ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-125 |
120-240 |
-0-205 |
-0.5% |
119-100 |
| High |
121-125 |
121-032 |
-0-093 |
-0.2% |
121-235 |
| Low |
120-000 |
120-065 |
0-065 |
0.2% |
119-067 |
| Close |
120-170 |
120-305 |
0-135 |
0.4% |
120-262 |
| Range |
1-125 |
0-287 |
-0-158 |
-35.5% |
2-168 |
| ATR |
0-308 |
0-306 |
-0-001 |
-0.5% |
0-000 |
| Volume |
31,279 |
25,481 |
-5,798 |
-18.5% |
523,986 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-142 |
123-030 |
121-143 |
|
| R3 |
122-175 |
122-063 |
121-064 |
|
| R2 |
121-208 |
121-208 |
121-038 |
|
| R1 |
121-096 |
121-096 |
121-011 |
121-152 |
| PP |
120-241 |
120-241 |
120-241 |
120-268 |
| S1 |
120-129 |
120-129 |
120-279 |
120-185 |
| S2 |
119-274 |
119-274 |
120-252 |
|
| S3 |
118-307 |
119-162 |
120-226 |
|
| S4 |
118-020 |
118-195 |
120-147 |
|
|
| 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% |
1-013 |
0.9% |
55% |
False |
False |
55,821 |
| 10 |
121-235 |
117-147 |
4-088 |
3.5% |
1-010 |
0.9% |
82% |
False |
False |
212,690 |
| 20 |
121-235 |
115-210 |
6-025 |
5.0% |
0-285 |
0.7% |
87% |
False |
False |
266,723 |
| 40 |
121-235 |
111-075 |
10-160 |
8.7% |
0-279 |
0.7% |
93% |
False |
False |
309,327 |
| 60 |
121-235 |
111-075 |
10-160 |
8.7% |
1-004 |
0.8% |
93% |
False |
False |
433,123 |
| 80 |
121-235 |
111-062 |
10-173 |
8.7% |
0-295 |
0.8% |
93% |
False |
False |
451,436 |
| 100 |
121-235 |
109-050 |
12-185 |
10.4% |
0-269 |
0.7% |
94% |
False |
False |
362,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-292 |
|
2.618 |
123-143 |
|
1.618 |
122-176 |
|
1.000 |
121-319 |
|
0.618 |
121-209 |
|
HIGH |
121-032 |
|
0.618 |
120-242 |
|
0.500 |
120-208 |
|
0.382 |
120-175 |
|
LOW |
120-065 |
|
0.618 |
119-208 |
|
1.000 |
119-098 |
|
1.618 |
118-241 |
|
2.618 |
117-274 |
|
4.250 |
116-125 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-273 |
120-296 |
| PP |
120-241 |
120-287 |
| S1 |
120-208 |
120-278 |
|