ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-135 |
121-125 |
-0-010 |
0.0% |
119-100 |
| High |
121-235 |
121-125 |
-0-110 |
-0.3% |
121-235 |
| Low |
120-182 |
120-000 |
-0-182 |
-0.5% |
119-067 |
| Close |
120-262 |
120-170 |
-0-092 |
-0.2% |
120-262 |
| Range |
1-053 |
1-125 |
0-072 |
19.3% |
2-168 |
| ATR |
0-297 |
0-308 |
0-011 |
3.5% |
0-000 |
| Volume |
48,942 |
31,279 |
-17,663 |
-36.1% |
523,986 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-260 |
124-020 |
121-095 |
|
| R3 |
123-135 |
122-215 |
120-292 |
|
| R2 |
122-010 |
122-010 |
120-252 |
|
| R1 |
121-090 |
121-090 |
120-211 |
120-308 |
| PP |
120-205 |
120-205 |
120-205 |
120-154 |
| S1 |
119-285 |
119-285 |
120-129 |
119-182 |
| S2 |
119-080 |
119-080 |
120-088 |
|
| S3 |
117-275 |
118-160 |
120-048 |
|
| S4 |
116-150 |
117-035 |
119-245 |
|
|
| 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 |
120-000 |
1-235 |
1.4% |
0-310 |
0.8% |
31% |
False |
True |
84,351 |
| 10 |
121-235 |
117-115 |
4-120 |
3.6% |
1-011 |
0.9% |
73% |
False |
False |
259,771 |
| 20 |
121-235 |
115-012 |
6-223 |
5.6% |
0-284 |
0.7% |
82% |
False |
False |
282,600 |
| 40 |
121-235 |
111-075 |
10-160 |
8.7% |
0-281 |
0.7% |
89% |
False |
False |
319,738 |
| 60 |
121-235 |
111-075 |
10-160 |
8.7% |
1-005 |
0.8% |
89% |
False |
False |
449,640 |
| 80 |
121-235 |
111-062 |
10-173 |
8.7% |
0-294 |
0.8% |
89% |
False |
False |
451,632 |
| 100 |
121-235 |
109-050 |
12-185 |
10.4% |
0-269 |
0.7% |
90% |
False |
False |
361,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-096 |
|
2.618 |
125-010 |
|
1.618 |
123-205 |
|
1.000 |
122-250 |
|
0.618 |
122-080 |
|
HIGH |
121-125 |
|
0.618 |
120-275 |
|
0.500 |
120-222 |
|
0.382 |
120-170 |
|
LOW |
120-000 |
|
0.618 |
119-045 |
|
1.000 |
118-195 |
|
1.618 |
117-240 |
|
2.618 |
116-115 |
|
4.250 |
114-029 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-222 |
120-278 |
| PP |
120-205 |
120-242 |
| S1 |
120-188 |
120-206 |
|