ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
115-040 |
1-040 |
1.0% |
112-110 |
High |
115-100 |
115-140 |
0-040 |
0.1% |
115-100 |
Low |
113-300 |
114-260 |
0-280 |
0.8% |
111-310 |
Close |
114-240 |
115-070 |
0-150 |
0.4% |
114-240 |
Range |
1-120 |
0-200 |
-0-240 |
-54.5% |
3-110 |
ATR |
1-054 |
1-043 |
-0-011 |
-2.9% |
0-000 |
Volume |
22,130 |
8,654 |
-13,476 |
-60.9% |
52,258 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-010 |
116-240 |
115-180 |
|
R3 |
116-130 |
116-040 |
115-125 |
|
R2 |
115-250 |
115-250 |
115-107 |
|
R1 |
115-160 |
115-160 |
115-088 |
115-205 |
PP |
115-050 |
115-050 |
115-050 |
115-072 |
S1 |
114-280 |
114-280 |
115-052 |
115-005 |
S2 |
114-170 |
114-170 |
115-033 |
|
S3 |
113-290 |
114-080 |
115-015 |
|
S4 |
113-090 |
113-200 |
114-280 |
|
|
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 |
118-030 |
2.618 |
117-024 |
1.618 |
116-144 |
1.000 |
116-020 |
0.618 |
115-264 |
HIGH |
115-140 |
0.618 |
115-064 |
0.500 |
115-040 |
0.382 |
115-016 |
LOW |
114-260 |
0.618 |
114-136 |
1.000 |
114-060 |
1.618 |
113-256 |
2.618 |
113-056 |
4.250 |
112-050 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
115-060 |
115-003 |
PP |
115-050 |
114-257 |
S1 |
115-040 |
114-190 |
|