ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-210 |
114-300 |
-0-230 |
-0.6% |
114-130 |
| High |
115-220 |
116-090 |
0-190 |
0.5% |
116-070 |
| Low |
114-240 |
114-290 |
0-050 |
0.1% |
114-120 |
| Close |
114-290 |
116-020 |
1-050 |
1.0% |
115-280 |
| Range |
0-300 |
1-120 |
0-140 |
46.7% |
1-270 |
| ATR |
0-239 |
0-253 |
0-014 |
6.0% |
0-000 |
| Volume |
174,267 |
257,833 |
83,566 |
48.0% |
272,514 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-280 |
119-110 |
116-262 |
|
| R3 |
118-160 |
117-310 |
116-141 |
|
| R2 |
117-040 |
117-040 |
116-101 |
|
| R1 |
116-190 |
116-190 |
116-060 |
116-275 |
| PP |
115-240 |
115-240 |
115-240 |
115-282 |
| S1 |
115-070 |
115-070 |
115-300 |
115-155 |
| S2 |
114-120 |
114-120 |
115-259 |
|
| S3 |
113-000 |
113-270 |
115-219 |
|
| S4 |
111-200 |
112-150 |
115-098 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-007 |
120-093 |
116-284 |
|
| R3 |
119-057 |
118-143 |
116-122 |
|
| R2 |
117-107 |
117-107 |
116-068 |
|
| R1 |
116-193 |
116-193 |
116-014 |
116-310 |
| PP |
115-157 |
115-157 |
115-157 |
115-215 |
| S1 |
114-243 |
114-243 |
115-226 |
115-040 |
| S2 |
113-207 |
113-207 |
115-172 |
|
| S3 |
111-257 |
112-293 |
115-118 |
|
| S4 |
109-307 |
111-023 |
114-276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-040 |
|
2.618 |
119-282 |
|
1.618 |
118-162 |
|
1.000 |
117-210 |
|
0.618 |
117-042 |
|
HIGH |
116-090 |
|
0.618 |
115-242 |
|
0.500 |
115-190 |
|
0.382 |
115-138 |
|
LOW |
114-290 |
|
0.618 |
114-018 |
|
1.000 |
113-170 |
|
1.618 |
112-218 |
|
2.618 |
111-098 |
|
4.250 |
109-020 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-290 |
115-282 |
| PP |
115-240 |
115-223 |
| S1 |
115-190 |
115-165 |
|