ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
115-310 |
115-210 |
-0-100 |
-0.3% |
114-130 |
| High |
116-030 |
115-220 |
-0-130 |
-0.3% |
116-070 |
| Low |
115-110 |
114-240 |
-0-190 |
-0.5% |
114-120 |
| Close |
115-280 |
114-290 |
-0-310 |
-0.8% |
115-280 |
| Range |
0-240 |
0-300 |
0-060 |
25.0% |
1-270 |
| ATR |
0-229 |
0-239 |
0-009 |
4.1% |
0-000 |
| Volume |
85,530 |
174,267 |
88,737 |
103.7% |
272,514 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-297 |
117-113 |
115-135 |
|
| R3 |
116-317 |
116-133 |
115-052 |
|
| R2 |
116-017 |
116-017 |
115-025 |
|
| R1 |
115-153 |
115-153 |
114-318 |
115-095 |
| PP |
115-037 |
115-037 |
115-037 |
115-008 |
| S1 |
114-173 |
114-173 |
114-262 |
114-115 |
| S2 |
114-057 |
114-057 |
114-235 |
|
| S3 |
113-077 |
113-193 |
114-208 |
|
| S4 |
112-097 |
112-213 |
114-125 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-007 |
120-093 |
116-284 |
|
| R3 |
119-057 |
118-143 |
116-122 |
|
| R2 |
117-107 |
117-107 |
116-068 |
|
| R1 |
116-193 |
116-193 |
116-014 |
116-310 |
| PP |
115-157 |
115-157 |
115-157 |
115-215 |
| S1 |
114-243 |
114-243 |
115-226 |
115-040 |
| S2 |
113-207 |
113-207 |
115-172 |
|
| S3 |
111-257 |
112-293 |
115-118 |
|
| S4 |
109-307 |
111-023 |
114-276 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-215 |
|
2.618 |
118-045 |
|
1.618 |
117-065 |
|
1.000 |
116-200 |
|
0.618 |
116-085 |
|
HIGH |
115-220 |
|
0.618 |
115-105 |
|
0.500 |
115-070 |
|
0.382 |
115-035 |
|
LOW |
114-240 |
|
0.618 |
114-055 |
|
1.000 |
113-260 |
|
1.618 |
113-075 |
|
2.618 |
112-095 |
|
4.250 |
110-245 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-070 |
115-155 |
| PP |
115-037 |
115-093 |
| S1 |
115-003 |
115-032 |
|