ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-080 |
119-030 |
1-270 |
1.6% |
115-040 |
| High |
119-140 |
119-030 |
-0-110 |
-0.3% |
119-140 |
| Low |
117-010 |
117-180 |
0-170 |
0.5% |
114-260 |
| Close |
118-120 |
118-070 |
-0-050 |
-0.1% |
118-070 |
| Range |
2-130 |
1-170 |
-0-280 |
-36.4% |
4-200 |
| ATR |
1-074 |
1-081 |
0-007 |
1.7% |
0-000 |
| Volume |
76,615 |
174,499 |
97,884 |
127.8% |
354,911 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-283 |
122-027 |
119-020 |
|
| R3 |
121-113 |
120-177 |
118-205 |
|
| R2 |
119-263 |
119-263 |
118-160 |
|
| R1 |
119-007 |
119-007 |
118-115 |
118-210 |
| PP |
118-093 |
118-093 |
118-093 |
118-035 |
| S1 |
117-157 |
117-157 |
118-025 |
117-040 |
| S2 |
116-243 |
116-243 |
117-300 |
|
| S3 |
115-073 |
115-307 |
117-255 |
|
| S4 |
113-223 |
114-137 |
117-120 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-117 |
129-133 |
120-244 |
|
| R3 |
126-237 |
124-253 |
119-157 |
|
| R2 |
122-037 |
122-037 |
119-021 |
|
| R1 |
120-053 |
120-053 |
118-206 |
121-045 |
| PP |
117-157 |
117-157 |
117-157 |
117-312 |
| S1 |
115-173 |
115-173 |
117-254 |
116-165 |
| S2 |
112-277 |
112-277 |
117-119 |
|
| S3 |
108-077 |
110-293 |
116-303 |
|
| S4 |
103-197 |
106-093 |
115-216 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-192 |
|
2.618 |
123-033 |
|
1.618 |
121-183 |
|
1.000 |
120-200 |
|
0.618 |
120-013 |
|
HIGH |
119-030 |
|
0.618 |
118-163 |
|
0.500 |
118-105 |
|
0.382 |
118-047 |
|
LOW |
117-180 |
|
0.618 |
116-197 |
|
1.000 |
116-010 |
|
1.618 |
115-027 |
|
2.618 |
113-177 |
|
4.250 |
111-018 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
118-105 |
118-025 |
| PP |
118-093 |
117-300 |
| S1 |
118-082 |
117-255 |
|