ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
112-070 |
113-080 |
1-010 |
0.9% |
112-040 |
| High |
113-020 |
113-130 |
0-110 |
0.3% |
112-190 |
| Low |
112-000 |
112-270 |
0-270 |
0.8% |
110-290 |
| Close |
112-290 |
113-070 |
0-100 |
0.3% |
111-000 |
| Range |
1-020 |
0-180 |
-0-160 |
-47.1% |
1-220 |
| ATR |
0-000 |
0-236 |
0-236 |
|
0-000 |
| Volume |
2,967 |
10,729 |
7,762 |
261.6% |
5,021 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-270 |
114-190 |
113-169 |
|
| R3 |
114-090 |
114-010 |
113-120 |
|
| R2 |
113-230 |
113-230 |
113-103 |
|
| R1 |
113-150 |
113-150 |
113-086 |
113-100 |
| PP |
113-050 |
113-050 |
113-050 |
113-025 |
| S1 |
112-290 |
112-290 |
113-054 |
112-240 |
| S2 |
112-190 |
112-190 |
113-037 |
|
| S3 |
112-010 |
112-110 |
113-020 |
|
| S4 |
111-150 |
111-250 |
112-291 |
|
|
| 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 |
115-255 |
|
2.618 |
114-281 |
|
1.618 |
114-101 |
|
1.000 |
113-310 |
|
0.618 |
113-241 |
|
HIGH |
113-130 |
|
0.618 |
113-061 |
|
0.500 |
113-040 |
|
0.382 |
113-019 |
|
LOW |
112-270 |
|
0.618 |
112-159 |
|
1.000 |
112-090 |
|
1.618 |
111-299 |
|
2.618 |
111-119 |
|
4.250 |
110-145 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-060 |
113-007 |
| PP |
113-050 |
112-263 |
| S1 |
113-040 |
112-200 |
|