ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-120 |
113-050 |
-0-070 |
-0.2% |
111-270 |
| High |
113-150 |
113-210 |
0-060 |
0.2% |
113-210 |
| Low |
112-290 |
113-020 |
0-050 |
0.1% |
111-270 |
| Close |
113-120 |
113-040 |
-0-080 |
-0.2% |
113-040 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
1-260 |
| ATR |
0-232 |
0-229 |
-0-003 |
-1.3% |
0-000 |
| Volume |
7,501 |
2,578 |
-4,923 |
-65.6% |
26,204 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-020 |
114-220 |
113-144 |
|
| R3 |
114-150 |
114-030 |
113-092 |
|
| R2 |
113-280 |
113-280 |
113-075 |
|
| R1 |
113-160 |
113-160 |
113-057 |
113-125 |
| PP |
113-090 |
113-090 |
113-090 |
113-072 |
| S1 |
112-290 |
112-290 |
113-023 |
112-255 |
| S2 |
112-220 |
112-220 |
113-005 |
|
| S3 |
112-030 |
112-100 |
112-308 |
|
| S4 |
111-160 |
111-230 |
112-256 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-100 |
117-170 |
114-039 |
|
| R3 |
116-160 |
115-230 |
113-200 |
|
| R2 |
114-220 |
114-220 |
113-146 |
|
| R1 |
113-290 |
113-290 |
113-093 |
114-095 |
| PP |
112-280 |
112-280 |
112-280 |
113-022 |
| S1 |
112-030 |
112-030 |
112-307 |
112-155 |
| S2 |
111-020 |
111-020 |
112-254 |
|
| S3 |
109-080 |
110-090 |
112-200 |
|
| S4 |
107-140 |
108-150 |
112-041 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-058 |
|
2.618 |
115-067 |
|
1.618 |
114-197 |
|
1.000 |
114-080 |
|
0.618 |
114-007 |
|
HIGH |
113-210 |
|
0.618 |
113-137 |
|
0.500 |
113-115 |
|
0.382 |
113-093 |
|
LOW |
113-020 |
|
0.618 |
112-223 |
|
1.000 |
112-150 |
|
1.618 |
112-033 |
|
2.618 |
111-163 |
|
4.250 |
110-172 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-115 |
113-080 |
| PP |
113-090 |
113-067 |
| S1 |
113-065 |
113-053 |
|