ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-000 |
0-000 |
0.0% |
116-140 |
High |
114-250 |
114-290 |
0-040 |
0.1% |
116-310 |
Low |
113-230 |
114-000 |
0-090 |
0.2% |
113-230 |
Close |
114-180 |
114-280 |
0-100 |
0.3% |
114-180 |
Range |
1-020 |
0-290 |
-0-050 |
-14.7% |
3-080 |
ATR |
0-256 |
0-258 |
0-002 |
1.0% |
0-000 |
Volume |
11,137 |
6,483 |
-4,654 |
-41.8% |
18,306 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-100 |
117-000 |
115-120 |
|
R3 |
116-130 |
116-030 |
115-040 |
|
R2 |
115-160 |
115-160 |
115-013 |
|
R1 |
115-060 |
115-060 |
114-307 |
115-110 |
PP |
114-190 |
114-190 |
114-190 |
114-215 |
S1 |
114-090 |
114-090 |
114-253 |
114-140 |
S2 |
113-220 |
113-220 |
114-227 |
|
S3 |
112-250 |
113-120 |
114-200 |
|
S4 |
111-280 |
112-150 |
114-120 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-267 |
122-303 |
116-112 |
|
R3 |
121-187 |
119-223 |
115-146 |
|
R2 |
118-107 |
118-107 |
115-051 |
|
R1 |
116-143 |
116-143 |
114-275 |
115-245 |
PP |
115-027 |
115-027 |
115-027 |
114-238 |
S1 |
113-063 |
113-063 |
114-085 |
112-165 |
S2 |
111-267 |
111-267 |
113-309 |
|
S3 |
108-187 |
109-303 |
113-214 |
|
S4 |
105-107 |
106-223 |
112-248 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-242 |
2.618 |
117-089 |
1.618 |
116-119 |
1.000 |
115-260 |
0.618 |
115-149 |
HIGH |
114-290 |
0.618 |
114-179 |
0.500 |
114-145 |
0.382 |
114-111 |
LOW |
114-000 |
0.618 |
113-141 |
1.000 |
113-030 |
1.618 |
112-171 |
2.618 |
111-201 |
4.250 |
110-048 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114-235 |
114-232 |
PP |
114-190 |
114-183 |
S1 |
114-145 |
114-135 |
|