ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
117-060 |
119-090 |
2-030 |
1.8% |
115-040 |
High |
119-270 |
120-210 |
0-260 |
0.7% |
119-140 |
Low |
117-060 |
118-310 |
1-250 |
1.5% |
114-260 |
Close |
119-080 |
120-120 |
1-040 |
0.9% |
118-070 |
Range |
2-210 |
1-220 |
-0-310 |
-36.5% |
4-200 |
ATR |
1-115 |
1-123 |
0-007 |
1.7% |
0-000 |
Volume |
272,504 |
529,187 |
256,683 |
94.2% |
354,911 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-020 |
124-130 |
121-097 |
|
R3 |
123-120 |
122-230 |
120-268 |
|
R2 |
121-220 |
121-220 |
120-219 |
|
R1 |
121-010 |
121-010 |
120-170 |
121-115 |
PP |
120-000 |
120-000 |
120-000 |
120-052 |
S1 |
119-110 |
119-110 |
120-070 |
119-215 |
S2 |
118-100 |
118-100 |
120-021 |
|
S3 |
116-200 |
117-210 |
119-292 |
|
S4 |
114-300 |
115-310 |
119-143 |
|
|
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 |
127-265 |
2.618 |
125-024 |
1.618 |
123-124 |
1.000 |
122-110 |
0.618 |
121-224 |
HIGH |
120-210 |
0.618 |
120-004 |
0.500 |
119-260 |
0.382 |
119-196 |
LOW |
118-310 |
0.618 |
117-296 |
1.000 |
117-090 |
1.618 |
116-076 |
2.618 |
114-176 |
4.250 |
111-255 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120-060 |
119-273 |
PP |
120-000 |
119-107 |
S1 |
119-260 |
118-260 |
|