ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
120-240 |
120-285 |
0-045 |
0.1% |
119-100 |
| High |
121-032 |
121-052 |
0-020 |
0.1% |
121-235 |
| Low |
120-065 |
120-145 |
0-080 |
0.2% |
119-067 |
| Close |
120-305 |
121-012 |
0-027 |
0.1% |
120-262 |
| Range |
0-287 |
0-227 |
-0-060 |
-20.9% |
2-168 |
| ATR |
0-306 |
0-301 |
-0-006 |
-1.9% |
0-000 |
| Volume |
25,481 |
11,866 |
-13,615 |
-53.4% |
523,986 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-004 |
122-235 |
121-137 |
|
| R3 |
122-097 |
122-008 |
121-074 |
|
| R2 |
121-190 |
121-190 |
121-054 |
|
| R1 |
121-101 |
121-101 |
121-033 |
121-146 |
| PP |
120-283 |
120-283 |
120-283 |
120-305 |
| S1 |
120-194 |
120-194 |
120-311 |
120-238 |
| S2 |
120-056 |
120-056 |
120-290 |
|
| S3 |
119-149 |
119-287 |
120-270 |
|
| S4 |
118-242 |
119-060 |
120-207 |
|
|
| 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% |
1-003 |
0.8% |
60% |
False |
False |
36,360 |
| 10 |
121-235 |
118-090 |
3-145 |
2.9% |
0-312 |
0.8% |
80% |
False |
False |
164,913 |
| 20 |
121-235 |
115-225 |
6-010 |
5.0% |
0-291 |
0.8% |
88% |
False |
False |
256,407 |
| 40 |
121-235 |
111-175 |
10-060 |
8.4% |
0-279 |
0.7% |
93% |
False |
False |
308,024 |
| 60 |
121-235 |
111-075 |
10-160 |
8.7% |
0-317 |
0.8% |
93% |
False |
False |
417,480 |
| 80 |
121-235 |
111-062 |
10-173 |
8.7% |
0-297 |
0.8% |
93% |
False |
False |
451,224 |
| 100 |
121-235 |
109-050 |
12-185 |
10.4% |
0-269 |
0.7% |
94% |
False |
False |
362,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-057 |
|
2.618 |
123-006 |
|
1.618 |
122-099 |
|
1.000 |
121-279 |
|
0.618 |
121-192 |
|
HIGH |
121-052 |
|
0.618 |
120-285 |
|
0.500 |
120-258 |
|
0.382 |
120-232 |
|
LOW |
120-145 |
|
0.618 |
120-005 |
|
1.000 |
119-238 |
|
1.618 |
119-098 |
|
2.618 |
118-191 |
|
4.250 |
117-140 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-308 |
120-296 |
| PP |
120-283 |
120-259 |
| S1 |
120-258 |
120-222 |
|