ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
117-230 |
117-060 |
-0-170 |
-0.5% |
115-040 |
| High |
118-010 |
119-270 |
1-260 |
1.5% |
119-140 |
| Low |
116-310 |
117-060 |
0-070 |
0.2% |
114-260 |
| Close |
117-030 |
119-080 |
2-050 |
1.8% |
118-070 |
| Range |
1-020 |
2-210 |
1-190 |
150.0% |
4-200 |
| ATR |
1-081 |
1-115 |
0-034 |
8.5% |
0-000 |
| Volume |
130,933 |
272,504 |
141,571 |
108.1% |
354,911 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-233 |
125-207 |
120-228 |
|
| R3 |
124-023 |
122-317 |
119-314 |
|
| R2 |
121-133 |
121-133 |
119-236 |
|
| R1 |
120-107 |
120-107 |
119-158 |
120-280 |
| PP |
118-243 |
118-243 |
118-243 |
119-010 |
| S1 |
117-217 |
117-217 |
119-002 |
118-070 |
| S2 |
116-033 |
116-033 |
118-244 |
|
| S3 |
113-143 |
115-007 |
118-166 |
|
| S4 |
110-253 |
112-117 |
117-252 |
|
|
| 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 |
131-042 |
|
2.618 |
126-255 |
|
1.618 |
124-045 |
|
1.000 |
122-160 |
|
0.618 |
121-155 |
|
HIGH |
119-270 |
|
0.618 |
118-265 |
|
0.500 |
118-165 |
|
0.382 |
118-065 |
|
LOW |
117-060 |
|
0.618 |
115-175 |
|
1.000 |
114-170 |
|
1.618 |
112-285 |
|
2.618 |
110-075 |
|
4.250 |
105-288 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
119-002 |
118-310 |
| PP |
118-243 |
118-220 |
| S1 |
118-165 |
118-130 |
|