ECBOT 10 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 27-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
119-090 |
120-100 |
1-010 |
0.9% |
115-040 |
High |
120-210 |
120-110 |
-0-100 |
-0.3% |
119-140 |
Low |
118-310 |
119-270 |
0-280 |
0.7% |
114-260 |
Close |
120-120 |
120-100 |
-0-020 |
-0.1% |
118-070 |
Range |
1-220 |
0-160 |
-1-060 |
-70.4% |
4-200 |
ATR |
1-123 |
1-103 |
-0-019 |
-4.4% |
0-000 |
Volume |
529,187 |
529,187 |
0 |
0.0% |
354,911 |
|
Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-213 |
121-157 |
120-188 |
|
R3 |
121-053 |
120-317 |
120-144 |
|
R2 |
120-213 |
120-213 |
120-129 |
|
R1 |
120-157 |
120-157 |
120-115 |
120-180 |
PP |
120-053 |
120-053 |
120-053 |
120-065 |
S1 |
119-317 |
119-317 |
120-085 |
120-020 |
S2 |
119-213 |
119-213 |
120-071 |
|
S3 |
119-053 |
119-157 |
120-056 |
|
S4 |
118-213 |
118-317 |
120-012 |
|
|
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 |
122-150 |
2.618 |
121-209 |
1.618 |
121-049 |
1.000 |
120-270 |
0.618 |
120-209 |
HIGH |
120-110 |
0.618 |
120-049 |
0.500 |
120-030 |
0.382 |
120-011 |
LOW |
119-270 |
0.618 |
119-171 |
1.000 |
119-110 |
1.618 |
119-011 |
2.618 |
118-171 |
4.250 |
117-230 |
|
|
Fisher Pivots for day following 27-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
120-077 |
119-272 |
PP |
120-053 |
119-123 |
S1 |
120-030 |
118-295 |
|