ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
118-085 |
0-085 |
0.2% |
115-210 |
| High |
118-127 |
118-247 |
0-120 |
0.3% |
116-265 |
| Low |
117-170 |
117-275 |
0-105 |
0.3% |
114-240 |
| Close |
118-060 |
118-200 |
0-140 |
0.4% |
116-227 |
| Range |
0-277 |
0-292 |
0-015 |
5.4% |
2-025 |
| ATR |
0-256 |
0-258 |
0-003 |
1.0% |
0-000 |
| Volume |
329,749 |
275,363 |
-54,386 |
-16.5% |
1,548,730 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-050 |
120-257 |
119-041 |
|
| R3 |
120-078 |
119-285 |
118-280 |
|
| R2 |
119-106 |
119-106 |
118-254 |
|
| R1 |
118-313 |
118-313 |
118-227 |
119-050 |
| PP |
118-134 |
118-134 |
118-134 |
118-162 |
| S1 |
118-021 |
118-021 |
118-173 |
118-078 |
| S2 |
117-162 |
117-162 |
118-146 |
|
| S3 |
116-190 |
117-049 |
118-120 |
|
| S4 |
115-218 |
116-077 |
118-039 |
|
|
| 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 |
122-208 |
|
2.618 |
121-051 |
|
1.618 |
120-079 |
|
1.000 |
119-219 |
|
0.618 |
119-107 |
|
HIGH |
118-247 |
|
0.618 |
118-135 |
|
0.500 |
118-101 |
|
0.382 |
118-067 |
|
LOW |
117-275 |
|
0.618 |
117-095 |
|
1.000 |
116-303 |
|
1.618 |
116-123 |
|
2.618 |
115-151 |
|
4.250 |
113-314 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-167 |
118-150 |
| PP |
118-134 |
118-099 |
| S1 |
118-101 |
118-048 |
|