ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
112-110 |
113-150 |
1-040 |
1.0% |
111-130 |
High |
113-140 |
113-260 |
0-120 |
0.3% |
113-200 |
Low |
111-310 |
113-100 |
1-110 |
1.2% |
110-310 |
Close |
113-070 |
113-230 |
0-160 |
0.4% |
112-260 |
Range |
1-150 |
0-160 |
-0-310 |
-66.0% |
2-210 |
ATR |
1-057 |
1-043 |
-0-013 |
-3.5% |
0-000 |
Volume |
14,893 |
4,455 |
-10,438 |
-70.1% |
9,625 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-037 |
114-293 |
113-318 |
|
R3 |
114-197 |
114-133 |
113-274 |
|
R2 |
114-037 |
114-037 |
113-259 |
|
R1 |
113-293 |
113-293 |
113-245 |
114-005 |
PP |
113-197 |
113-197 |
113-197 |
113-212 |
S1 |
113-133 |
113-133 |
113-215 |
113-165 |
S2 |
113-037 |
113-037 |
113-201 |
|
S3 |
112-197 |
112-293 |
113-186 |
|
S4 |
112-037 |
112-133 |
113-142 |
|
|
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 |
115-300 |
2.618 |
115-039 |
1.618 |
114-199 |
1.000 |
114-100 |
0.618 |
114-039 |
HIGH |
113-260 |
0.618 |
113-199 |
0.500 |
113-180 |
0.382 |
113-161 |
LOW |
113-100 |
0.618 |
113-001 |
1.000 |
112-260 |
1.618 |
112-161 |
2.618 |
112-001 |
4.250 |
111-060 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
113-213 |
113-142 |
PP |
113-197 |
113-053 |
S1 |
113-180 |
112-285 |
|