ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
112-200 |
111-130 |
-1-070 |
-1.1% |
113-230 |
High |
112-260 |
111-230 |
-1-030 |
-1.0% |
113-260 |
Low |
111-010 |
110-310 |
-0-020 |
-0.1% |
111-010 |
Close |
111-020 |
111-200 |
0-180 |
0.5% |
111-020 |
Range |
1-250 |
0-240 |
-1-010 |
-57.9% |
2-250 |
ATR |
1-054 |
1-044 |
-0-010 |
-2.6% |
0-000 |
Volume |
139 |
650 |
511 |
367.6% |
707 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-220 |
113-130 |
112-012 |
|
R3 |
112-300 |
112-210 |
111-266 |
|
R2 |
112-060 |
112-060 |
111-244 |
|
R1 |
111-290 |
111-290 |
111-222 |
112-015 |
PP |
111-140 |
111-140 |
111-140 |
111-162 |
S1 |
111-050 |
111-050 |
111-178 |
111-095 |
S2 |
110-220 |
110-220 |
111-156 |
|
S3 |
109-300 |
110-130 |
111-134 |
|
S4 |
109-060 |
109-210 |
111-068 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-100 |
118-150 |
112-190 |
|
R3 |
117-170 |
115-220 |
111-265 |
|
R2 |
114-240 |
114-240 |
111-183 |
|
R1 |
112-290 |
112-290 |
111-102 |
112-140 |
PP |
111-310 |
111-310 |
111-310 |
111-235 |
S1 |
110-040 |
110-040 |
110-258 |
109-210 |
S2 |
109-060 |
109-060 |
110-177 |
|
S3 |
106-130 |
107-110 |
110-095 |
|
S4 |
103-200 |
104-180 |
109-170 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-290 |
2.618 |
113-218 |
1.618 |
112-298 |
1.000 |
112-150 |
0.618 |
112-058 |
HIGH |
111-230 |
0.618 |
111-138 |
0.500 |
111-110 |
0.382 |
111-082 |
LOW |
110-310 |
0.618 |
110-162 |
1.000 |
110-070 |
1.618 |
109-242 |
2.618 |
109-002 |
4.250 |
107-250 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
111-170 |
111-285 |
PP |
111-140 |
111-257 |
S1 |
111-110 |
111-228 |
|