ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
121-280 |
122-210 |
0-250 |
0.6% |
121-125 |
| High |
122-150 |
122-315 |
0-165 |
0.4% |
121-290 |
| Low |
121-075 |
121-310 |
0-235 |
0.6% |
120-000 |
| Close |
122-095 |
122-015 |
-0-080 |
-0.2% |
121-065 |
| Range |
1-075 |
1-005 |
-0-070 |
-17.7% |
1-290 |
| ATR |
0-300 |
0-301 |
0-002 |
0.6% |
0-000 |
| Volume |
8,597 |
4,565 |
-4,032 |
-46.9% |
90,412 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-122 |
124-233 |
122-194 |
|
| R3 |
124-117 |
123-228 |
122-104 |
|
| R2 |
123-112 |
123-112 |
122-075 |
|
| R1 |
122-223 |
122-223 |
122-045 |
122-165 |
| PP |
122-107 |
122-107 |
122-107 |
122-078 |
| S1 |
121-218 |
121-218 |
121-305 |
121-160 |
| S2 |
121-102 |
121-102 |
121-275 |
|
| S3 |
120-097 |
120-213 |
121-246 |
|
| S4 |
119-092 |
119-208 |
121-156 |
|
|
| 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 |
122-315 |
120-155 |
2-160 |
2.0% |
0-298 |
0.8% |
63% |
True |
False |
8,727 |
| 10 |
122-315 |
120-000 |
2-315 |
2.4% |
0-311 |
0.8% |
69% |
True |
False |
22,544 |
| 20 |
122-315 |
117-015 |
5-300 |
4.9% |
0-309 |
0.8% |
84% |
True |
False |
199,225 |
| 40 |
122-315 |
113-017 |
9-298 |
8.1% |
0-281 |
0.7% |
91% |
True |
False |
258,684 |
| 60 |
122-315 |
111-075 |
11-240 |
9.6% |
0-308 |
0.8% |
92% |
True |
False |
346,548 |
| 80 |
122-315 |
111-062 |
11-253 |
9.7% |
0-306 |
0.8% |
92% |
True |
False |
446,940 |
| 100 |
122-315 |
109-260 |
13-055 |
10.8% |
0-277 |
0.7% |
93% |
True |
False |
362,606 |
| 120 |
122-315 |
109-050 |
13-265 |
11.3% |
0-257 |
0.7% |
93% |
True |
False |
302,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-096 |
|
2.618 |
125-206 |
|
1.618 |
124-201 |
|
1.000 |
124-000 |
|
0.618 |
123-196 |
|
HIGH |
122-315 |
|
0.618 |
122-191 |
|
0.500 |
122-152 |
|
0.382 |
122-114 |
|
LOW |
121-310 |
|
0.618 |
121-109 |
|
1.000 |
120-305 |
|
1.618 |
120-104 |
|
2.618 |
119-099 |
|
4.250 |
117-209 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-152 |
122-032 |
| PP |
122-107 |
122-027 |
| S1 |
122-061 |
122-021 |
|