ECBOT 10 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-025 |
-0-075 |
-0.2% |
117-230 |
| High |
120-110 |
121-055 |
0-265 |
0.7% |
121-055 |
| Low |
119-270 |
119-270 |
0-000 |
0.0% |
116-310 |
| Close |
120-100 |
120-310 |
0-210 |
0.5% |
120-310 |
| Range |
0-160 |
1-105 |
0-265 |
165.6% |
4-065 |
| ATR |
1-103 |
1-104 |
0-000 |
0.0% |
0-000 |
| Volume |
529,187 |
365,768 |
-163,419 |
-30.9% |
1,827,579 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-207 |
124-043 |
121-224 |
|
| R3 |
123-102 |
122-258 |
121-107 |
|
| R2 |
121-317 |
121-317 |
121-068 |
|
| R1 |
121-153 |
121-153 |
121-029 |
121-235 |
| PP |
120-212 |
120-212 |
120-212 |
120-252 |
| S1 |
120-048 |
120-048 |
120-271 |
120-130 |
| S2 |
119-107 |
119-107 |
120-232 |
|
| S3 |
118-002 |
118-263 |
120-193 |
|
| S4 |
116-217 |
117-158 |
120-076 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-100 |
130-270 |
123-090 |
|
| R3 |
128-035 |
126-205 |
122-040 |
|
| R2 |
123-290 |
123-290 |
121-237 |
|
| R1 |
122-140 |
122-140 |
121-113 |
123-055 |
| PP |
119-225 |
119-225 |
119-225 |
120-022 |
| S1 |
118-075 |
118-075 |
120-187 |
118-310 |
| S2 |
115-160 |
115-160 |
120-063 |
|
| S3 |
111-095 |
114-010 |
119-260 |
|
| S4 |
107-030 |
109-265 |
118-210 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-261 |
|
2.618 |
124-208 |
|
1.618 |
123-103 |
|
1.000 |
122-160 |
|
0.618 |
121-318 |
|
HIGH |
121-055 |
|
0.618 |
120-213 |
|
0.500 |
120-162 |
|
0.382 |
120-112 |
|
LOW |
119-270 |
|
0.618 |
119-007 |
|
1.000 |
118-165 |
|
1.618 |
117-222 |
|
2.618 |
116-117 |
|
4.250 |
114-064 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
120-261 |
120-214 |
| PP |
120-212 |
120-118 |
| S1 |
120-162 |
120-022 |
|