ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-050 |
112-260 |
-0-110 |
-0.3% |
111-270 |
| High |
113-210 |
113-210 |
0-000 |
0.0% |
113-210 |
| Low |
113-020 |
112-260 |
-0-080 |
-0.2% |
111-270 |
| Close |
113-040 |
113-160 |
0-120 |
0.3% |
113-040 |
| Range |
0-190 |
0-270 |
0-080 |
42.1% |
1-260 |
| ATR |
0-229 |
0-232 |
0-003 |
1.3% |
0-000 |
| Volume |
2,578 |
14,295 |
11,717 |
454.5% |
26,204 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-273 |
115-167 |
113-308 |
|
| R3 |
115-003 |
114-217 |
113-234 |
|
| R2 |
114-053 |
114-053 |
113-210 |
|
| R1 |
113-267 |
113-267 |
113-185 |
114-000 |
| PP |
113-103 |
113-103 |
113-103 |
113-130 |
| S1 |
112-317 |
112-317 |
113-135 |
113-050 |
| S2 |
112-153 |
112-153 |
113-110 |
|
| S3 |
111-203 |
112-047 |
113-086 |
|
| S4 |
110-253 |
111-097 |
113-012 |
|
|
| 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 |
117-078 |
|
2.618 |
115-277 |
|
1.618 |
115-007 |
|
1.000 |
114-160 |
|
0.618 |
114-057 |
|
HIGH |
113-210 |
|
0.618 |
113-107 |
|
0.500 |
113-075 |
|
0.382 |
113-043 |
|
LOW |
112-260 |
|
0.618 |
112-093 |
|
1.000 |
111-310 |
|
1.618 |
111-143 |
|
2.618 |
110-193 |
|
4.250 |
109-072 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-132 |
113-132 |
| PP |
113-103 |
113-103 |
| S1 |
113-075 |
113-075 |
|