ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-040 |
117-125 |
1-085 |
1.1% |
114-250 |
| High |
117-160 |
117-220 |
0-060 |
0.2% |
117-160 |
| Low |
116-035 |
116-305 |
0-270 |
0.7% |
114-125 |
| Close |
116-295 |
117-145 |
0-170 |
0.5% |
116-295 |
| Range |
1-125 |
0-235 |
-0-210 |
-47.2% |
3-035 |
| ATR |
1-117 |
1-103 |
-0-014 |
-3.1% |
0-000 |
| Volume |
644,247 |
491,581 |
-152,666 |
-23.7% |
2,070,915 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-182 |
119-078 |
117-274 |
|
| R3 |
118-267 |
118-163 |
117-210 |
|
| R2 |
118-032 |
118-032 |
117-188 |
|
| R1 |
117-248 |
117-248 |
117-167 |
117-300 |
| PP |
117-117 |
117-117 |
117-117 |
117-142 |
| S1 |
117-013 |
117-013 |
117-123 |
117-065 |
| S2 |
116-202 |
116-202 |
117-102 |
|
| S3 |
115-287 |
116-098 |
117-080 |
|
| S4 |
115-052 |
115-183 |
117-016 |
|
|
| 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 |
117-220 |
115-150 |
2-070 |
1.9% |
1-032 |
0.9% |
89% |
True |
False |
411,984 |
| 10 |
117-220 |
113-120 |
4-100 |
3.7% |
1-074 |
1.0% |
95% |
True |
False |
434,665 |
| 20 |
117-220 |
112-275 |
4-265 |
4.1% |
1-088 |
1.1% |
95% |
True |
False |
497,325 |
| 40 |
118-020 |
111-125 |
6-215 |
5.7% |
1-144 |
1.2% |
91% |
False |
False |
628,975 |
| 60 |
119-115 |
111-125 |
7-310 |
6.8% |
1-125 |
1.2% |
76% |
False |
False |
750,505 |
| 80 |
119-115 |
111-125 |
7-310 |
6.8% |
1-074 |
1.0% |
76% |
False |
False |
567,888 |
| 100 |
119-115 |
111-125 |
7-310 |
6.8% |
1-046 |
1.0% |
76% |
False |
False |
454,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-259 |
|
2.618 |
119-195 |
|
1.618 |
118-280 |
|
1.000 |
118-135 |
|
0.618 |
118-045 |
|
HIGH |
117-220 |
|
0.618 |
117-130 |
|
0.500 |
117-102 |
|
0.382 |
117-075 |
|
LOW |
116-305 |
|
0.618 |
116-160 |
|
1.000 |
116-070 |
|
1.618 |
115-245 |
|
2.618 |
115-010 |
|
4.250 |
113-266 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
117-131 |
117-076 |
| PP |
117-117 |
117-007 |
| S1 |
117-102 |
116-258 |
|