ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
120-197 |
120-192 |
-0-005 |
0.0% |
118-052 |
High |
120-312 |
121-080 |
0-088 |
0.2% |
119-140 |
Low |
120-140 |
120-125 |
-0-015 |
0.0% |
117-115 |
Close |
120-225 |
121-012 |
0-107 |
0.3% |
119-110 |
Range |
0-172 |
0-275 |
0-103 |
59.9% |
2-025 |
ATR |
0-293 |
0-292 |
-0-001 |
-0.4% |
0-000 |
Volume |
168,133 |
109,167 |
-58,966 |
-35.1% |
2,042,447 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-151 |
123-036 |
121-163 |
|
R3 |
122-196 |
122-081 |
121-088 |
|
R2 |
121-241 |
121-241 |
121-062 |
|
R1 |
121-126 |
121-126 |
121-037 |
121-184 |
PP |
120-286 |
120-286 |
120-286 |
120-314 |
S1 |
120-171 |
120-171 |
120-307 |
120-228 |
S2 |
120-011 |
120-011 |
120-282 |
|
S3 |
119-056 |
119-216 |
120-256 |
|
S4 |
118-101 |
118-261 |
120-181 |
|
|
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 |
121-080 |
118-090 |
2-310 |
2.5% |
0-300 |
0.8% |
93% |
True |
False |
293,465 |
10 |
121-080 |
117-015 |
4-065 |
3.5% |
0-307 |
0.8% |
95% |
True |
False |
375,906 |
20 |
121-080 |
114-282 |
6-118 |
5.3% |
0-264 |
0.7% |
97% |
True |
False |
324,780 |
40 |
121-080 |
111-075 |
10-005 |
8.3% |
0-294 |
0.8% |
98% |
True |
False |
362,979 |
60 |
121-080 |
111-075 |
10-005 |
8.3% |
0-317 |
0.8% |
98% |
True |
False |
490,792 |
80 |
121-080 |
110-270 |
10-130 |
8.6% |
0-287 |
0.7% |
98% |
True |
False |
449,995 |
100 |
121-080 |
109-050 |
12-030 |
10.0% |
0-262 |
0.7% |
98% |
True |
False |
360,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-289 |
2.618 |
123-160 |
1.618 |
122-205 |
1.000 |
122-035 |
0.618 |
121-250 |
HIGH |
121-080 |
0.618 |
120-295 |
0.500 |
120-262 |
0.382 |
120-230 |
LOW |
120-125 |
0.618 |
119-275 |
1.000 |
119-170 |
1.618 |
119-000 |
2.618 |
118-045 |
4.250 |
116-236 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
120-309 |
120-246 |
PP |
120-286 |
120-160 |
S1 |
120-262 |
120-074 |
|