ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-235 |
116-312 |
0-077 |
0.2% |
115-080 |
| High |
117-017 |
117-137 |
0-120 |
0.3% |
116-287 |
| Low |
116-175 |
116-290 |
0-115 |
0.3% |
115-012 |
| Close |
116-275 |
117-097 |
0-142 |
0.4% |
116-170 |
| Range |
0-162 |
0-167 |
0-005 |
3.1% |
1-275 |
| ATR |
0-275 |
0-269 |
-0-007 |
-2.4% |
0-000 |
| Volume |
273,145 |
240,487 |
-32,658 |
-12.0% |
1,234,861 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-249 |
118-180 |
117-189 |
|
| R3 |
118-082 |
118-013 |
117-143 |
|
| R2 |
117-235 |
117-235 |
117-128 |
|
| R1 |
117-166 |
117-166 |
117-112 |
117-200 |
| PP |
117-068 |
117-068 |
117-068 |
117-085 |
| S1 |
116-319 |
116-319 |
117-082 |
117-034 |
| S2 |
116-221 |
116-221 |
117-066 |
|
| S3 |
116-054 |
116-152 |
117-051 |
|
| S4 |
115-207 |
115-305 |
117-005 |
|
|
| 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 |
117-137 |
115-225 |
1-232 |
1.5% |
0-226 |
0.6% |
93% |
True |
False |
237,455 |
| 10 |
117-137 |
114-282 |
2-175 |
2.2% |
0-222 |
0.6% |
95% |
True |
False |
273,654 |
| 20 |
117-137 |
113-017 |
4-120 |
3.7% |
0-254 |
0.7% |
97% |
True |
False |
318,143 |
| 40 |
117-137 |
111-075 |
6-062 |
5.3% |
0-308 |
0.8% |
98% |
True |
False |
420,210 |
| 60 |
117-137 |
111-062 |
6-075 |
5.3% |
0-305 |
0.8% |
98% |
True |
False |
529,512 |
| 80 |
117-137 |
109-260 |
7-197 |
6.5% |
0-269 |
0.7% |
98% |
True |
False |
403,452 |
| 100 |
117-137 |
109-050 |
8-087 |
7.1% |
0-247 |
0.7% |
98% |
True |
False |
323,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-207 |
|
2.618 |
118-254 |
|
1.618 |
118-087 |
|
1.000 |
117-304 |
|
0.618 |
117-240 |
|
HIGH |
117-137 |
|
0.618 |
117-073 |
|
0.500 |
117-054 |
|
0.382 |
117-034 |
|
LOW |
116-290 |
|
0.618 |
116-187 |
|
1.000 |
116-123 |
|
1.618 |
116-020 |
|
2.618 |
115-173 |
|
4.250 |
114-220 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-082 |
117-041 |
| PP |
117-068 |
116-305 |
| S1 |
117-054 |
116-248 |
|