ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
111-200 |
112-280 |
1-080 |
1.1% |
113-230 |
| High |
113-080 |
113-180 |
0-100 |
0.3% |
113-260 |
| Low |
111-130 |
112-190 |
1-060 |
1.1% |
111-010 |
| Close |
112-310 |
113-060 |
0-070 |
0.2% |
111-020 |
| Range |
1-270 |
0-310 |
-0-280 |
-47.5% |
2-250 |
| ATR |
1-060 |
1-055 |
-0-005 |
-1.3% |
0-000 |
| Volume |
395 |
2,917 |
2,522 |
638.5% |
707 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-007 |
115-183 |
113-230 |
|
| R3 |
115-017 |
114-193 |
113-145 |
|
| R2 |
114-027 |
114-027 |
113-117 |
|
| R1 |
113-203 |
113-203 |
113-088 |
113-275 |
| PP |
113-037 |
113-037 |
113-037 |
113-072 |
| S1 |
112-213 |
112-213 |
113-032 |
112-285 |
| S2 |
112-047 |
112-047 |
113-003 |
|
| S3 |
111-057 |
111-223 |
112-295 |
|
| S4 |
110-067 |
110-233 |
112-210 |
|
|
| 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 |
117-218 |
|
2.618 |
116-032 |
|
1.618 |
115-042 |
|
1.000 |
114-170 |
|
0.618 |
114-052 |
|
HIGH |
113-180 |
|
0.618 |
113-062 |
|
0.500 |
113-025 |
|
0.382 |
112-308 |
|
LOW |
112-190 |
|
0.618 |
111-318 |
|
1.000 |
111-200 |
|
1.618 |
111-008 |
|
2.618 |
110-018 |
|
4.250 |
108-152 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-048 |
112-282 |
| PP |
113-037 |
112-183 |
| S1 |
113-025 |
112-085 |
|