ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
111-210 |
111-220 |
0-010 |
0.0% |
112-040 |
| High |
111-260 |
112-060 |
0-120 |
0.3% |
112-190 |
| Low |
111-110 |
110-290 |
-0-140 |
-0.4% |
110-290 |
| Close |
111-210 |
111-000 |
-0-210 |
-0.6% |
111-000 |
| Range |
0-150 |
1-090 |
0-260 |
173.3% |
1-220 |
| ATR |
|
|
|
|
|
| Volume |
1,214 |
159 |
-1,055 |
-86.9% |
5,021 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-067 |
114-123 |
111-226 |
|
| R3 |
113-297 |
113-033 |
111-113 |
|
| R2 |
112-207 |
112-207 |
111-075 |
|
| R1 |
111-263 |
111-263 |
111-038 |
111-190 |
| PP |
111-117 |
111-117 |
111-117 |
111-080 |
| S1 |
110-173 |
110-173 |
110-282 |
110-100 |
| S2 |
110-027 |
110-027 |
110-245 |
|
| S3 |
108-257 |
109-083 |
110-207 |
|
| S4 |
107-167 |
107-313 |
110-094 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-180 |
115-150 |
111-297 |
|
| R3 |
114-280 |
113-250 |
111-148 |
|
| R2 |
113-060 |
113-060 |
111-099 |
|
| R1 |
112-030 |
112-030 |
111-050 |
111-255 |
| PP |
111-160 |
111-160 |
111-160 |
111-112 |
| S1 |
110-130 |
110-130 |
110-270 |
110-035 |
| S2 |
109-260 |
109-260 |
110-221 |
|
| S3 |
108-040 |
108-230 |
110-172 |
|
| S4 |
106-140 |
107-010 |
110-023 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-202 |
|
2.618 |
115-173 |
|
1.618 |
114-083 |
|
1.000 |
113-150 |
|
0.618 |
112-313 |
|
HIGH |
112-060 |
|
0.618 |
111-223 |
|
0.500 |
111-175 |
|
0.382 |
111-127 |
|
LOW |
110-290 |
|
0.618 |
110-037 |
|
1.000 |
109-200 |
|
1.618 |
108-267 |
|
2.618 |
107-177 |
|
4.250 |
105-148 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-175 |
111-195 |
| PP |
111-117 |
111-130 |
| S1 |
111-058 |
111-065 |
|