ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
113-210 |
0-060 |
0.2% |
111-130 |
| High |
113-260 |
114-220 |
0-280 |
0.8% |
113-200 |
| Low |
113-100 |
113-140 |
0-040 |
0.1% |
110-310 |
| Close |
113-230 |
114-140 |
0-230 |
0.6% |
112-260 |
| Range |
0-160 |
1-080 |
0-240 |
150.0% |
2-210 |
| ATR |
1-043 |
1-046 |
0-003 |
0.7% |
0-000 |
| Volume |
4,455 |
736 |
-3,719 |
-83.5% |
9,625 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-300 |
117-140 |
115-040 |
|
| R3 |
116-220 |
116-060 |
114-250 |
|
| R2 |
115-140 |
115-140 |
114-213 |
|
| R1 |
114-300 |
114-300 |
114-177 |
115-060 |
| PP |
114-060 |
114-060 |
114-060 |
114-100 |
| S1 |
113-220 |
113-220 |
114-103 |
113-300 |
| S2 |
112-300 |
112-300 |
114-067 |
|
| S3 |
111-220 |
112-140 |
114-030 |
|
| S4 |
110-140 |
111-060 |
113-240 |
|
|
| 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 |
120-000 |
|
2.618 |
117-307 |
|
1.618 |
116-227 |
|
1.000 |
115-300 |
|
0.618 |
115-147 |
|
HIGH |
114-220 |
|
0.618 |
114-067 |
|
0.500 |
114-020 |
|
0.382 |
113-293 |
|
LOW |
113-140 |
|
0.618 |
112-213 |
|
1.000 |
112-060 |
|
1.618 |
111-133 |
|
2.618 |
110-053 |
|
4.250 |
108-040 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-100 |
114-022 |
| PP |
114-060 |
113-223 |
| S1 |
114-020 |
113-105 |
|