ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-170 |
0-170 |
0.5% |
116-140 |
High |
114-290 |
115-000 |
0-030 |
0.1% |
116-310 |
Low |
114-000 |
114-160 |
0-160 |
0.4% |
113-230 |
Close |
114-280 |
114-230 |
-0-050 |
-0.1% |
114-180 |
Range |
0-290 |
0-160 |
-0-130 |
-44.8% |
3-080 |
ATR |
0-258 |
0-251 |
-0-007 |
-2.7% |
0-000 |
Volume |
6,483 |
1,518 |
-4,965 |
-76.6% |
18,306 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-077 |
115-313 |
114-318 |
|
R3 |
115-237 |
115-153 |
114-274 |
|
R2 |
115-077 |
115-077 |
114-259 |
|
R1 |
114-313 |
114-313 |
114-245 |
115-035 |
PP |
114-237 |
114-237 |
114-237 |
114-258 |
S1 |
114-153 |
114-153 |
114-215 |
114-195 |
S2 |
114-077 |
114-077 |
114-201 |
|
S3 |
113-237 |
113-313 |
114-186 |
|
S4 |
113-077 |
113-153 |
114-142 |
|
|
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 |
117-040 |
2.618 |
116-099 |
1.618 |
115-259 |
1.000 |
115-160 |
0.618 |
115-099 |
HIGH |
115-000 |
0.618 |
114-259 |
0.500 |
114-240 |
0.382 |
114-221 |
LOW |
114-160 |
0.618 |
114-061 |
1.000 |
114-000 |
1.618 |
113-221 |
2.618 |
113-061 |
4.250 |
112-120 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114-240 |
114-192 |
PP |
114-237 |
114-153 |
S1 |
114-233 |
114-115 |
|