ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-040 |
115-160 |
0-120 |
0.3% |
112-260 |
| High |
115-160 |
116-070 |
0-230 |
0.6% |
114-210 |
| Low |
114-230 |
115-090 |
0-180 |
0.5% |
112-260 |
| Close |
115-100 |
115-290 |
0-190 |
0.5% |
114-090 |
| Range |
0-250 |
0-300 |
0-050 |
20.0% |
1-270 |
| ATR |
0-223 |
0-229 |
0-005 |
2.5% |
0-000 |
| Volume |
82,317 |
71,778 |
-10,539 |
-12.8% |
41,892 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-197 |
118-063 |
116-135 |
|
| R3 |
117-217 |
117-083 |
116-052 |
|
| R2 |
116-237 |
116-237 |
116-025 |
|
| R1 |
116-103 |
116-103 |
115-318 |
116-170 |
| PP |
115-257 |
115-257 |
115-257 |
115-290 |
| S1 |
115-123 |
115-123 |
115-262 |
115-190 |
| S2 |
114-277 |
114-277 |
115-235 |
|
| S3 |
113-297 |
114-143 |
115-208 |
|
| S4 |
112-317 |
113-163 |
115-125 |
|
|
| 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 |
120-065 |
|
2.618 |
118-215 |
|
1.618 |
117-235 |
|
1.000 |
117-050 |
|
0.618 |
116-255 |
|
HIGH |
116-070 |
|
0.618 |
115-275 |
|
0.500 |
115-240 |
|
0.382 |
115-205 |
|
LOW |
115-090 |
|
0.618 |
114-225 |
|
1.000 |
114-110 |
|
1.618 |
113-245 |
|
2.618 |
112-265 |
|
4.250 |
111-095 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-273 |
115-240 |
| PP |
115-257 |
115-190 |
| S1 |
115-240 |
115-140 |
|