ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122-210 |
122-100 |
-0-110 |
-0.3% |
121-125 |
| High |
122-315 |
122-177 |
-0-138 |
-0.4% |
121-290 |
| Low |
121-310 |
122-022 |
0-032 |
0.1% |
120-000 |
| Close |
122-015 |
122-082 |
0-067 |
0.2% |
121-065 |
| Range |
1-005 |
0-155 |
-0-170 |
-52.3% |
1-290 |
| ATR |
0-301 |
0-291 |
-0-010 |
-3.3% |
0-000 |
| Volume |
4,565 |
6,480 |
1,915 |
41.9% |
90,412 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-239 |
123-155 |
122-167 |
|
| R3 |
123-084 |
123-000 |
122-125 |
|
| R2 |
122-249 |
122-249 |
122-110 |
|
| R1 |
122-165 |
122-165 |
122-096 |
122-130 |
| PP |
122-094 |
122-094 |
122-094 |
122-076 |
| S1 |
122-010 |
122-010 |
122-068 |
121-294 |
| S2 |
121-259 |
121-259 |
122-054 |
|
| S3 |
121-104 |
121-175 |
122-039 |
|
| S4 |
120-269 |
121-020 |
121-317 |
|
|
| 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% |
0-295 |
0.8% |
71% |
False |
False |
7,268 |
| 10 |
122-315 |
120-000 |
2-315 |
2.4% |
0-298 |
0.8% |
76% |
False |
False |
16,768 |
| 20 |
122-315 |
117-115 |
5-200 |
4.6% |
0-303 |
0.8% |
87% |
False |
False |
181,504 |
| 40 |
122-315 |
113-017 |
9-298 |
8.1% |
0-281 |
0.7% |
93% |
False |
False |
249,786 |
| 60 |
122-315 |
111-075 |
11-240 |
9.6% |
0-306 |
0.8% |
94% |
False |
False |
336,015 |
| 80 |
122-315 |
111-062 |
11-253 |
9.6% |
0-306 |
0.8% |
94% |
False |
False |
442,478 |
| 100 |
122-315 |
109-260 |
13-055 |
10.8% |
0-277 |
0.7% |
94% |
False |
False |
362,651 |
| 120 |
122-315 |
109-050 |
13-265 |
11.3% |
0-258 |
0.7% |
95% |
False |
False |
302,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-196 |
|
2.618 |
123-263 |
|
1.618 |
123-108 |
|
1.000 |
123-012 |
|
0.618 |
122-273 |
|
HIGH |
122-177 |
|
0.618 |
122-118 |
|
0.500 |
122-100 |
|
0.382 |
122-081 |
|
LOW |
122-022 |
|
0.618 |
121-246 |
|
1.000 |
121-187 |
|
1.618 |
121-091 |
|
2.618 |
120-256 |
|
4.250 |
120-003 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
122-100 |
122-066 |
| PP |
122-094 |
122-051 |
| S1 |
122-088 |
122-035 |
|