ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
115-080 |
114-190 |
-0-210 |
-0.6% |
116-140 |
High |
115-080 |
114-210 |
-0-190 |
-0.5% |
116-310 |
Low |
114-100 |
113-110 |
-0-310 |
-0.8% |
113-230 |
Close |
114-180 |
113-260 |
-0-240 |
-0.7% |
114-180 |
Range |
0-300 |
1-100 |
0-120 |
40.0% |
3-080 |
ATR |
0-255 |
0-266 |
0-012 |
4.6% |
0-000 |
Volume |
4,889 |
4,980 |
91 |
1.9% |
18,306 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-280 |
117-050 |
114-171 |
|
R3 |
116-180 |
115-270 |
114-056 |
|
R2 |
115-080 |
115-080 |
114-017 |
|
R1 |
114-170 |
114-170 |
113-298 |
114-075 |
PP |
113-300 |
113-300 |
113-300 |
113-252 |
S1 |
113-070 |
113-070 |
113-222 |
112-295 |
S2 |
112-200 |
112-200 |
113-183 |
|
S3 |
111-100 |
111-290 |
113-144 |
|
S4 |
110-000 |
110-190 |
113-029 |
|
|
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 |
120-075 |
2.618 |
118-030 |
1.618 |
116-250 |
1.000 |
115-310 |
0.618 |
115-150 |
HIGH |
114-210 |
0.618 |
114-050 |
0.500 |
114-000 |
0.382 |
113-270 |
LOW |
113-110 |
0.618 |
112-170 |
1.000 |
112-010 |
1.618 |
111-070 |
2.618 |
109-290 |
4.250 |
107-245 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
114-000 |
114-095 |
PP |
113-300 |
114-043 |
S1 |
113-280 |
113-312 |
|