ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-250 |
113-150 |
-0-100 |
-0.3% |
111-270 |
| High |
113-250 |
114-130 |
0-200 |
0.5% |
113-210 |
| Low |
113-150 |
113-150 |
0-000 |
0.0% |
111-270 |
| Close |
113-210 |
114-100 |
0-210 |
0.6% |
113-040 |
| Range |
0-100 |
0-300 |
0-200 |
200.0% |
1-260 |
| ATR |
0-223 |
0-228 |
0-006 |
2.5% |
0-000 |
| Volume |
11,932 |
155 |
-11,777 |
-98.7% |
26,204 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-280 |
116-170 |
114-265 |
|
| R3 |
115-300 |
115-190 |
114-182 |
|
| R2 |
115-000 |
115-000 |
114-155 |
|
| R1 |
114-210 |
114-210 |
114-128 |
114-265 |
| PP |
114-020 |
114-020 |
114-020 |
114-048 |
| S1 |
113-230 |
113-230 |
114-072 |
113-285 |
| S2 |
113-040 |
113-040 |
114-045 |
|
| S3 |
112-060 |
112-250 |
114-018 |
|
| S4 |
111-080 |
111-270 |
113-255 |
|
|
| 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 |
118-125 |
|
2.618 |
116-275 |
|
1.618 |
115-295 |
|
1.000 |
115-110 |
|
0.618 |
114-315 |
|
HIGH |
114-130 |
|
0.618 |
114-015 |
|
0.500 |
113-300 |
|
0.382 |
113-265 |
|
LOW |
113-150 |
|
0.618 |
112-285 |
|
1.000 |
112-170 |
|
1.618 |
111-305 |
|
2.618 |
111-005 |
|
4.250 |
109-155 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-025 |
| PP |
114-020 |
113-270 |
| S1 |
113-300 |
113-195 |
|