ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-245 |
116-190 |
0-265 |
0.7% |
113-090 |
| High |
116-200 |
116-265 |
0-065 |
0.2% |
116-000 |
| Low |
115-225 |
116-007 |
0-102 |
0.3% |
113-020 |
| Close |
116-162 |
116-112 |
-0-050 |
-0.1% |
115-115 |
| Range |
0-295 |
0-258 |
-0-037 |
-12.5% |
2-300 |
| ATR |
0-289 |
0-286 |
-0-002 |
-0.8% |
0-000 |
| Volume |
38,912 |
283,198 |
244,286 |
627.8% |
1,611,588 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-262 |
118-125 |
116-254 |
|
| R3 |
118-004 |
117-187 |
116-183 |
|
| R2 |
117-066 |
117-066 |
116-159 |
|
| R1 |
116-249 |
116-249 |
116-136 |
116-188 |
| PP |
116-128 |
116-128 |
116-128 |
116-098 |
| S1 |
115-311 |
115-311 |
116-088 |
115-250 |
| S2 |
115-190 |
115-190 |
116-065 |
|
| S3 |
114-252 |
115-053 |
116-041 |
|
| S4 |
113-314 |
114-115 |
115-290 |
|
|
| 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 |
116-265 |
115-012 |
1-253 |
1.5% |
0-232 |
0.6% |
73% |
True |
False |
230,097 |
| 10 |
116-265 |
113-020 |
3-245 |
3.2% |
0-275 |
0.7% |
87% |
True |
False |
284,692 |
| 20 |
116-265 |
112-052 |
4-213 |
4.0% |
0-265 |
0.7% |
90% |
True |
False |
334,687 |
| 40 |
116-265 |
111-075 |
5-190 |
4.8% |
1-002 |
0.9% |
91% |
True |
False |
453,599 |
| 60 |
116-265 |
111-062 |
5-203 |
4.8% |
0-304 |
0.8% |
92% |
True |
False |
519,685 |
| 80 |
116-265 |
109-240 |
7-025 |
6.1% |
0-267 |
0.7% |
93% |
True |
False |
392,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-082 |
|
2.618 |
118-300 |
|
1.618 |
118-042 |
|
1.000 |
117-203 |
|
0.618 |
117-104 |
|
HIGH |
116-265 |
|
0.618 |
116-166 |
|
0.500 |
116-136 |
|
0.382 |
116-106 |
|
LOW |
116-007 |
|
0.618 |
115-168 |
|
1.000 |
115-069 |
|
1.618 |
114-230 |
|
2.618 |
113-292 |
|
4.250 |
112-190 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-136 |
116-100 |
| PP |
116-128 |
116-089 |
| S1 |
116-120 |
116-078 |
|