ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-207 |
0-060 |
0.2% |
118-052 |
| High |
118-295 |
119-140 |
0-165 |
0.4% |
119-140 |
| Low |
118-090 |
118-132 |
0-042 |
0.1% |
117-115 |
| Close |
118-247 |
119-110 |
0-183 |
0.5% |
119-110 |
| Range |
0-205 |
1-008 |
0-123 |
60.0% |
2-025 |
| ATR |
0-283 |
0-286 |
0-003 |
1.1% |
0-000 |
| Volume |
662,576 |
393,942 |
-268,634 |
-40.5% |
2,042,447 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-045 |
121-245 |
119-290 |
|
| R3 |
121-037 |
120-237 |
119-200 |
|
| R2 |
120-029 |
120-029 |
119-170 |
|
| R1 |
119-229 |
119-229 |
119-140 |
119-289 |
| PP |
119-021 |
119-021 |
119-021 |
119-050 |
| S1 |
118-221 |
118-221 |
119-080 |
118-281 |
| S2 |
118-013 |
118-013 |
119-050 |
|
| S3 |
117-005 |
117-213 |
119-020 |
|
| S4 |
115-317 |
116-205 |
118-250 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-303 |
124-072 |
120-156 |
|
| R3 |
122-278 |
122-047 |
119-293 |
|
| R2 |
120-253 |
120-253 |
119-232 |
|
| R1 |
120-022 |
120-022 |
119-171 |
120-138 |
| PP |
118-228 |
118-228 |
118-228 |
118-286 |
| S1 |
117-317 |
117-317 |
119-049 |
118-112 |
| S2 |
116-203 |
116-203 |
118-308 |
|
| S3 |
114-178 |
115-292 |
118-247 |
|
| S4 |
112-153 |
113-267 |
118-064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-140 |
117-115 |
2-025 |
1.7% |
0-298 |
0.8% |
95% |
True |
False |
512,619 |
| 10 |
119-140 |
116-040 |
3-100 |
2.8% |
0-268 |
0.7% |
97% |
True |
False |
421,342 |
| 20 |
119-140 |
113-020 |
6-120 |
5.3% |
0-271 |
0.7% |
99% |
True |
False |
353,017 |
| 40 |
119-140 |
111-075 |
8-065 |
6.9% |
0-291 |
0.8% |
99% |
True |
False |
395,909 |
| 60 |
119-140 |
111-062 |
8-078 |
6.9% |
1-000 |
0.8% |
99% |
True |
False |
523,391 |
| 80 |
119-140 |
110-180 |
8-280 |
7.4% |
0-281 |
0.7% |
99% |
True |
False |
445,041 |
| 100 |
119-140 |
109-050 |
10-090 |
8.6% |
0-260 |
0.7% |
99% |
True |
False |
356,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-254 |
|
2.618 |
122-039 |
|
1.618 |
121-031 |
|
1.000 |
120-148 |
|
0.618 |
120-023 |
|
HIGH |
119-140 |
|
0.618 |
119-015 |
|
0.500 |
118-296 |
|
0.382 |
118-257 |
|
LOW |
118-132 |
|
0.618 |
117-249 |
|
1.000 |
117-124 |
|
1.618 |
116-241 |
|
2.618 |
115-233 |
|
4.250 |
114-018 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-065 |
119-014 |
| PP |
119-021 |
118-239 |
| S1 |
118-296 |
118-144 |
|