ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-130 |
114-250 |
0-120 |
0.3% |
112-260 |
| High |
114-250 |
115-050 |
0-120 |
0.3% |
114-210 |
| Low |
114-120 |
114-210 |
0-090 |
0.2% |
112-260 |
| Close |
114-200 |
115-010 |
0-130 |
0.4% |
114-090 |
| Range |
0-130 |
0-160 |
0-030 |
23.1% |
1-270 |
| ATR |
0-225 |
0-221 |
-0-004 |
-1.7% |
0-000 |
| Volume |
3,609 |
29,280 |
25,671 |
711.3% |
41,892 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-143 |
116-077 |
115-098 |
|
| R3 |
115-303 |
115-237 |
115-054 |
|
| R2 |
115-143 |
115-143 |
115-039 |
|
| R1 |
115-077 |
115-077 |
115-025 |
115-110 |
| PP |
114-303 |
114-303 |
114-303 |
115-000 |
| S1 |
114-237 |
114-237 |
114-315 |
114-270 |
| S2 |
114-143 |
114-143 |
114-301 |
|
| S3 |
113-303 |
114-077 |
114-286 |
|
| S4 |
113-143 |
113-237 |
114-242 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-143 |
118-227 |
115-094 |
|
| R3 |
117-193 |
116-277 |
114-252 |
|
| R2 |
115-243 |
115-243 |
114-198 |
|
| R1 |
115-007 |
115-007 |
114-144 |
115-125 |
| PP |
113-293 |
113-293 |
113-293 |
114-032 |
| S1 |
113-057 |
113-057 |
114-036 |
113-175 |
| S2 |
112-023 |
112-023 |
113-302 |
|
| S3 |
110-073 |
111-107 |
113-248 |
|
| S4 |
108-123 |
109-157 |
113-086 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-090 |
|
2.618 |
116-149 |
|
1.618 |
115-309 |
|
1.000 |
115-210 |
|
0.618 |
115-149 |
|
HIGH |
115-050 |
|
0.618 |
114-309 |
|
0.500 |
114-290 |
|
0.382 |
114-271 |
|
LOW |
114-210 |
|
0.618 |
114-111 |
|
1.000 |
114-050 |
|
1.618 |
113-271 |
|
2.618 |
113-111 |
|
4.250 |
112-170 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-317 |
114-278 |
| PP |
114-303 |
114-227 |
| S1 |
114-290 |
114-175 |
|