ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
115-170 |
0-240 |
0.7% |
113-035 |
| High |
115-235 |
116-050 |
0-135 |
0.4% |
115-310 |
| Low |
114-125 |
115-150 |
1-025 |
0.9% |
112-275 |
| Close |
115-170 |
116-000 |
0-150 |
0.4% |
115-020 |
| Range |
1-110 |
0-220 |
-0-210 |
-48.8% |
3-035 |
| ATR |
1-133 |
1-117 |
-0-017 |
-3.7% |
0-000 |
| Volume |
502,575 |
330,046 |
-172,529 |
-34.3% |
2,387,927 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-300 |
117-210 |
116-121 |
|
| R3 |
117-080 |
116-310 |
116-060 |
|
| R2 |
116-180 |
116-180 |
116-040 |
|
| R1 |
116-090 |
116-090 |
116-020 |
116-135 |
| PP |
115-280 |
115-280 |
115-280 |
115-302 |
| S1 |
115-190 |
115-190 |
115-300 |
115-235 |
| S2 |
115-060 |
115-060 |
115-280 |
|
| S3 |
114-160 |
114-290 |
115-260 |
|
| S4 |
113-260 |
114-070 |
115-199 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-307 |
122-198 |
116-247 |
|
| R3 |
120-272 |
119-163 |
115-294 |
|
| R2 |
117-237 |
117-237 |
115-202 |
|
| R1 |
116-128 |
116-128 |
115-111 |
117-022 |
| PP |
114-202 |
114-202 |
114-202 |
114-309 |
| S1 |
113-093 |
113-093 |
114-249 |
113-308 |
| S2 |
111-167 |
111-167 |
114-158 |
|
| S3 |
108-132 |
110-058 |
114-066 |
|
| S4 |
105-097 |
107-023 |
113-113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-050 |
114-125 |
1-245 |
1.5% |
1-028 |
0.9% |
91% |
True |
False |
460,805 |
| 10 |
116-050 |
112-275 |
3-095 |
2.8% |
1-080 |
1.1% |
95% |
True |
False |
487,397 |
| 20 |
116-160 |
111-125 |
5-035 |
4.4% |
1-099 |
1.1% |
90% |
False |
False |
533,445 |
| 40 |
119-020 |
111-125 |
7-215 |
6.6% |
1-162 |
1.3% |
60% |
False |
False |
712,703 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-113 |
1.2% |
58% |
False |
False |
725,100 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-068 |
1.0% |
58% |
False |
False |
546,398 |
| 100 |
119-115 |
110-290 |
8-145 |
7.3% |
1-038 |
1.0% |
60% |
False |
False |
437,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-025 |
|
2.618 |
117-306 |
|
1.618 |
117-086 |
|
1.000 |
116-270 |
|
0.618 |
116-186 |
|
HIGH |
116-050 |
|
0.618 |
115-286 |
|
0.500 |
115-260 |
|
0.382 |
115-234 |
|
LOW |
115-150 |
|
0.618 |
115-014 |
|
1.000 |
114-250 |
|
1.618 |
114-114 |
|
2.618 |
113-214 |
|
4.250 |
112-175 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-300 |
115-242 |
| PP |
115-280 |
115-165 |
| S1 |
115-260 |
115-088 |
|