ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
111-270 |
112-070 |
0-120 |
0.3% |
112-040 |
| High |
111-300 |
113-020 |
1-040 |
1.0% |
112-190 |
| Low |
111-270 |
112-000 |
0-050 |
0.1% |
110-290 |
| Close |
111-270 |
112-290 |
1-020 |
0.9% |
111-000 |
| Range |
0-030 |
1-020 |
0-310 |
1,033.3% |
1-220 |
| ATR |
|
|
|
|
|
| Volume |
2,429 |
2,967 |
538 |
22.1% |
5,021 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-270 |
115-140 |
113-157 |
|
| R3 |
114-250 |
114-120 |
113-064 |
|
| R2 |
113-230 |
113-230 |
113-032 |
|
| R1 |
113-100 |
113-100 |
113-001 |
113-165 |
| PP |
112-210 |
112-210 |
112-210 |
112-242 |
| S1 |
112-080 |
112-080 |
112-259 |
112-145 |
| S2 |
111-190 |
111-190 |
112-228 |
|
| S3 |
110-170 |
111-060 |
112-196 |
|
| S4 |
109-150 |
110-040 |
112-103 |
|
|
| 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 |
117-185 |
|
2.618 |
115-270 |
|
1.618 |
114-250 |
|
1.000 |
114-040 |
|
0.618 |
113-230 |
|
HIGH |
113-020 |
|
0.618 |
112-210 |
|
0.500 |
112-170 |
|
0.382 |
112-130 |
|
LOW |
112-000 |
|
0.618 |
111-110 |
|
1.000 |
110-300 |
|
1.618 |
110-090 |
|
2.618 |
109-070 |
|
4.250 |
107-155 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-250 |
112-192 |
| PP |
112-210 |
112-093 |
| S1 |
112-170 |
111-315 |
|