ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
115-040 |
0-110 |
0.3% |
112-260 |
| High |
115-050 |
115-160 |
0-110 |
0.3% |
114-210 |
| Low |
114-210 |
114-230 |
0-020 |
0.1% |
112-260 |
| Close |
115-010 |
115-100 |
0-090 |
0.2% |
114-090 |
| Range |
0-160 |
0-250 |
0-090 |
56.3% |
1-270 |
| ATR |
0-221 |
0-223 |
0-002 |
0.9% |
0-000 |
| Volume |
29,280 |
82,317 |
53,037 |
181.1% |
41,892 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-167 |
117-063 |
115-238 |
|
| R3 |
116-237 |
116-133 |
115-169 |
|
| R2 |
115-307 |
115-307 |
115-146 |
|
| R1 |
115-203 |
115-203 |
115-123 |
115-255 |
| PP |
115-057 |
115-057 |
115-057 |
115-082 |
| S1 |
114-273 |
114-273 |
115-077 |
115-005 |
| S2 |
114-127 |
114-127 |
115-054 |
|
| S3 |
113-197 |
114-023 |
115-031 |
|
| S4 |
112-267 |
113-093 |
114-282 |
|
|
| 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 |
118-262 |
|
2.618 |
117-174 |
|
1.618 |
116-244 |
|
1.000 |
116-090 |
|
0.618 |
115-314 |
|
HIGH |
115-160 |
|
0.618 |
115-064 |
|
0.500 |
115-035 |
|
0.382 |
115-006 |
|
LOW |
114-230 |
|
0.618 |
114-076 |
|
1.000 |
113-300 |
|
1.618 |
113-146 |
|
2.618 |
112-216 |
|
4.250 |
111-128 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-078 |
115-060 |
| PP |
115-057 |
115-020 |
| S1 |
115-035 |
114-300 |
|