ECBOT 5 Year T-Note Future March 2009
Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
111-220 |
111-270 |
0-050 |
0.1% |
112-040 |
High |
112-060 |
111-300 |
-0-080 |
-0.2% |
112-190 |
Low |
110-290 |
111-270 |
0-300 |
0.8% |
110-290 |
Close |
111-000 |
111-270 |
0-270 |
0.8% |
111-000 |
Range |
1-090 |
0-030 |
-1-060 |
-92.7% |
1-220 |
ATR |
|
|
|
|
|
Volume |
159 |
2,429 |
2,270 |
1,427.7% |
5,021 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-050 |
112-030 |
111-286 |
|
R3 |
112-020 |
112-000 |
111-278 |
|
R2 |
111-310 |
111-310 |
111-276 |
|
R1 |
111-290 |
111-290 |
111-273 |
111-285 |
PP |
111-280 |
111-280 |
111-280 |
111-278 |
S1 |
111-260 |
111-260 |
111-267 |
111-255 |
S2 |
111-250 |
111-250 |
111-264 |
|
S3 |
111-220 |
111-230 |
111-262 |
|
S4 |
111-190 |
111-200 |
111-254 |
|
|
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 |
112-108 |
2.618 |
112-059 |
1.618 |
112-029 |
1.000 |
112-010 |
0.618 |
111-319 |
HIGH |
111-300 |
0.618 |
111-289 |
0.500 |
111-285 |
0.382 |
111-281 |
LOW |
111-270 |
0.618 |
111-251 |
1.000 |
111-240 |
1.618 |
111-221 |
2.618 |
111-191 |
4.250 |
111-142 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
111-285 |
111-238 |
PP |
111-280 |
111-207 |
S1 |
111-275 |
111-175 |
|