ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
118-052 |
117-157 |
-0-215 |
-0.6% |
116-235 |
High |
118-087 |
118-240 |
0-153 |
0.4% |
118-245 |
Low |
117-115 |
117-147 |
0-032 |
0.1% |
116-175 |
Close |
117-165 |
118-165 |
1-000 |
0.9% |
118-150 |
Range |
0-292 |
1-093 |
0-121 |
41.4% |
2-070 |
ATR |
0-279 |
0-289 |
0-010 |
3.4% |
0-000 |
Volume |
496,287 |
489,642 |
-6,645 |
-1.3% |
1,819,446 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-036 |
121-194 |
119-072 |
|
R3 |
120-263 |
120-101 |
118-279 |
|
R2 |
119-170 |
119-170 |
118-241 |
|
R1 |
119-008 |
119-008 |
118-203 |
119-089 |
PP |
118-077 |
118-077 |
118-077 |
118-118 |
S1 |
117-235 |
117-235 |
118-127 |
117-316 |
S2 |
116-304 |
116-304 |
118-089 |
|
S3 |
115-211 |
116-142 |
118-051 |
|
S4 |
114-118 |
115-049 |
117-258 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-187 |
123-238 |
119-220 |
|
R3 |
122-117 |
121-168 |
119-025 |
|
R2 |
120-047 |
120-047 |
118-280 |
|
R1 |
119-098 |
119-098 |
118-215 |
119-232 |
PP |
117-297 |
117-297 |
117-297 |
118-044 |
S1 |
117-028 |
117-028 |
118-085 |
117-162 |
S2 |
115-227 |
115-227 |
118-020 |
|
S3 |
113-157 |
114-278 |
117-275 |
|
S4 |
111-087 |
112-208 |
117-080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-245 |
117-015 |
1-230 |
1.5% |
0-313 |
0.8% |
85% |
False |
False |
458,348 |
10 |
118-245 |
115-225 |
3-020 |
2.6% |
0-270 |
0.7% |
92% |
False |
False |
347,902 |
20 |
118-245 |
113-017 |
5-228 |
4.8% |
0-268 |
0.7% |
96% |
False |
False |
337,283 |
40 |
118-245 |
111-075 |
7-170 |
6.4% |
0-295 |
0.8% |
97% |
False |
False |
397,873 |
60 |
118-245 |
111-062 |
7-183 |
6.4% |
0-317 |
0.8% |
97% |
False |
False |
526,775 |
80 |
118-245 |
110-070 |
8-175 |
7.2% |
0-278 |
0.7% |
97% |
False |
False |
431,932 |
100 |
118-245 |
109-050 |
9-195 |
8.1% |
0-257 |
0.7% |
97% |
False |
False |
345,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-075 |
2.618 |
122-041 |
1.618 |
120-268 |
1.000 |
120-013 |
0.618 |
119-175 |
HIGH |
118-240 |
0.618 |
118-082 |
0.500 |
118-034 |
0.382 |
117-305 |
LOW |
117-147 |
0.618 |
116-212 |
1.000 |
116-054 |
1.618 |
115-119 |
2.618 |
114-026 |
4.250 |
111-312 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
118-121 |
118-116 |
PP |
118-077 |
118-067 |
S1 |
118-034 |
118-018 |
|