ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
112-260 |
113-250 |
0-310 |
0.9% |
111-270 |
| High |
113-210 |
113-250 |
0-040 |
0.1% |
113-210 |
| Low |
112-260 |
113-150 |
0-210 |
0.6% |
111-270 |
| Close |
113-160 |
113-210 |
0-050 |
0.1% |
113-040 |
| Range |
0-270 |
0-100 |
-0-170 |
-63.0% |
1-260 |
| ATR |
0-232 |
0-223 |
-0-009 |
-4.1% |
0-000 |
| Volume |
14,295 |
11,932 |
-2,363 |
-16.5% |
26,204 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-183 |
114-137 |
113-265 |
|
| R3 |
114-083 |
114-037 |
113-238 |
|
| R2 |
113-303 |
113-303 |
113-228 |
|
| R1 |
113-257 |
113-257 |
113-219 |
113-230 |
| PP |
113-203 |
113-203 |
113-203 |
113-190 |
| S1 |
113-157 |
113-157 |
113-201 |
113-130 |
| S2 |
113-103 |
113-103 |
113-192 |
|
| S3 |
113-003 |
113-057 |
113-182 |
|
| S4 |
112-223 |
112-277 |
113-155 |
|
|
| 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 |
115-035 |
|
2.618 |
114-192 |
|
1.618 |
114-092 |
|
1.000 |
114-030 |
|
0.618 |
113-312 |
|
HIGH |
113-250 |
|
0.618 |
113-212 |
|
0.500 |
113-200 |
|
0.382 |
113-188 |
|
LOW |
113-150 |
|
0.618 |
113-088 |
|
1.000 |
113-050 |
|
1.618 |
112-308 |
|
2.618 |
112-208 |
|
4.250 |
112-045 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-207 |
113-172 |
| PP |
113-203 |
113-133 |
| S1 |
113-200 |
113-095 |
|