ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-125 |
117-195 |
0-070 |
0.2% |
114-250 |
| High |
117-220 |
118-205 |
0-305 |
0.8% |
117-160 |
| Low |
116-305 |
117-180 |
0-195 |
0.5% |
114-125 |
| Close |
117-145 |
118-150 |
1-005 |
0.9% |
116-295 |
| Range |
0-235 |
1-025 |
0-110 |
46.8% |
3-035 |
| ATR |
1-103 |
1-100 |
-0-003 |
-0.7% |
0-000 |
| Volume |
491,581 |
391,834 |
-99,747 |
-20.3% |
2,070,915 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-147 |
121-013 |
119-020 |
|
| R3 |
120-122 |
119-308 |
118-245 |
|
| R2 |
119-097 |
119-097 |
118-213 |
|
| R1 |
118-283 |
118-283 |
118-182 |
119-030 |
| PP |
118-072 |
118-072 |
118-072 |
118-105 |
| S1 |
117-258 |
117-258 |
118-118 |
118-005 |
| S2 |
117-047 |
117-047 |
118-087 |
|
| S3 |
116-022 |
116-233 |
118-055 |
|
| S4 |
114-317 |
115-208 |
117-280 |
|
|
| 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 |
118-205 |
115-190 |
3-015 |
2.6% |
1-057 |
1.0% |
94% |
True |
False |
424,341 |
| 10 |
118-205 |
114-125 |
4-080 |
3.6% |
1-042 |
1.0% |
96% |
True |
False |
442,573 |
| 20 |
118-205 |
112-275 |
5-250 |
4.9% |
1-080 |
1.1% |
97% |
True |
False |
493,288 |
| 40 |
118-205 |
111-125 |
7-080 |
6.1% |
1-145 |
1.2% |
98% |
True |
False |
618,070 |
| 60 |
119-115 |
111-125 |
7-310 |
6.7% |
1-125 |
1.2% |
89% |
False |
False |
754,265 |
| 80 |
119-115 |
111-125 |
7-310 |
6.7% |
1-075 |
1.0% |
89% |
False |
False |
572,763 |
| 100 |
119-115 |
111-125 |
7-310 |
6.7% |
1-048 |
1.0% |
89% |
False |
False |
458,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-071 |
|
2.618 |
121-148 |
|
1.618 |
120-123 |
|
1.000 |
119-230 |
|
0.618 |
119-098 |
|
HIGH |
118-205 |
|
0.618 |
118-073 |
|
0.500 |
118-032 |
|
0.382 |
117-312 |
|
LOW |
117-180 |
|
0.618 |
116-287 |
|
1.000 |
116-155 |
|
1.618 |
115-262 |
|
2.618 |
114-237 |
|
4.250 |
112-314 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-111 |
118-033 |
| PP |
118-072 |
117-237 |
| S1 |
118-032 |
117-120 |
|