ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-160 |
113-030 |
-0-130 |
-0.4% |
111-130 |
| High |
113-200 |
113-180 |
-0-020 |
-0.1% |
113-200 |
| Low |
112-150 |
112-200 |
0-050 |
0.1% |
110-310 |
| Close |
113-040 |
112-260 |
-0-100 |
-0.3% |
112-260 |
| Range |
1-050 |
0-300 |
-0-070 |
-18.9% |
2-210 |
| ATR |
1-055 |
1-049 |
-0-005 |
-1.4% |
0-000 |
| Volume |
4,018 |
1,645 |
-2,373 |
-59.1% |
9,625 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-260 |
115-080 |
113-105 |
|
| R3 |
114-280 |
114-100 |
113-022 |
|
| R2 |
113-300 |
113-300 |
112-315 |
|
| R1 |
113-120 |
113-120 |
112-288 |
113-060 |
| PP |
113-000 |
113-000 |
113-000 |
112-290 |
| S1 |
112-140 |
112-140 |
112-232 |
112-080 |
| S2 |
112-020 |
112-020 |
112-205 |
|
| S3 |
111-040 |
111-160 |
112-178 |
|
| S4 |
110-060 |
110-180 |
112-095 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
119-090 |
114-088 |
|
| R3 |
117-250 |
116-200 |
113-174 |
|
| R2 |
115-040 |
115-040 |
113-096 |
|
| R1 |
113-310 |
113-310 |
113-018 |
114-175 |
| PP |
112-150 |
112-150 |
112-150 |
112-242 |
| S1 |
111-100 |
111-100 |
112-182 |
111-285 |
| S2 |
109-260 |
109-260 |
112-104 |
|
| S3 |
107-050 |
108-210 |
112-026 |
|
| S4 |
104-160 |
106-000 |
111-112 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-175 |
|
2.618 |
116-005 |
|
1.618 |
115-025 |
|
1.000 |
114-160 |
|
0.618 |
114-045 |
|
HIGH |
113-180 |
|
0.618 |
113-065 |
|
0.500 |
113-030 |
|
0.382 |
112-315 |
|
LOW |
112-200 |
|
0.618 |
112-015 |
|
1.000 |
111-220 |
|
1.618 |
111-035 |
|
2.618 |
110-055 |
|
4.250 |
108-205 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-030 |
113-015 |
| PP |
113-000 |
112-310 |
| S1 |
112-290 |
112-285 |
|