ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-130 |
116-060 |
0-250 |
0.7% |
112-110 |
| High |
116-120 |
117-100 |
0-300 |
0.8% |
115-100 |
| Low |
115-120 |
116-050 |
0-250 |
0.7% |
111-310 |
| Close |
116-070 |
116-310 |
0-240 |
0.6% |
114-240 |
| Range |
1-000 |
1-050 |
0-050 |
15.6% |
3-110 |
| ATR |
1-044 |
1-044 |
0-000 |
0.1% |
0-000 |
| Volume |
30,029 |
65,114 |
35,085 |
116.8% |
52,258 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-090 |
119-250 |
117-194 |
|
| R3 |
119-040 |
118-200 |
117-092 |
|
| R2 |
117-310 |
117-310 |
117-058 |
|
| R1 |
117-150 |
117-150 |
117-024 |
117-230 |
| PP |
116-260 |
116-260 |
116-260 |
116-300 |
| S1 |
116-100 |
116-100 |
116-276 |
116-180 |
| S2 |
115-210 |
115-210 |
116-242 |
|
| S3 |
114-160 |
115-050 |
116-208 |
|
| S4 |
113-110 |
114-000 |
116-106 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-013 |
122-237 |
116-188 |
|
| R3 |
120-223 |
119-127 |
115-214 |
|
| R2 |
117-113 |
117-113 |
115-116 |
|
| R1 |
116-017 |
116-017 |
115-018 |
116-225 |
| PP |
114-003 |
114-003 |
114-003 |
114-108 |
| S1 |
112-227 |
112-227 |
114-142 |
113-115 |
| S2 |
110-213 |
110-213 |
114-044 |
|
| S3 |
107-103 |
109-117 |
113-266 |
|
| S4 |
103-313 |
106-007 |
112-292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-072 |
|
2.618 |
120-109 |
|
1.618 |
119-059 |
|
1.000 |
118-150 |
|
0.618 |
118-009 |
|
HIGH |
117-100 |
|
0.618 |
116-279 |
|
0.500 |
116-235 |
|
0.382 |
116-191 |
|
LOW |
116-050 |
|
0.618 |
115-141 |
|
1.000 |
115-000 |
|
1.618 |
114-091 |
|
2.618 |
113-041 |
|
4.250 |
111-078 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-285 |
116-213 |
| PP |
116-260 |
116-117 |
| S1 |
116-235 |
116-020 |
|