ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-170 |
114-000 |
-0-170 |
-0.5% |
112-110 |
| High |
115-010 |
115-100 |
0-090 |
0.2% |
115-100 |
| Low |
113-240 |
113-300 |
0-060 |
0.2% |
111-310 |
| Close |
114-060 |
114-240 |
0-180 |
0.5% |
114-240 |
| Range |
1-090 |
1-120 |
0-030 |
7.3% |
3-110 |
| ATR |
1-049 |
1-054 |
0-005 |
1.4% |
0-000 |
| Volume |
10,044 |
22,130 |
12,086 |
120.3% |
52,258 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-047 |
115-162 |
|
| R3 |
117-133 |
116-247 |
115-041 |
|
| R2 |
116-013 |
116-013 |
115-001 |
|
| R1 |
115-127 |
115-127 |
114-280 |
115-230 |
| PP |
114-213 |
114-213 |
114-213 |
114-265 |
| S1 |
114-007 |
114-007 |
114-200 |
114-110 |
| S2 |
113-093 |
113-093 |
114-159 |
|
| S3 |
111-293 |
112-207 |
114-119 |
|
| S4 |
110-173 |
111-087 |
113-318 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-013 |
122-237 |
116-188 |
|
| R3 |
120-223 |
119-127 |
115-214 |
|
| R2 |
117-113 |
117-113 |
115-116 |
|
| R1 |
116-017 |
116-017 |
115-018 |
116-225 |
| PP |
114-003 |
114-003 |
114-003 |
114-108 |
| S1 |
112-227 |
112-227 |
114-142 |
113-115 |
| S2 |
110-213 |
110-213 |
114-044 |
|
| S3 |
107-103 |
109-117 |
113-266 |
|
| S4 |
103-313 |
106-007 |
112-292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-050 |
|
2.618 |
118-292 |
|
1.618 |
117-172 |
|
1.000 |
116-220 |
|
0.618 |
116-052 |
|
HIGH |
115-100 |
|
0.618 |
114-252 |
|
0.500 |
114-200 |
|
0.382 |
114-148 |
|
LOW |
113-300 |
|
0.618 |
113-028 |
|
1.000 |
112-180 |
|
1.618 |
111-228 |
|
2.618 |
110-108 |
|
4.250 |
108-030 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-227 |
114-200 |
| PP |
114-213 |
114-160 |
| S1 |
114-200 |
114-120 |
|