ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-235 |
116-255 |
1-020 |
0.9% |
113-035 |
| High |
116-285 |
117-100 |
0-135 |
0.4% |
115-310 |
| Low |
115-190 |
115-295 |
0-105 |
0.3% |
112-275 |
| Close |
116-210 |
116-130 |
-0-080 |
-0.2% |
115-020 |
| Range |
1-095 |
1-125 |
0-030 |
7.2% |
3-035 |
| ATR |
1-115 |
1-116 |
0-001 |
0.2% |
0-000 |
| Volume |
98,536 |
495,511 |
396,975 |
402.9% |
2,387,927 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
119-305 |
117-055 |
|
| R3 |
119-105 |
118-180 |
116-252 |
|
| R2 |
117-300 |
117-300 |
116-212 |
|
| R1 |
117-055 |
117-055 |
116-171 |
116-275 |
| PP |
116-175 |
116-175 |
116-175 |
116-125 |
| S1 |
115-250 |
115-250 |
116-089 |
115-150 |
| S2 |
115-050 |
115-050 |
116-048 |
|
| S3 |
113-245 |
114-125 |
116-008 |
|
| S4 |
112-120 |
113-000 |
115-205 |
|
|
| 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 |
117-100 |
114-125 |
2-295 |
2.5% |
1-055 |
1.0% |
69% |
True |
False |
382,491 |
| 10 |
117-100 |
112-275 |
4-145 |
3.8% |
1-092 |
1.1% |
80% |
True |
False |
430,567 |
| 20 |
117-100 |
111-150 |
5-270 |
5.0% |
1-104 |
1.1% |
84% |
True |
False |
504,257 |
| 40 |
118-020 |
111-125 |
6-215 |
5.7% |
1-156 |
1.3% |
75% |
False |
False |
659,208 |
| 60 |
119-115 |
111-125 |
7-310 |
6.8% |
1-121 |
1.2% |
63% |
False |
False |
733,733 |
| 80 |
119-115 |
111-125 |
7-310 |
6.8% |
1-073 |
1.1% |
63% |
False |
False |
553,804 |
| 100 |
119-115 |
110-300 |
8-135 |
7.2% |
1-044 |
1.0% |
65% |
False |
False |
443,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-071 |
|
2.618 |
120-305 |
|
1.618 |
119-180 |
|
1.000 |
118-225 |
|
0.618 |
118-055 |
|
HIGH |
117-100 |
|
0.618 |
116-250 |
|
0.500 |
116-198 |
|
0.382 |
116-145 |
|
LOW |
115-295 |
|
0.618 |
115-020 |
|
1.000 |
114-170 |
|
1.618 |
113-215 |
|
2.618 |
112-090 |
|
4.250 |
110-004 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-198 |
116-128 |
| PP |
116-175 |
116-127 |
| S1 |
116-152 |
116-125 |
|