ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
112-280 |
113-160 |
0-200 |
0.6% |
113-230 |
| High |
113-180 |
113-200 |
0-020 |
0.1% |
113-260 |
| Low |
112-190 |
112-150 |
-0-040 |
-0.1% |
111-010 |
| Close |
113-060 |
113-040 |
-0-020 |
-0.1% |
111-020 |
| Range |
0-310 |
1-050 |
0-060 |
19.4% |
2-250 |
| ATR |
1-055 |
1-055 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,917 |
4,018 |
1,101 |
37.7% |
707 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-173 |
115-317 |
113-244 |
|
| R3 |
115-123 |
114-267 |
113-142 |
|
| R2 |
114-073 |
114-073 |
113-108 |
|
| R1 |
113-217 |
113-217 |
113-074 |
113-120 |
| PP |
113-023 |
113-023 |
113-023 |
112-295 |
| S1 |
112-167 |
112-167 |
113-006 |
112-070 |
| S2 |
111-293 |
111-293 |
112-292 |
|
| S3 |
110-243 |
111-117 |
112-258 |
|
| S4 |
109-193 |
110-067 |
112-156 |
|
|
| 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 |
118-172 |
|
2.618 |
116-209 |
|
1.618 |
115-159 |
|
1.000 |
114-250 |
|
0.618 |
114-109 |
|
HIGH |
113-200 |
|
0.618 |
113-059 |
|
0.500 |
113-015 |
|
0.382 |
112-291 |
|
LOW |
112-150 |
|
0.618 |
111-241 |
|
1.000 |
111-100 |
|
1.618 |
110-191 |
|
2.618 |
109-141 |
|
4.250 |
107-178 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-032 |
112-295 |
| PP |
113-023 |
112-230 |
| S1 |
113-015 |
112-165 |
|