ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-255 |
116-040 |
-0-215 |
-0.6% |
114-250 |
| High |
117-100 |
117-160 |
0-060 |
0.2% |
117-160 |
| Low |
115-295 |
116-035 |
0-060 |
0.2% |
114-125 |
| Close |
116-130 |
116-295 |
0-165 |
0.4% |
116-295 |
| Range |
1-125 |
1-125 |
0-000 |
0.0% |
3-035 |
| ATR |
1-116 |
1-117 |
0-001 |
0.1% |
0-000 |
| Volume |
495,511 |
644,247 |
148,736 |
30.0% |
2,070,915 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-005 |
120-115 |
117-220 |
|
| R3 |
119-200 |
118-310 |
117-097 |
|
| R2 |
118-075 |
118-075 |
117-057 |
|
| R1 |
117-185 |
117-185 |
117-016 |
117-290 |
| PP |
116-270 |
116-270 |
116-270 |
117-002 |
| S1 |
116-060 |
116-060 |
116-254 |
116-165 |
| S2 |
115-145 |
115-145 |
116-213 |
|
| S3 |
114-020 |
114-255 |
116-173 |
|
| S4 |
112-215 |
113-130 |
116-050 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-192 |
124-118 |
118-202 |
|
| R3 |
122-157 |
121-083 |
117-249 |
|
| R2 |
119-122 |
119-122 |
117-157 |
|
| R1 |
118-048 |
118-048 |
117-066 |
118-245 |
| PP |
116-087 |
116-087 |
116-087 |
116-185 |
| S1 |
115-013 |
115-013 |
116-204 |
115-210 |
| S2 |
113-052 |
113-052 |
116-113 |
|
| S3 |
110-017 |
111-298 |
116-021 |
|
| S4 |
106-302 |
108-263 |
115-068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-160 |
114-125 |
3-035 |
2.7% |
1-071 |
1.0% |
81% |
True |
False |
414,183 |
| 10 |
117-160 |
112-275 |
4-205 |
4.0% |
1-084 |
1.1% |
88% |
True |
False |
445,884 |
| 20 |
117-160 |
111-190 |
5-290 |
5.1% |
1-103 |
1.1% |
90% |
True |
False |
501,324 |
| 40 |
118-020 |
111-125 |
6-215 |
5.7% |
1-147 |
1.2% |
83% |
False |
False |
646,818 |
| 60 |
119-115 |
111-125 |
7-310 |
6.8% |
1-124 |
1.2% |
69% |
False |
False |
743,217 |
| 80 |
119-115 |
111-125 |
7-310 |
6.8% |
1-075 |
1.1% |
69% |
False |
False |
561,803 |
| 100 |
119-115 |
111-125 |
7-310 |
6.8% |
1-046 |
1.0% |
69% |
False |
False |
449,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-131 |
|
2.618 |
121-045 |
|
1.618 |
119-240 |
|
1.000 |
118-285 |
|
0.618 |
118-115 |
|
HIGH |
117-160 |
|
0.618 |
116-310 |
|
0.500 |
116-258 |
|
0.382 |
116-205 |
|
LOW |
116-035 |
|
0.618 |
115-080 |
|
1.000 |
114-230 |
|
1.618 |
113-275 |
|
2.618 |
112-150 |
|
4.250 |
110-064 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-282 |
116-255 |
| PP |
116-270 |
116-215 |
| S1 |
116-258 |
116-175 |
|