ECBOT 5 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
120-192 |
121-050 |
0-178 |
0.5% |
118-052 |
High |
121-080 |
121-210 |
0-130 |
0.3% |
119-140 |
Low |
120-125 |
120-245 |
0-120 |
0.3% |
117-115 |
Close |
121-012 |
121-165 |
0-153 |
0.4% |
119-110 |
Range |
0-275 |
0-285 |
0-010 |
3.6% |
2-025 |
ATR |
0-292 |
0-292 |
-0-001 |
-0.2% |
0-000 |
Volume |
109,167 |
64,236 |
-44,931 |
-41.2% |
2,042,447 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-315 |
123-205 |
122-002 |
|
R3 |
123-030 |
122-240 |
121-243 |
|
R2 |
122-065 |
122-065 |
121-217 |
|
R1 |
121-275 |
121-275 |
121-191 |
122-010 |
PP |
121-100 |
121-100 |
121-100 |
121-128 |
S1 |
120-310 |
120-310 |
121-139 |
121-045 |
S2 |
120-135 |
120-135 |
121-113 |
|
S3 |
119-170 |
120-025 |
121-087 |
|
S4 |
118-205 |
119-060 |
121-008 |
|
|
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 |
121-210 |
118-132 |
3-078 |
2.7% |
0-316 |
0.8% |
96% |
True |
False |
173,797 |
10 |
121-210 |
117-115 |
4-095 |
3.5% |
0-308 |
0.8% |
97% |
True |
False |
346,240 |
20 |
121-210 |
115-012 |
6-198 |
5.4% |
0-266 |
0.7% |
98% |
True |
False |
308,279 |
40 |
121-210 |
111-075 |
10-135 |
8.6% |
0-283 |
0.7% |
99% |
True |
False |
349,122 |
60 |
121-210 |
111-075 |
10-135 |
8.6% |
0-319 |
0.8% |
99% |
True |
False |
477,948 |
80 |
121-210 |
110-290 |
10-240 |
8.8% |
0-288 |
0.7% |
99% |
True |
False |
450,793 |
100 |
121-210 |
109-050 |
12-160 |
10.3% |
0-263 |
0.7% |
99% |
True |
False |
361,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-141 |
2.618 |
123-316 |
1.618 |
123-031 |
1.000 |
122-175 |
0.618 |
122-066 |
HIGH |
121-210 |
0.618 |
121-101 |
0.500 |
121-068 |
0.382 |
121-034 |
LOW |
120-245 |
0.618 |
120-069 |
1.000 |
119-280 |
1.618 |
119-104 |
2.618 |
118-139 |
4.250 |
116-314 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
121-132 |
121-112 |
PP |
121-100 |
121-060 |
S1 |
121-068 |
121-008 |
|