ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
113-030 |
112-110 |
-0-240 |
-0.7% |
111-130 |
High |
113-180 |
113-140 |
-0-040 |
-0.1% |
113-200 |
Low |
112-200 |
111-310 |
-0-210 |
-0.6% |
110-310 |
Close |
112-260 |
113-070 |
0-130 |
0.4% |
112-260 |
Range |
0-300 |
1-150 |
0-170 |
56.7% |
2-210 |
ATR |
1-049 |
1-057 |
0-007 |
1.9% |
0-000 |
Volume |
1,645 |
14,893 |
13,248 |
805.3% |
9,625 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-090 |
116-230 |
114-008 |
|
R3 |
115-260 |
115-080 |
113-199 |
|
R2 |
114-110 |
114-110 |
113-156 |
|
R1 |
113-250 |
113-250 |
113-113 |
114-020 |
PP |
112-280 |
112-280 |
112-280 |
113-005 |
S1 |
112-100 |
112-100 |
113-027 |
112-190 |
S2 |
111-130 |
111-130 |
112-304 |
|
S3 |
109-300 |
110-270 |
112-261 |
|
S4 |
108-150 |
109-120 |
112-132 |
|
|
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 |
119-218 |
2.618 |
117-090 |
1.618 |
115-260 |
1.000 |
114-290 |
0.618 |
114-110 |
HIGH |
113-140 |
0.618 |
112-280 |
0.500 |
112-225 |
0.382 |
112-170 |
LOW |
111-310 |
0.618 |
111-020 |
1.000 |
110-160 |
1.618 |
109-190 |
2.618 |
108-040 |
4.250 |
105-232 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
113-015 |
113-025 |
PP |
112-280 |
112-300 |
S1 |
112-225 |
112-255 |
|