ECBOT 5 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
122-100 |
122-100 |
0-000 |
0.0% |
121-105 |
| High |
122-177 |
122-100 |
-0-077 |
-0.2% |
122-315 |
| Low |
122-022 |
121-215 |
-0-127 |
-0.3% |
121-070 |
| Close |
122-082 |
121-272 |
-0-130 |
-0.3% |
121-272 |
| Range |
0-155 |
0-205 |
0-050 |
32.3% |
1-245 |
| ATR |
0-291 |
0-285 |
-0-006 |
-2.1% |
0-000 |
| Volume |
6,480 |
11,147 |
4,667 |
72.0% |
39,478 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-277 |
123-160 |
122-065 |
|
| R3 |
123-072 |
122-275 |
122-008 |
|
| R2 |
122-187 |
122-187 |
121-310 |
|
| R1 |
122-070 |
122-070 |
121-291 |
122-026 |
| PP |
121-302 |
121-302 |
121-302 |
121-280 |
| S1 |
121-185 |
121-185 |
121-253 |
121-141 |
| S2 |
121-097 |
121-097 |
121-234 |
|
| S3 |
120-212 |
120-300 |
121-216 |
|
| S4 |
120-007 |
120-095 |
121-159 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-101 |
126-111 |
122-263 |
|
| R3 |
125-176 |
124-186 |
122-107 |
|
| R2 |
123-251 |
123-251 |
122-056 |
|
| R1 |
122-261 |
122-261 |
122-004 |
123-096 |
| PP |
122-006 |
122-006 |
122-006 |
122-083 |
| S1 |
121-016 |
121-016 |
121-220 |
121-171 |
| S2 |
120-081 |
120-081 |
121-168 |
|
| S3 |
118-156 |
119-091 |
121-117 |
|
| S4 |
116-231 |
117-166 |
120-281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-315 |
121-070 |
1-245 |
1.4% |
0-245 |
0.6% |
36% |
False |
False |
7,895 |
| 10 |
122-315 |
120-000 |
2-315 |
2.4% |
0-281 |
0.7% |
62% |
False |
False |
12,989 |
| 20 |
122-315 |
117-115 |
5-200 |
4.6% |
0-296 |
0.8% |
80% |
False |
False |
160,848 |
| 40 |
122-315 |
113-017 |
9-298 |
8.2% |
0-279 |
0.7% |
89% |
False |
False |
242,217 |
| 60 |
122-315 |
111-075 |
11-240 |
9.6% |
0-305 |
0.8% |
90% |
False |
False |
325,541 |
| 80 |
122-315 |
111-062 |
11-253 |
9.7% |
0-307 |
0.8% |
90% |
False |
False |
435,571 |
| 100 |
122-315 |
110-060 |
12-255 |
10.5% |
0-277 |
0.7% |
91% |
False |
False |
362,748 |
| 120 |
122-315 |
109-050 |
13-265 |
11.3% |
0-259 |
0.7% |
92% |
False |
False |
302,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-011 |
|
2.618 |
123-317 |
|
1.618 |
123-112 |
|
1.000 |
122-305 |
|
0.618 |
122-227 |
|
HIGH |
122-100 |
|
0.618 |
122-022 |
|
0.500 |
121-318 |
|
0.382 |
121-293 |
|
LOW |
121-215 |
|
0.618 |
121-088 |
|
1.000 |
121-010 |
|
1.618 |
120-203 |
|
2.618 |
119-318 |
|
4.250 |
118-304 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
121-318 |
122-105 |
| PP |
121-302 |
122-054 |
| S1 |
121-287 |
122-003 |
|