ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-105 |
121-280 |
0-175 |
0.5% |
121-125 |
| High |
121-215 |
122-150 |
0-255 |
0.7% |
121-290 |
| Low |
121-070 |
121-075 |
0-005 |
0.0% |
120-000 |
| Close |
121-195 |
122-095 |
0-220 |
0.6% |
121-065 |
| Range |
0-145 |
1-075 |
0-250 |
172.4% |
1-290 |
| ATR |
0-292 |
0-300 |
0-007 |
2.5% |
0-000 |
| Volume |
8,689 |
8,597 |
-92 |
-1.1% |
90,412 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-225 |
125-075 |
122-312 |
|
| R3 |
124-150 |
124-000 |
122-204 |
|
| R2 |
123-075 |
123-075 |
122-167 |
|
| R1 |
122-245 |
122-245 |
122-131 |
123-000 |
| PP |
122-000 |
122-000 |
122-000 |
122-038 |
| S1 |
121-170 |
121-170 |
122-059 |
121-245 |
| S2 |
120-245 |
120-245 |
122-023 |
|
| S3 |
119-170 |
120-095 |
121-306 |
|
| S4 |
118-095 |
119-020 |
121-198 |
|
|
| 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 |
122-150 |
120-145 |
2-005 |
1.6% |
0-278 |
0.7% |
91% |
True |
False |
10,187 |
| 10 |
122-150 |
120-000 |
2-150 |
2.0% |
0-306 |
0.8% |
93% |
True |
False |
33,004 |
| 20 |
122-150 |
116-290 |
5-180 |
4.5% |
0-301 |
0.8% |
97% |
True |
False |
211,021 |
| 40 |
122-150 |
112-202 |
9-268 |
8.0% |
0-283 |
0.7% |
98% |
True |
False |
266,691 |
| 60 |
122-150 |
111-075 |
11-075 |
9.2% |
0-305 |
0.8% |
98% |
True |
False |
355,333 |
| 80 |
122-150 |
111-062 |
11-088 |
9.2% |
0-304 |
0.8% |
98% |
True |
False |
448,063 |
| 100 |
122-150 |
109-260 |
12-210 |
10.3% |
0-275 |
0.7% |
99% |
True |
False |
362,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-229 |
|
2.618 |
125-224 |
|
1.618 |
124-149 |
|
1.000 |
123-225 |
|
0.618 |
123-074 |
|
HIGH |
122-150 |
|
0.618 |
121-319 |
|
0.500 |
121-272 |
|
0.382 |
121-226 |
|
LOW |
121-075 |
|
0.618 |
120-151 |
|
1.000 |
120-000 |
|
1.618 |
119-076 |
|
2.618 |
118-001 |
|
4.250 |
115-316 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-048 |
122-008 |
| PP |
122-000 |
121-240 |
| S1 |
121-272 |
121-152 |
|