ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
117-235 |
118-000 |
0-085 |
0.2% |
115-210 |
| High |
118-045 |
118-127 |
0-082 |
0.2% |
116-265 |
| Low |
117-195 |
117-170 |
-0-025 |
-0.1% |
114-240 |
| Close |
117-270 |
118-060 |
0-110 |
0.3% |
116-227 |
| Range |
0-170 |
0-277 |
0-107 |
62.9% |
2-025 |
| ATR |
0-254 |
0-256 |
0-002 |
0.6% |
0-000 |
| Volume |
371,856 |
329,749 |
-42,107 |
-11.3% |
1,548,730 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-203 |
120-089 |
118-212 |
|
| R3 |
119-246 |
119-132 |
118-136 |
|
| R2 |
118-289 |
118-289 |
118-111 |
|
| R1 |
118-175 |
118-175 |
118-085 |
118-232 |
| PP |
118-012 |
118-012 |
118-012 |
118-041 |
| S1 |
117-218 |
117-218 |
118-035 |
117-275 |
| S2 |
117-055 |
117-055 |
118-009 |
|
| S3 |
116-098 |
116-261 |
117-304 |
|
| S4 |
115-141 |
115-304 |
117-228 |
|
|
| 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 |
122-024 |
|
2.618 |
120-212 |
|
1.618 |
119-255 |
|
1.000 |
119-084 |
|
0.618 |
118-298 |
|
HIGH |
118-127 |
|
0.618 |
118-021 |
|
0.500 |
117-308 |
|
0.382 |
117-276 |
|
LOW |
117-170 |
|
0.618 |
116-319 |
|
1.000 |
116-213 |
|
1.618 |
116-042 |
|
2.618 |
115-085 |
|
4.250 |
113-273 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-036 |
117-304 |
| PP |
118-012 |
117-229 |
| S1 |
117-308 |
117-154 |
|