ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-060 |
117-080 |
1-020 |
0.9% |
112-110 |
| High |
117-100 |
119-140 |
2-040 |
1.8% |
115-100 |
| Low |
116-050 |
117-010 |
0-280 |
0.8% |
111-310 |
| Close |
116-310 |
118-120 |
1-130 |
1.2% |
114-240 |
| Range |
1-050 |
2-130 |
1-080 |
108.1% |
3-110 |
| ATR |
1-044 |
1-074 |
0-030 |
8.4% |
0-000 |
| Volume |
65,114 |
76,615 |
11,501 |
17.7% |
52,258 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-160 |
124-110 |
119-224 |
|
| R3 |
123-030 |
121-300 |
119-012 |
|
| R2 |
120-220 |
120-220 |
118-261 |
|
| R1 |
119-170 |
119-170 |
118-191 |
120-035 |
| PP |
118-090 |
118-090 |
118-090 |
118-182 |
| S1 |
117-040 |
117-040 |
118-049 |
117-225 |
| S2 |
115-280 |
115-280 |
117-299 |
|
| S3 |
113-150 |
114-230 |
117-228 |
|
| S4 |
111-020 |
112-100 |
117-016 |
|
|
| 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 |
129-212 |
|
2.618 |
125-236 |
|
1.618 |
123-106 |
|
1.000 |
121-270 |
|
0.618 |
120-296 |
|
HIGH |
119-140 |
|
0.618 |
118-166 |
|
0.500 |
118-075 |
|
0.382 |
117-304 |
|
LOW |
117-010 |
|
0.618 |
115-174 |
|
1.000 |
114-200 |
|
1.618 |
113-044 |
|
2.618 |
110-234 |
|
4.250 |
106-258 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-105 |
118-017 |
| PP |
118-090 |
117-233 |
| S1 |
118-075 |
117-130 |
|