ECBOT 5 Year T-Note Future March 2009
| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
116-090 |
116-062 |
-0-028 |
-0.1% |
115-210 |
| High |
116-110 |
116-265 |
0-155 |
0.4% |
116-265 |
| Low |
115-290 |
115-275 |
-0-015 |
0.0% |
114-240 |
| Close |
116-010 |
116-227 |
0-217 |
0.6% |
116-227 |
| Range |
0-140 |
0-310 |
0-170 |
121.4% |
2-025 |
| ATR |
0-241 |
0-246 |
0-005 |
2.1% |
0-000 |
| Volume |
434,263 |
248,104 |
-186,159 |
-42.9% |
1,548,730 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-119 |
119-003 |
117-078 |
|
| R3 |
118-129 |
118-013 |
116-312 |
|
| R2 |
117-139 |
117-139 |
116-284 |
|
| R1 |
117-023 |
117-023 |
116-255 |
117-081 |
| PP |
116-149 |
116-149 |
116-149 |
116-178 |
| S1 |
116-033 |
116-033 |
116-199 |
116-091 |
| S2 |
115-159 |
115-159 |
116-170 |
|
| S3 |
114-169 |
115-043 |
116-142 |
|
| S4 |
113-179 |
114-053 |
116-056 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-106 |
121-191 |
117-273 |
|
| R3 |
120-081 |
119-166 |
117-090 |
|
| R2 |
118-056 |
118-056 |
117-029 |
|
| R1 |
117-141 |
117-141 |
116-288 |
117-258 |
| PP |
116-031 |
116-031 |
116-031 |
116-089 |
| S1 |
115-116 |
115-116 |
116-166 |
115-234 |
| S2 |
114-006 |
114-006 |
116-105 |
|
| S3 |
111-301 |
113-091 |
116-044 |
|
| S4 |
109-276 |
111-066 |
115-181 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-302 |
|
2.618 |
119-117 |
|
1.618 |
118-127 |
|
1.000 |
117-255 |
|
0.618 |
117-137 |
|
HIGH |
116-265 |
|
0.618 |
116-147 |
|
0.500 |
116-110 |
|
0.382 |
116-073 |
|
LOW |
115-275 |
|
0.618 |
115-083 |
|
1.000 |
114-285 |
|
1.618 |
114-093 |
|
2.618 |
113-103 |
|
4.250 |
111-238 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
116-188 |
116-184 |
| PP |
116-149 |
116-141 |
| S1 |
116-110 |
116-098 |
|