ECBOT 10 Year T-Note Future December 2008
| 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 |
117-195 |
118-130 |
0-255 |
0.7% |
114-250 |
| High |
118-205 |
119-195 |
0-310 |
0.8% |
117-160 |
| Low |
117-180 |
118-120 |
0-260 |
0.7% |
114-125 |
| Close |
118-150 |
119-080 |
0-250 |
0.7% |
116-295 |
| Range |
1-025 |
1-075 |
0-050 |
14.5% |
3-035 |
| ATR |
1-100 |
1-098 |
-0-002 |
-0.4% |
0-000 |
| Volume |
391,834 |
569,275 |
177,441 |
45.3% |
2,070,915 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-250 |
122-080 |
119-297 |
|
| R3 |
121-175 |
121-005 |
119-189 |
|
| R2 |
120-100 |
120-100 |
119-152 |
|
| R1 |
119-250 |
119-250 |
119-116 |
120-015 |
| PP |
119-025 |
119-025 |
119-025 |
119-068 |
| S1 |
118-175 |
118-175 |
119-044 |
118-260 |
| S2 |
117-270 |
117-270 |
119-008 |
|
| S3 |
116-195 |
117-100 |
118-291 |
|
| S4 |
115-120 |
116-025 |
118-183 |
|
|
| 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 |
119-195 |
115-295 |
3-220 |
3.1% |
1-053 |
1.0% |
90% |
True |
False |
518,489 |
| 10 |
119-195 |
114-125 |
5-070 |
4.4% |
1-049 |
1.0% |
93% |
True |
False |
454,378 |
| 20 |
119-195 |
112-275 |
6-240 |
5.7% |
1-082 |
1.1% |
95% |
True |
False |
492,331 |
| 40 |
119-195 |
111-125 |
8-070 |
6.9% |
1-146 |
1.2% |
96% |
True |
False |
609,569 |
| 60 |
119-195 |
111-125 |
8-070 |
6.9% |
1-129 |
1.2% |
96% |
True |
False |
759,275 |
| 80 |
119-195 |
111-125 |
8-070 |
6.9% |
1-077 |
1.0% |
96% |
True |
False |
579,753 |
| 100 |
119-195 |
111-125 |
8-070 |
6.9% |
1-051 |
1.0% |
96% |
True |
False |
464,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-274 |
|
2.618 |
122-269 |
|
1.618 |
121-194 |
|
1.000 |
120-270 |
|
0.618 |
120-119 |
|
HIGH |
119-195 |
|
0.618 |
119-044 |
|
0.500 |
118-318 |
|
0.382 |
118-271 |
|
LOW |
118-120 |
|
0.618 |
117-196 |
|
1.000 |
117-045 |
|
1.618 |
116-121 |
|
2.618 |
115-046 |
|
4.250 |
113-041 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-052 |
118-297 |
| PP |
119-025 |
118-193 |
| S1 |
118-318 |
118-090 |
|