ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-077 |
116-235 |
0-158 |
0.4% |
115-080 |
| High |
116-287 |
117-017 |
0-050 |
0.1% |
116-287 |
| Low |
116-040 |
116-175 |
0-135 |
0.4% |
115-012 |
| Close |
116-170 |
116-275 |
0-105 |
0.3% |
116-170 |
| Range |
0-247 |
0-162 |
-0-085 |
-34.4% |
1-275 |
| ATR |
0-284 |
0-275 |
-0-008 |
-2.9% |
0-000 |
| Volume |
351,535 |
273,145 |
-78,390 |
-22.3% |
1,234,861 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-108 |
118-034 |
117-044 |
|
| R3 |
117-266 |
117-192 |
117-000 |
|
| R2 |
117-104 |
117-104 |
116-305 |
|
| R1 |
117-030 |
117-030 |
116-290 |
117-067 |
| PP |
116-262 |
116-262 |
116-262 |
116-281 |
| S1 |
116-188 |
116-188 |
116-260 |
116-225 |
| S2 |
116-100 |
116-100 |
116-245 |
|
| S3 |
115-258 |
116-026 |
116-230 |
|
| S4 |
115-096 |
115-184 |
116-186 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-235 |
120-317 |
117-177 |
|
| R3 |
119-280 |
119-042 |
117-014 |
|
| R2 |
118-005 |
118-005 |
116-279 |
|
| R1 |
117-087 |
117-087 |
116-225 |
117-206 |
| PP |
116-050 |
116-050 |
116-050 |
116-109 |
| S1 |
115-132 |
115-132 |
116-115 |
115-251 |
| S2 |
114-095 |
114-095 |
116-061 |
|
| S3 |
112-140 |
113-177 |
116-006 |
|
| S4 |
110-185 |
111-222 |
115-163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-017 |
115-210 |
1-127 |
1.2% |
0-214 |
0.6% |
86% |
True |
False |
232,995 |
| 10 |
117-017 |
114-015 |
3-002 |
2.6% |
0-244 |
0.7% |
94% |
True |
False |
273,545 |
| 20 |
117-017 |
112-202 |
4-135 |
3.8% |
0-264 |
0.7% |
96% |
True |
False |
322,361 |
| 40 |
117-017 |
111-075 |
5-262 |
5.0% |
0-308 |
0.8% |
97% |
True |
False |
427,489 |
| 60 |
117-017 |
111-062 |
5-275 |
5.0% |
0-305 |
0.8% |
97% |
True |
False |
527,078 |
| 80 |
117-017 |
109-260 |
7-077 |
6.2% |
0-269 |
0.7% |
97% |
True |
False |
400,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-066 |
|
2.618 |
118-121 |
|
1.618 |
117-279 |
|
1.000 |
117-179 |
|
0.618 |
117-117 |
|
HIGH |
117-017 |
|
0.618 |
116-275 |
|
0.500 |
116-256 |
|
0.382 |
116-237 |
|
LOW |
116-175 |
|
0.618 |
116-075 |
|
1.000 |
116-013 |
|
1.618 |
115-233 |
|
2.618 |
115-071 |
|
4.250 |
114-126 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-269 |
116-241 |
| PP |
116-262 |
116-206 |
| S1 |
116-256 |
116-172 |
|