ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
113-150 |
114-140 |
0-310 |
0.9% |
111-270 |
| High |
114-130 |
114-190 |
0-060 |
0.2% |
113-210 |
| Low |
113-150 |
113-260 |
0-110 |
0.3% |
111-270 |
| Close |
114-100 |
114-040 |
-0-060 |
-0.2% |
113-040 |
| Range |
0-300 |
0-250 |
-0-050 |
-16.7% |
1-260 |
| ATR |
0-228 |
0-230 |
0-002 |
0.7% |
0-000 |
| Volume |
155 |
5,935 |
5,780 |
3,729.0% |
26,204 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-167 |
116-033 |
114-178 |
|
| R3 |
115-237 |
115-103 |
114-109 |
|
| R2 |
114-307 |
114-307 |
114-086 |
|
| R1 |
114-173 |
114-173 |
114-063 |
114-115 |
| PP |
114-057 |
114-057 |
114-057 |
114-028 |
| S1 |
113-243 |
113-243 |
114-017 |
113-185 |
| S2 |
113-127 |
113-127 |
113-314 |
|
| S3 |
112-197 |
112-313 |
113-291 |
|
| S4 |
111-267 |
112-063 |
113-222 |
|
|
| 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 |
117-292 |
|
2.618 |
116-204 |
|
1.618 |
115-274 |
|
1.000 |
115-120 |
|
0.618 |
115-024 |
|
HIGH |
114-190 |
|
0.618 |
114-094 |
|
0.500 |
114-065 |
|
0.382 |
114-036 |
|
LOW |
113-260 |
|
0.618 |
113-106 |
|
1.000 |
113-010 |
|
1.618 |
112-176 |
|
2.618 |
111-246 |
|
4.250 |
110-158 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-065 |
114-030 |
| PP |
114-057 |
114-020 |
| S1 |
114-048 |
114-010 |
|