ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-210 |
114-170 |
0-280 |
0.8% |
111-130 |
| High |
114-220 |
115-010 |
0-110 |
0.3% |
113-200 |
| Low |
113-140 |
113-240 |
0-100 |
0.3% |
110-310 |
| Close |
114-140 |
114-060 |
-0-080 |
-0.2% |
112-260 |
| Range |
1-080 |
1-090 |
0-010 |
2.5% |
2-210 |
| ATR |
1-046 |
1-049 |
0-003 |
0.9% |
0-000 |
| Volume |
736 |
10,044 |
9,308 |
1,264.7% |
9,625 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-053 |
117-147 |
114-286 |
|
| R3 |
116-283 |
116-057 |
114-173 |
|
| R2 |
115-193 |
115-193 |
114-135 |
|
| R1 |
114-287 |
114-287 |
114-098 |
114-195 |
| PP |
114-103 |
114-103 |
114-103 |
114-058 |
| S1 |
113-197 |
113-197 |
114-022 |
113-105 |
| S2 |
113-013 |
113-013 |
113-305 |
|
| S3 |
111-243 |
112-107 |
113-267 |
|
| S4 |
110-153 |
111-017 |
113-154 |
|
|
| 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 |
120-152 |
|
2.618 |
118-123 |
|
1.618 |
117-033 |
|
1.000 |
116-100 |
|
0.618 |
115-263 |
|
HIGH |
115-010 |
|
0.618 |
114-173 |
|
0.500 |
114-125 |
|
0.382 |
114-077 |
|
LOW |
113-240 |
|
0.618 |
112-307 |
|
1.000 |
112-150 |
|
1.618 |
111-217 |
|
2.618 |
110-127 |
|
4.250 |
108-098 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-125 |
114-058 |
| PP |
114-103 |
114-057 |
| S1 |
114-082 |
114-055 |
|