ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-040 |
115-130 |
0-090 |
0.2% |
112-110 |
| High |
115-140 |
116-120 |
0-300 |
0.8% |
115-100 |
| Low |
114-260 |
115-120 |
0-180 |
0.5% |
111-310 |
| Close |
115-070 |
116-070 |
1-000 |
0.9% |
114-240 |
| Range |
0-200 |
1-000 |
0-120 |
60.0% |
3-110 |
| ATR |
1-043 |
1-044 |
0-000 |
0.1% |
0-000 |
| Volume |
8,654 |
30,029 |
21,375 |
247.0% |
52,258 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-317 |
118-193 |
116-246 |
|
| R3 |
117-317 |
117-193 |
116-158 |
|
| R2 |
116-317 |
116-317 |
116-129 |
|
| R1 |
116-193 |
116-193 |
116-099 |
116-255 |
| PP |
115-317 |
115-317 |
115-317 |
116-028 |
| S1 |
115-193 |
115-193 |
116-041 |
115-255 |
| S2 |
114-317 |
114-317 |
116-011 |
|
| S3 |
113-317 |
114-193 |
115-302 |
|
| S4 |
112-317 |
113-193 |
115-214 |
|
|
| 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 |
120-200 |
|
2.618 |
118-318 |
|
1.618 |
117-318 |
|
1.000 |
117-120 |
|
0.618 |
116-318 |
|
HIGH |
116-120 |
|
0.618 |
115-318 |
|
0.500 |
115-280 |
|
0.382 |
115-242 |
|
LOW |
115-120 |
|
0.618 |
114-242 |
|
1.000 |
114-120 |
|
1.618 |
113-242 |
|
2.618 |
112-242 |
|
4.250 |
111-040 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-033 |
115-277 |
| PP |
115-317 |
115-163 |
| S1 |
115-280 |
115-050 |
|