ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-225 |
115-080 |
-0-145 |
-0.4% |
113-090 |
| High |
116-000 |
115-282 |
-0-038 |
-0.1% |
116-000 |
| Low |
115-092 |
115-012 |
-0-080 |
-0.2% |
113-020 |
| Close |
115-115 |
115-222 |
0-107 |
0.3% |
115-115 |
| Range |
0-228 |
0-270 |
0-042 |
18.4% |
2-300 |
| ATR |
0-304 |
0-302 |
-0-002 |
-0.8% |
0-000 |
| Volume |
267,163 |
343,030 |
75,867 |
28.4% |
1,611,588 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-022 |
117-232 |
116-050 |
|
| R3 |
117-072 |
116-282 |
115-296 |
|
| R2 |
116-122 |
116-122 |
115-272 |
|
| R1 |
116-012 |
116-012 |
115-247 |
116-067 |
| PP |
115-172 |
115-172 |
115-172 |
115-200 |
| S1 |
115-062 |
115-062 |
115-197 |
115-117 |
| S2 |
114-222 |
114-222 |
115-172 |
|
| S3 |
113-272 |
114-112 |
115-148 |
|
| S4 |
113-002 |
113-162 |
115-074 |
|
|
| 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 |
114-015 |
1-305 |
1.7% |
0-274 |
0.7% |
84% |
False |
False |
314,096 |
| 10 |
116-000 |
113-017 |
2-303 |
2.5% |
0-280 |
0.8% |
90% |
False |
False |
340,730 |
| 20 |
116-000 |
111-075 |
4-245 |
4.1% |
0-274 |
0.7% |
94% |
False |
False |
351,931 |
| 40 |
116-000 |
111-075 |
4-245 |
4.1% |
1-023 |
0.9% |
94% |
False |
False |
516,322 |
| 60 |
116-000 |
111-062 |
4-258 |
4.2% |
0-299 |
0.8% |
94% |
False |
False |
513,008 |
| 80 |
116-000 |
109-050 |
6-270 |
5.9% |
0-265 |
0.7% |
96% |
False |
False |
386,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
118-029 |
|
1.618 |
117-079 |
|
1.000 |
116-232 |
|
0.618 |
116-129 |
|
HIGH |
115-282 |
|
0.618 |
115-179 |
|
0.500 |
115-147 |
|
0.382 |
115-115 |
|
LOW |
115-012 |
|
0.618 |
114-165 |
|
1.000 |
114-062 |
|
1.618 |
113-215 |
|
2.618 |
112-265 |
|
4.250 |
111-144 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-197 |
115-203 |
| PP |
115-172 |
115-185 |
| S1 |
115-147 |
115-166 |
|