ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-037 |
121-280 |
0-243 |
0.6% |
121-125 |
| High |
121-130 |
121-290 |
0-160 |
0.4% |
121-290 |
| Low |
120-280 |
120-155 |
-0-125 |
-0.3% |
120-000 |
| Close |
121-102 |
121-065 |
-0-037 |
-0.1% |
121-065 |
| Range |
0-170 |
1-135 |
0-285 |
167.6% |
1-290 |
| ATR |
0-291 |
0-303 |
0-012 |
4.0% |
0-000 |
| Volume |
13,774 |
8,012 |
-5,762 |
-41.8% |
90,412 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-148 |
124-242 |
121-315 |
|
| R3 |
124-013 |
123-107 |
121-190 |
|
| R2 |
122-198 |
122-198 |
121-148 |
|
| R1 |
121-292 |
121-292 |
121-107 |
121-178 |
| PP |
121-063 |
121-063 |
121-063 |
121-006 |
| S1 |
120-157 |
120-157 |
121-023 |
120-042 |
| S2 |
119-248 |
119-248 |
120-302 |
|
| S3 |
118-113 |
119-022 |
120-260 |
|
| S4 |
116-298 |
117-207 |
120-135 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-242 |
125-283 |
122-080 |
|
| R3 |
124-272 |
123-313 |
121-233 |
|
| R2 |
122-302 |
122-302 |
121-177 |
|
| R1 |
122-023 |
122-023 |
121-121 |
121-178 |
| PP |
121-012 |
121-012 |
121-012 |
120-249 |
| S1 |
120-053 |
120-053 |
121-009 |
119-208 |
| S2 |
119-042 |
119-042 |
120-273 |
|
| S3 |
117-072 |
118-083 |
120-217 |
|
| S4 |
115-102 |
116-113 |
120-050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-290 |
120-000 |
1-290 |
1.6% |
0-317 |
0.8% |
63% |
True |
False |
18,082 |
| 10 |
121-290 |
119-067 |
2-223 |
2.2% |
1-001 |
0.8% |
74% |
True |
False |
61,439 |
| 20 |
121-290 |
116-040 |
5-250 |
4.8% |
0-294 |
0.8% |
88% |
True |
False |
241,391 |
| 40 |
121-290 |
112-052 |
9-238 |
8.0% |
0-280 |
0.7% |
93% |
True |
False |
288,039 |
| 60 |
121-290 |
111-075 |
10-215 |
8.8% |
0-313 |
0.8% |
93% |
True |
False |
382,863 |
| 80 |
121-290 |
111-062 |
10-228 |
8.8% |
0-302 |
0.8% |
93% |
True |
False |
450,112 |
| 100 |
121-290 |
109-240 |
12-050 |
10.0% |
0-272 |
0.7% |
94% |
True |
False |
362,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-304 |
|
2.618 |
125-201 |
|
1.618 |
124-066 |
|
1.000 |
123-105 |
|
0.618 |
122-251 |
|
HIGH |
121-290 |
|
0.618 |
121-116 |
|
0.500 |
121-062 |
|
0.382 |
121-009 |
|
LOW |
120-155 |
|
0.618 |
119-194 |
|
1.000 |
119-020 |
|
1.618 |
118-059 |
|
2.618 |
116-244 |
|
4.250 |
114-141 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-064 |
121-062 |
| PP |
121-063 |
121-060 |
| S1 |
121-062 |
121-058 |
|