ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
116-062 |
116-180 |
0-118 |
0.3% |
115-210 |
| High |
116-265 |
117-315 |
1-050 |
1.0% |
116-265 |
| Low |
115-275 |
116-180 |
0-225 |
0.6% |
114-240 |
| Close |
116-227 |
117-217 |
0-310 |
0.8% |
116-227 |
| Range |
0-310 |
1-135 |
0-145 |
46.8% |
2-025 |
| ATR |
0-246 |
0-261 |
0-015 |
6.1% |
0-000 |
| Volume |
248,104 |
147,541 |
-100,563 |
-40.5% |
1,548,730 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-216 |
121-031 |
118-147 |
|
| R3 |
120-081 |
119-216 |
118-022 |
|
| R2 |
118-266 |
118-266 |
117-300 |
|
| R1 |
118-081 |
118-081 |
117-259 |
118-174 |
| PP |
117-131 |
117-131 |
117-131 |
117-177 |
| S1 |
116-266 |
116-266 |
117-175 |
117-038 |
| S2 |
115-316 |
115-316 |
117-134 |
|
| S3 |
114-181 |
115-131 |
117-092 |
|
| S4 |
113-046 |
113-316 |
116-287 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-106 |
121-191 |
117-273 |
|
| R3 |
120-081 |
119-166 |
117-090 |
|
| R2 |
118-056 |
118-056 |
117-029 |
|
| R1 |
117-141 |
117-141 |
116-288 |
117-258 |
| PP |
116-031 |
116-031 |
116-031 |
116-089 |
| S1 |
115-116 |
115-116 |
116-166 |
115-234 |
| S2 |
114-006 |
114-006 |
116-105 |
|
| S3 |
111-301 |
113-091 |
116-044 |
|
| S4 |
109-276 |
111-066 |
115-181 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-009 |
|
2.618 |
121-226 |
|
1.618 |
120-091 |
|
1.000 |
119-130 |
|
0.618 |
118-276 |
|
HIGH |
117-315 |
|
0.618 |
117-141 |
|
0.500 |
117-088 |
|
0.382 |
117-034 |
|
LOW |
116-180 |
|
0.618 |
115-219 |
|
1.000 |
115-045 |
|
1.618 |
114-084 |
|
2.618 |
112-269 |
|
4.250 |
110-166 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-174 |
117-136 |
| PP |
117-131 |
117-056 |
| S1 |
117-088 |
116-295 |
|