 |
| Range |
0-240 |
0-228 |
-0-012 |
-5.0% |
2-300 |
| ATR |
0-310 |
0-304 |
-0-006 |
-1.9% |
0-000 |
| Volume |
326,624 |
267,163 |
-59,461 |
-18.2% |
1,611,588 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-220 |
117-075 |
115-240 |
|
| R3 |
116-312 |
116-167 |
115-178 |
|
| R2 |
116-084 |
116-084 |
115-157 |
|
| R1 |
115-259 |
115-259 |
115-136 |
115-218 |
| PP |
115-176 |
115-176 |
115-176 |
115-155 |
| S1 |
115-031 |
115-031 |
115-094 |
114-310 |
| S2 |
114-268 |
114-268 |
115-073 |
|
| S3 |
114-040 |
114-123 |
115-052 |
|
| S4 |
113-132 |
113-215 |
114-310 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-198 |
122-137 |
116-312 |
|
| R3 |
120-218 |
119-157 |
116-054 |
|
| R2 |
117-238 |
117-238 |
115-287 |
|
| R1 |
116-177 |
116-177 |
115-201 |
117-048 |
| PP |
114-258 |
114-258 |
114-258 |
115-034 |
| S1 |
113-197 |
113-197 |
115-029 |
114-068 |
| S2 |
111-278 |
111-278 |
114-263 |
|
| S3 |
108-298 |
110-217 |
114-176 |
|
| S4 |
105-318 |
107-237 |
113-238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-000 |
113-020 |
2-300 |
2.5% |
0-299 |
0.8% |
78% |
True |
False |
322,317 |
| 10 |
116-000 |
113-017 |
2-303 |
2.6% |
0-277 |
0.8% |
78% |
True |
False |
348,953 |
| 20 |
116-000 |
111-075 |
4-245 |
4.1% |
0-279 |
0.8% |
87% |
True |
False |
356,876 |
| 40 |
116-000 |
111-075 |
4-245 |
4.1% |
1-026 |
0.9% |
87% |
True |
False |
533,159 |
| 60 |
116-000 |
111-062 |
4-258 |
4.2% |
0-298 |
0.8% |
87% |
True |
False |
507,976 |
| 80 |
116-000 |
109-050 |
6-270 |
5.9% |
0-265 |
0.7% |
91% |
True |
False |
381,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-009 |
|
2.618 |
117-277 |
|
1.618 |
117-049 |
|
1.000 |
116-228 |
|
0.618 |
116-141 |
|
HIGH |
116-000 |
|
0.618 |
115-233 |
|
0.500 |
115-206 |
|
0.382 |
115-179 |
|
LOW |
115-092 |
|
0.618 |
114-271 |
|
1.000 |
114-184 |
|
1.618 |
114-043 |
|
2.618 |
113-135 |
|
4.250 |
112-083 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-206 |
115-141 |
| PP |
115-176 |
115-132 |
| S1 |
115-145 |
115-124 |
|