ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
119-030 |
117-230 |
-1-120 |
-1.2% |
115-040 |
High |
119-030 |
118-010 |
-1-020 |
-0.9% |
119-140 |
Low |
117-180 |
116-310 |
-0-190 |
-0.5% |
114-260 |
Close |
118-070 |
117-030 |
-1-040 |
-1.0% |
118-070 |
Range |
1-170 |
1-020 |
-0-150 |
-30.6% |
4-200 |
ATR |
1-081 |
1-081 |
0-000 |
0.0% |
0-000 |
Volume |
174,499 |
130,933 |
-43,566 |
-25.0% |
354,911 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-177 |
119-283 |
117-217 |
|
R3 |
119-157 |
118-263 |
117-124 |
|
R2 |
118-137 |
118-137 |
117-092 |
|
R1 |
117-243 |
117-243 |
117-061 |
117-180 |
PP |
117-117 |
117-117 |
117-117 |
117-085 |
S1 |
116-223 |
116-223 |
116-319 |
116-160 |
S2 |
116-097 |
116-097 |
116-288 |
|
S3 |
115-077 |
115-203 |
116-256 |
|
S4 |
114-057 |
114-183 |
116-163 |
|
|
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 |
122-175 |
2.618 |
120-260 |
1.618 |
119-240 |
1.000 |
119-030 |
0.618 |
118-220 |
HIGH |
118-010 |
0.618 |
117-200 |
0.500 |
117-160 |
0.382 |
117-120 |
LOW |
116-310 |
0.618 |
116-100 |
1.000 |
115-290 |
1.618 |
115-080 |
2.618 |
114-060 |
4.250 |
112-145 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
117-160 |
118-065 |
PP |
117-117 |
117-267 |
S1 |
117-073 |
117-148 |
|