ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-050 |
121-135 |
0-085 |
0.2% |
119-100 |
| High |
121-210 |
121-235 |
0-025 |
0.1% |
121-235 |
| Low |
120-245 |
120-182 |
-0-063 |
-0.2% |
119-067 |
| Close |
121-165 |
120-262 |
-0-223 |
-0.6% |
120-262 |
| Range |
0-285 |
1-053 |
0-088 |
30.9% |
2-168 |
| ATR |
0-292 |
0-297 |
0-006 |
2.0% |
0-000 |
| Volume |
64,236 |
48,942 |
-15,294 |
-23.8% |
523,986 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-172 |
123-270 |
121-147 |
|
| R3 |
123-119 |
122-217 |
121-045 |
|
| R2 |
122-066 |
122-066 |
121-010 |
|
| R1 |
121-164 |
121-164 |
120-296 |
121-088 |
| PP |
121-013 |
121-013 |
121-013 |
120-295 |
| S1 |
120-111 |
120-111 |
120-228 |
120-036 |
| S2 |
119-280 |
119-280 |
120-194 |
|
| S3 |
118-227 |
119-058 |
120-159 |
|
| S4 |
117-174 |
118-005 |
120-057 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-052 |
127-005 |
122-066 |
|
| R3 |
125-204 |
124-157 |
121-164 |
|
| R2 |
123-036 |
123-036 |
121-090 |
|
| R1 |
121-309 |
121-309 |
121-016 |
122-172 |
| PP |
120-188 |
120-188 |
120-188 |
120-280 |
| S1 |
119-141 |
119-141 |
120-188 |
120-004 |
| S2 |
118-020 |
118-020 |
120-114 |
|
| S3 |
115-172 |
116-293 |
120-040 |
|
| S4 |
113-004 |
114-125 |
119-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-235 |
119-067 |
2-168 |
2.1% |
1-005 |
0.8% |
64% |
True |
False |
104,797 |
| 10 |
121-235 |
117-115 |
4-120 |
3.6% |
0-312 |
0.8% |
79% |
True |
False |
308,708 |
| 20 |
121-235 |
115-012 |
6-223 |
5.5% |
0-273 |
0.7% |
86% |
True |
False |
294,395 |
| 40 |
121-235 |
111-075 |
10-160 |
8.7% |
0-284 |
0.7% |
91% |
True |
False |
329,752 |
| 60 |
121-235 |
111-075 |
10-160 |
8.7% |
1-002 |
0.8% |
91% |
True |
False |
464,340 |
| 80 |
121-235 |
110-290 |
10-265 |
9.0% |
0-291 |
0.8% |
92% |
True |
False |
451,307 |
| 100 |
121-235 |
109-050 |
12-185 |
10.4% |
0-265 |
0.7% |
93% |
True |
False |
361,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-220 |
|
2.618 |
124-252 |
|
1.618 |
123-199 |
|
1.000 |
122-288 |
|
0.618 |
122-146 |
|
HIGH |
121-235 |
|
0.618 |
121-093 |
|
0.500 |
121-048 |
|
0.382 |
121-004 |
|
LOW |
120-182 |
|
0.618 |
119-271 |
|
1.000 |
119-129 |
|
1.618 |
118-218 |
|
2.618 |
117-165 |
|
4.250 |
115-197 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-048 |
121-020 |
| PP |
121-013 |
120-314 |
| S1 |
120-298 |
120-288 |
|