ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
119-175 |
1-045 |
1.0% |
114-250 |
| High |
119-195 |
121-255 |
2-060 |
1.8% |
117-160 |
| Low |
118-120 |
119-100 |
0-300 |
0.8% |
114-125 |
| Close |
119-080 |
120-230 |
1-150 |
1.2% |
116-295 |
| Range |
1-075 |
2-155 |
1-080 |
101.3% |
3-035 |
| ATR |
1-098 |
1-126 |
0-028 |
6.8% |
0-000 |
| Volume |
569,275 |
728,414 |
159,139 |
28.0% |
2,070,915 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-020 |
126-280 |
122-027 |
|
| R3 |
125-185 |
124-125 |
121-129 |
|
| R2 |
123-030 |
123-030 |
121-056 |
|
| R1 |
121-290 |
121-290 |
120-303 |
122-160 |
| PP |
120-195 |
120-195 |
120-195 |
120-290 |
| S1 |
119-135 |
119-135 |
120-157 |
120-005 |
| S2 |
118-040 |
118-040 |
120-084 |
|
| S3 |
115-205 |
116-300 |
120-011 |
|
| S4 |
113-050 |
114-145 |
119-113 |
|
|
| 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 |
121-255 |
116-035 |
5-220 |
4.7% |
1-123 |
1.1% |
81% |
True |
False |
565,070 |
| 10 |
121-255 |
114-125 |
7-130 |
6.1% |
1-089 |
1.1% |
85% |
True |
False |
473,780 |
| 20 |
121-255 |
112-275 |
8-300 |
7.4% |
1-101 |
1.1% |
88% |
True |
False |
499,995 |
| 40 |
121-255 |
111-125 |
10-130 |
8.6% |
1-157 |
1.2% |
90% |
True |
False |
609,326 |
| 60 |
121-255 |
111-125 |
10-130 |
8.6% |
1-138 |
1.2% |
90% |
True |
False |
763,532 |
| 80 |
121-255 |
111-125 |
10-130 |
8.6% |
1-083 |
1.0% |
90% |
True |
False |
588,812 |
| 100 |
121-255 |
111-125 |
10-130 |
8.6% |
1-057 |
1.0% |
90% |
True |
False |
471,401 |
| 120 |
121-255 |
109-270 |
11-305 |
9.9% |
1-012 |
0.9% |
91% |
True |
False |
392,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-114 |
|
2.618 |
128-096 |
|
1.618 |
125-261 |
|
1.000 |
124-090 |
|
0.618 |
123-106 |
|
HIGH |
121-255 |
|
0.618 |
120-271 |
|
0.500 |
120-178 |
|
0.382 |
120-084 |
|
LOW |
119-100 |
|
0.618 |
117-249 |
|
1.000 |
116-265 |
|
1.618 |
115-094 |
|
2.618 |
112-259 |
|
4.250 |
108-241 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-212 |
120-119 |
| PP |
120-195 |
120-008 |
| S1 |
120-178 |
119-218 |
|