ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-120 |
0-040 |
0.1% |
112-040 |
| High |
113-130 |
113-150 |
0-020 |
0.1% |
112-190 |
| Low |
112-270 |
112-290 |
0-020 |
0.1% |
110-290 |
| Close |
113-070 |
113-120 |
0-050 |
0.1% |
111-000 |
| Range |
0-180 |
0-180 |
0-000 |
0.0% |
1-220 |
| ATR |
0-236 |
0-232 |
-0-004 |
-1.7% |
0-000 |
| Volume |
10,729 |
7,501 |
-3,228 |
-30.1% |
5,021 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-300 |
114-230 |
113-219 |
|
| R3 |
114-120 |
114-050 |
113-170 |
|
| R2 |
113-260 |
113-260 |
113-153 |
|
| R1 |
113-190 |
113-190 |
113-136 |
113-210 |
| PP |
113-080 |
113-080 |
113-080 |
113-090 |
| S1 |
113-010 |
113-010 |
113-104 |
113-030 |
| S2 |
112-220 |
112-220 |
113-087 |
|
| S3 |
112-040 |
112-150 |
113-070 |
|
| S4 |
111-180 |
111-290 |
113-021 |
|
|
| 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 |
115-275 |
|
2.618 |
114-301 |
|
1.618 |
114-121 |
|
1.000 |
114-010 |
|
0.618 |
113-261 |
|
HIGH |
113-150 |
|
0.618 |
113-081 |
|
0.500 |
113-060 |
|
0.382 |
113-039 |
|
LOW |
112-290 |
|
0.618 |
112-179 |
|
1.000 |
112-110 |
|
1.618 |
111-319 |
|
2.618 |
111-139 |
|
4.250 |
110-165 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-100 |
113-052 |
| PP |
113-080 |
112-303 |
| S1 |
113-060 |
112-235 |
|